# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001145549-25-052245
**Filing Date:** 2025-8
**Character Count:** 779116
**Document Hash:** dab19f44b66b54efe27edf700f003f28
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-052245.hdr.sgml**: 20250821

**ACCESSION NUMBER**: 0001145549-25-052245

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250821

**DATE AS OF CHANGE**: 20250821

**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:** 251239070

**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:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1233969717.23

**Total Liabilities:** $22227197.73

**Net Assets:** $1211742519.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1370.141438930932 | **1-Year:** 18008.364603657666 | **5-Year:** 105750.096141157098 | **10-Year:** 138681.738779028163 | **30-Year:** 27883.820599060668

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

- **3-Month:** 361.589169597520 | **1-Year:** 15175.832571893376 | **5-Year:** 46362.992071727678 | **10-Year:** 20710.104688456668 | **30-Year:** 6335.865575294366

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069833 | 0.23%                | 0.53%                | 1.51%                |
| Class ID C000155782 | 0.36%                | 0.48%                | 1.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1266347.53             | $-4157008.20                               |
| Month 2  | $-1807953.12             | $4235511.28                                |
| Month 3  | $-708436.87              | $11970550.00                               |

**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        |  22861585 | PA      | $22861585.39  | 1.89%             | 2025-07-01      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                         | US T-NOTE ULTRA 10Y                                                               | CUSIP: 0002UXYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |     -1231 | NC      | $-2752629.38  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                         | US T-NOTE 5YR                                                                     | CUSIP: 00002FVU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |      3232 | NC      | $3368539.21   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                         | US T-NOTE 2YR                                                                     | CUSIP: 00002TUU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       492 | NC      | $440109.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                         | US T-BOND 30YR                                                                    | CUSIP: 00002USU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |       -90 | NC      | $-312196.07   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                         | US T-NOTE 10YR                                                                    | CUSIP: 00002TYU5<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |       219 | NC      | $354532.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                         | US T-BOND ULTRA                                                                   | CUSIP: 00002WNU5<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |       -91 | NC      | $-336285.42   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| A&D MORTGAGE TRUST 2023-NQM3                                                                   | ADMT 2023-NQM3 A1                                                                 | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    892602 | NS      | $900215.41    | 0.07%             | 2068-07-25      | Variable      | 6.73%                 | 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      | $377719.28    | 0.03%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                                      | AES V7.6 01/15/55                                                                 | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    565000 | NS      | $581723.94    | 0.05%             | 2055-01-15      | Fixed         | 7.60%                 | 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      | $1914957.78   | 0.16%             | 2038-08-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMSR 2019-Sfr1 Trust                                                                           | AMSR 2020-SFR2 D                                                                  | CUSIP: 00178UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | NS      | $538731.69    | 0.04%             | 2037-07-17      | Fixed         | 3.28%                 | 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      | $1588475.25   | 0.13%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | AER 6.15 09/30/30                                                                 | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    485000 | NS      | $517216.88    | 0.04%             | 2030-09-30      | Fixed         | 6.15%                 | 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      | $100925.13    | 0.01%             | 2029-02-15      | Fixed         | 6.89%                 | 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      | $331651.78    | 0.03%             | 2029-02-15      | Fixed         | 5.93%                 | 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        |    110899 | NS      | $106381.17    | 0.01%             | 2065-09-25      | Variable      | 2.96%                 | 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      | $262142.28    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | 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      | $373805.97    | 0.03%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                                       | ALL V0 08/15/53 B                                                                 | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    870000 | NS      | $869678.69    | 0.07%             | 2053-08-15      | Floating      | 7.53%                 | 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      | $466105.41    | 0.04%             | 2035-06-30      | Fixed         | 7.00%                 | 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      | $680241.92    | 0.06%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-1                                            | ACAR 2025-1 C                                                                     | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | NS      | $1665195.63   | 0.14%             | 2031-08-12      | Fixed         | 5.09%                 | 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      | $2822135.63   | 0.23%             | 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: 254900QN92XYN8GJBJ44 | Long             | ABS-O            | CORP              | US        |   1513330 | NS      | $1494992.62   | 0.12%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc.                                                                                | Altice USA Inc. CL A                                                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     95643 | NS      | $204676.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                                        | AAL 3.75 10/15/25                                                                 | CUSIP: 023771S41<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |    482087 | NS      | $478766.82    | 0.04%             | 2027-04-15      | Fixed         | 3.75%                 | 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      | $1098573.76   | 0.09%             | 2029-08-01      | Fixed         | 6.00%                 | 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      | $462370.08    | 0.04%             | 2031-10-01      | 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      | $555136.45    | 0.05%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                            | ALLY V5.543 01/17/31                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    990000 | NS      | $1003910.93   | 0.08%             | 2031-01-17      | Fixed         | 5.54%                 | 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      | $408056.65    | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                 | APP 5.125 12/01/29                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    540000 | NS      | $547028.69    | 0.05%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | ACAR 2022-1 D                                                                     | CUSIP: 02530WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30918 | NS      | $30873.78     | 0.00%             | 2028-03-13      | Fixed         | 2.46%                 | 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      | $240381.88    | 0.02%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                        | AAL 3.7 10/15/25 B                                                                | CUSIP: 02377DAA0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |    150512 | NS      | $149587.04    | 0.01%             | 2027-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-4                                            | ACAR 2024-4 D                                                                     | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $200498.02    | 0.02%             | 2031-08-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-1                                            | ACAR 2025-1 D                                                                     | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $302146.88    | 0.02%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | ACAR 2022-1 E                                                                     | CUSIP: 02530WAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1260000 | NS      | $1256920.94   | 0.10%             | 2028-03-13      | Fixed         | 3.64%                 | 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      | $2455433.01   | 0.20%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                                      | APODS 6.9 04/13/29                                                                | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    730000 | NS      | $762018.50    | 0.06%             | 2029-04-13      | Fixed         | 6.90%                 | 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        |    190837 | NS      | $194827.64    | 0.02%             | 2050-10-25      | Fixed         | 6.14%                 | 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      | $2145895.63   | 0.18%             | 2037-03-08      | Fixed         | 3.85%                 | 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        |   2493369 | NS      | $2473576.07   | 0.20%             | 2067-09-25      | Variable      | 4.75%                 | 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        |    438000 | NS      | $358725.75    | 0.03%             | 2051-09-30      | Fixed         | 8.75%                 | 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      | $1880822.19   | 0.16%             | 2053-03-05      | Fixed         | 7.82%                 | 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      | $1965000.00   | 0.16%             | 2055-06-05      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Benin (The Republic of)                                                                        | BENIN 8.375 01/23/41 144A                                                         | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    356000 | NS      | $341864.06    | 0.03%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2023-B                                                                | BHG 2023-B A                                                                      | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506260 | NS      | $524824.38    | 0.04%             | 2036-12-17      | Fixed         | 6.92%                 | 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      | $98159.18     | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                      | IVYCST 7.625 01/30/33 144A                                                        | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    259000 | NS      | $255322.00    | 0.02%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | UBS V6.537 08/12/33 144A                                                          | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    975000 | NS      | $1060494.47   | 0.09%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Dillards, Inc.                                                                                 | DDS 7.75 07/15/26                                                                 | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   1070000 | NS      | $1086022.98   | 0.09%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                    | GSMS 2014-GC22 B                                                                  | CUSIP: 36253BAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $173628.41    | 0.01%             | 2047-06-12      | Variable      | 4.39%                 | 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        |    325000 | NS      | $321757.84    | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | 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        |    547604 | NS      | $534916.65    | 0.04%             | 2040-07-16      | Fixed         | 4.01%                 | 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        |     97994 | NS      | $95606.97     | 0.01%             | 2049-01-25      | Variable      | 3.80%                 | 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        |    100166 | NS      | $97245.50     | 0.01%             | 2040-07-16      | Fixed         | 3.14%                 | 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        |    528000 | NS      | $533299.44    | 0.04%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                        | ARGENT 5 01/09/38                                                                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    526000 | NS      | $374889.94    | 0.03%             | 2038-01-09      | Variable      | 5.00%                 | 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        |    381582 | NS      | $369408.79    | 0.03%             | 2049-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                                                    | NTNX 0.25 10/01/27                                                                | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    123000 | NS      | $173061.00    | 0.01%             | 2027-10-01      | Fixed         | 0.25%                 | 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        |   1213181 | NS      | $1215014.50   | 0.10%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINAN ISSUANCE 2024-B                                                                 | REPS 2024-B C                                                                     | CUSIP: 76042GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | NS      | $380757.03    | 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      | $834952.13    | 0.07%             | 2028-11-28      | Fixed         | 9.00%                 | 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      | $5000.00      | 0.00%             | 2500-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL3183086<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    840000 | NS      | $827400.00    | 0.07%             | 2028-01-31      | 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        |    514217 | NS      | $515502.45    | 0.04%             | 2029-12-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Plurinational State of Bolivia                                                                 | BOLIVI 4.5 03/20/28 REGS                                                          | CUSIP: P37878AC2<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    267000 | NS      | $186900.00    | 0.02%             | 2028-03-20      | Fixed         | 4.50%                 | 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      | $300141.47    | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | 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        |    240000 | NS      | $243479.41    | 0.02%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                      | SUNAC 6.5 09/30/27 144A                                                           | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    119232 | NS      | $14456.89     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ashland Inc.                                                                                   | ASH 3.375 09/01/31 144A                                                           | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    525000 | NS      | $467813.75    | 0.04%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                                          | TEAM 5.5 05/15/34                                                                 | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1595000 | NS      | $1637830.36   | 0.14%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2023-1 LLC                                                               | XCAP 2023-1A D                                                                    | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | NS      | $809873.06    | 0.07%             | 2030-12-16      | Fixed         | 7.27%                 | 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      | $102947.28    | 0.01%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                       | EGYPT 7.625 05/29/32 144A                                                         | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    719000 | NS      | $662511.22    | 0.05%             | 2032-05-29      | Fixed         | 7.62%                 | 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      | $621653.82    | 0.05%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                       | AESOP 2023-1A D                                                                   | CUSIP: 05377RJQ8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    225000 | NS      | $228962.25    | 0.02%             | 2029-04-20      | Fixed         | 7.59%                 | 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      | $256540.25    | 0.02%             | 2027-10-20      | Fixed         | 7.26%                 | 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      | $257180.80    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | 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      | $1465489.00   | 0.12%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Armenia (Republic of)                                                                          | ARMEN 3.6 02/02/31 144A                                                           | CUSIP: 042207AD2<br>LEI: 2549008QLWTFS81EUF38 | Long             | DBT              | NUSS              | AM        |    340000 | NS      | $293520.88    | 0.02%             | 2031-02-02      | Fixed         | 3.60%                 | 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      | $701066.60    | 0.06%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                            | AZORRA 7.25 01/15/31 144A                                                         | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    390000 | NS      | $398159.72    | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | 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      | $2535234.77   | 0.21%             | 2034-03-26      | Fixed         | 5.30%                 | 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      | $968194.13    | 0.08%             | 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      | $127425.06    | 0.01%             | 2038-12-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX 2019-OC11 D                                                                    | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2190000 | NS      | $2047230.60   | 0.17%             | 2041-12-11      | Variable      | 4.08%                 | 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      | $1309823.00   | 0.11%             | 2039-10-14      | Fixed         | 5.76%                 | 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      | $106894.00    | 0.01%             | 2046-11-16      | Variable      | 5.99%                 | 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      | $410820.09    | 0.03%             | 2064-06-17      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                                             | BHG 2025-1CON B                                                                   | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | NS      | $166237.58    | 0.01%             | 2036-04-17      | Fixed         | 5.26%                 | 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        |    385000 | NS      | $399631.72    | 0.03%             | 2036-12-17      | Fixed         | 7.45%                 | 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      | $1333022.49   | 0.11%             |  |  |  | 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      | $901270.88    | 0.07%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 5.805 05/01/50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2905000 | NS      | $2785897.26   | 0.23%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 5.93 05/01/60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    605000 | NS      | $575090.01    | 0.05%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 7.008 05/01/64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    395000 | NS      | $433847.09    | 0.04%             | 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      | $19895.77     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | 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      | $499197.69    | 0.04%             | 2030-12-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2023-1                                                                   | CCG 2023-1 A2                                                                     | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281573 | NS      | $283031.72    | 0.02%             | 2030-09-16      | Fixed         | 5.82%                 | 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      | $224305.09    | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | 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      | $1191696.07   | 0.10%             | 2034-08-22      | Fixed         | 5.55%                 | 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      | $975656.56    | 0.08%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                              | CSCHLD 5.375 02/01/28 144A                                                        | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    480000 | NS      | $439466.92    | 0.04%             | 2028-02-01      | Fixed         | 5.38%                 | 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      | $769672.37    | 0.06%             | 2054-12-10      | Fixed         | 6.75%                 | 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      | $102564.33    | 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      | $102485.91    | 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      | $104702.70    | 0.01%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                                                       | CLAST 2019-1A A                                                                   | CUSIP: 14855MAA6<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-O            | CORP              | US        |    186786 | NS      | $176982.66    | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | 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      | $283583.26    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | 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      | $1313750.00   | 0.11%             | 2031-07-15      | Fixed         | 5.69%                 | 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      | $503636.63    | 0.04%             | 2030-07-15      | Fixed         | 6.38%                 | 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        |    755000 | NS      | $486458.84    | 0.04%             | 2062-06-30      | Fixed         | 3.95%                 | 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        |    555000 | NS      | $592161.57    | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | 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      | $375170.66    | 0.03%             | 2027-11-01      | Fixed         | 3.50%                 | 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      | $1216996.13   | 0.10%             | 2028-10-25      | Fixed         | 6.75%                 | 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      | $1283776.19   | 0.11%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                                             | ASTONM 10 03/31/29 144A                                                           | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   1260000 | NS      | $1193079.53   | 0.10%             | 2029-03-31      | Fixed         | 10.00%                | 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        |    145000 | NS      | $144112.17    | 0.01%             | 2027-02-20      | Fixed         | 4.25%                 | 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      | $389794.91    | 0.03%             | 2028-02-20      | Fixed         | 5.44%                 | 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      | $252414.94    | 0.02%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                            | AXON 6.25 03/15/33 144A                                                           | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    100000 | NS      | $102966.16    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | 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        |    428767 | NS      | $423922.47    | 0.03%             | 2035-02-20      | Fixed         | 2.70%                 | 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      | $988767.69    | 0.08%             | 2034-10-19      | Fixed         | 7.00%                 | 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      | $464344.38    | 0.04%             | 2030-04-10      | Fixed         | 5.12%                 | 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      | $407464.53    | 0.03%             | 2030-05-30      | Fixed         | 5.38%                 | 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      | $2291391.50   | 0.19%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 6.528 05/01/34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1190000 | NS      | $1292968.84   | 0.11%             | 2034-05-01      | Fixed         | 6.53%                 | 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      | $299823.31    | 0.02%             | 2031-03-18      | Fixed         | 6.25%                 | 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      | $748484.58    | 0.06%             | 2030-02-15      | Fixed         | 6.30%                 | 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        |    603249 | NS      | $543330.81    | 0.04%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                                                            | IAGLN 3.35 06/15/29 144A                                                          | CUSIP: 11043XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    141064 | NS      | $134220.64    | 0.01%             | 2030-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                            | AXON 6.125 03/15/30 144A                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    205000 | NS      | $210813.80    | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | 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      | $296400.00    | 0.02%             | 2030-01-23      | Fixed         | 8.12%                 | 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      | $140691.66    | 0.01%             | 2038-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL5                                                          | BX 2024-XL5 A                                                                     | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1126768 | NS      | $1127824.13   | 0.09%             | 2041-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                   | AVGO 3.469 04/15/34 144A                                                          | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3980000 | NS      | $3555307.06   | 0.29%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                                       | BROPAR 5.875 04/15/29 144A                                                        | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    570000 | NS      | $563307.90    | 0.05%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aaset 2025-1 Ltd / Aaset 2025-1 LLC                                                            | AASET 2025-1A A                                                                   | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    438978 | NS      | $446967.44    | 0.04%             | 2050-02-16      | Fixed         | 5.94%                 | 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      | $471182.51    | 0.04%             | 2029-07-03      | Fixed         | 4.38%                 | 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      | $248265.25    | 0.02%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citadel LP                                                                                     | CITADL 6 01/23/30 144A                                                            | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    270000 | NS      | $279153.03    | 0.02%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | AER V6.95 03/10/55                                                                | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    481000 | NS      | $499850.13    | 0.04%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | AER 4.95 09/10/34                                                                 | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1300000 | NS      | $1271623.56   | 0.10%             | 2034-09-10      | Fixed         | 4.95%                 | 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      | $69250.00     | 0.01%             | 2067-01-15      | Floating      | 6.27%                 | 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      | $201448.13    | 0.02%             | 2029-02-15      | Fixed         | 5.95%                 | 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        |   1088224 | NS      | $1117085.88   | 0.09%             | 2054-08-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                         | COLOM 7.375 04/25/30                                                              | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1159000 | NS      | $1198209.79   | 0.10%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| AJAX MORTGAGE LOAN TRUST 2021-A                                                                | AJAXM 2021-A A1                                                                   | CUSIP: 00971AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         0 | NS      | $0.01         | 0.00%             | 2065-09-25      | Variable      | 1.06%                 | 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        |   1132045 | NS      | $1129049.31   | 0.09%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TR 2022-4                                                                   | COLT 2022-4 A1                                                                    | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1099724 | NS      | $1095922.13   | 0.09%             | 2067-03-25      | Variable      | 4.30%                 | 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      | $750237.22    | 0.06%             | 2033-11-15      | Fixed         | 6.04%                 | 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        |     81672 | NS      | $79716.55     | 0.01%             | 2049-07-25      | Variable      | 3.88%                 | 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        |    175232 | NS      | $175108.77    | 0.01%             | 2029-03-28      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                  | CBSLT 2020-1 A                                                                    | CUSIP: 20268BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78061 | NS      | $70827.23     | 0.01%             | 2051-10-25      | Fixed         | 1.69%                 | 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      | $545000.00    | 0.04%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                                             | CLIF 2020-3A A                                                                    | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    215083 | NS      | $200192.45    | 0.02%             | 2045-10-18      | Fixed         | 2.07%                 | 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      | $484206.75    | 0.04%             | 2029-05-30      | Fixed         | 5.25%                 | 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      | $458651.78    | 0.04%             | 2028-10-15      | Fixed         | 6.50%                 | 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      | $5264979.65   | 0.43%             | 2031-01-15      | Fixed         | 5.75%                 | 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      | $407867.56    | 0.03%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                          | ALTICE 5 01/15/28 144A                                                            | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1525000 | NS      | $1147248.00   | 0.09%             | 2028-01-15      | Fixed         | 5.00%                 | 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      | $647817.38    | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                          | BAC V5.518 10/25/35                                                               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1495000 | NS      | $1495013.55   | 0.12%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Altice France Holdings S A                                                                     | SFRFP 6 02/15/28 144a                                                             | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    410000 | NS      | $143500.00    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                       | AXP V5.625 07/28/34                                                               | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1425000 | NS      | $1457186.18   | 0.12%             | 2034-07-28      | Fixed         | 5.62%                 | 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      | $1996620.62   | 0.16%             | 2032-04-01      | Fixed         | 2.88%                 | 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        |    805000 | NS      | $823435.31    | 0.07%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Comm 2012-LTRT                                                                                 | COMM 2012-LTRT A2                                                                 | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64971 | NS      | $62358.23     | 0.01%             | 2030-10-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                              | CSCHLD 11.75 01/31/29 144A                                                        | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    760000 | NS      | $722878.41    | 0.06%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC 2014-USA D                                                                   | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $75645.00     | 0.01%             | 2037-09-17      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CCL 5.75 03/01/27 144A                                                            | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    745000 | NS      | $751151.29    | 0.06%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CCL 4 08/01/28 144A                                                               | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      5000 | NS      | $4893.75      | 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        |   1192483 | NS      | $1209108.13   | 0.10%             | 2050-02-15      | Fixed         | 5.78%                 | 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      | $978662.03    | 0.08%             | 2500-12-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                  | CNC 4.625 12/15/29                                                                | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1845000 | NS      | $1794506.76   | 0.15%             | 2029-12-15      | Fixed         | 4.62%                 | 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      |
| Bausch Health Companies Inc.                                                                   | BHCCN 4.875 06/01/28 144A                                                         | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1135000 | NS      | $957423.56    | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXVIII LTD                                                         | BSP 2022-28A BR                                                                   | CUSIP: 08179KAQ6<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |   1080000 | NS      | $1082185.88   | 0.09%             | 2037-10-20      | Floating      | 5.99%                 | 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        |    232000 | NS      | $219795.34    | 0.02%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                           | ACAFP V6.251 01/10/35 144A                                                        | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1095000 | NS      | $1138587.63   | 0.09%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cyberark Software Ltd.                                                                         | CYBR 0 06/15/30                                                                   | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    200000 | NS      | $205500.00    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                 | APP 5.5 12/01/34                                                                  | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1640000 | NS      | $1665084.71   | 0.14%             | 2034-12-01      | Fixed         | 5.50%                 | 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        |    945000 | NS      | $765565.25    | 0.06%             | 2047-01-31      | Fixed         | 8.50%                 | 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      | $407301.97    | 0.03%             | 2035-10-15      | Fixed         | 5.50%                 | 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      | $579034.94    | 0.05%             | 2029-05-15      | Fixed         | 6.40%                 | 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      | $365286.16    | 0.03%             | 2035-07-09      | Variable      | 4.12%                 | 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      | $319136.72    | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | 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      | $98933.08     | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                         | BPLN V4.875 PERP                                                                  | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1485000 | NS      | $1469611.01   | 0.12%             | 2500-12-31      | Fixed         | 4.88%                 | 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        |    325000 | NS      | $338299.06    | 0.03%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                                    | DDOG 0 12/01/29                                                                   | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    377000 | NS      | $360223.50    | 0.03%             | 2029-12-01      | None          | 0.00%                 | 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      | $455736.66    | 0.04%             | 2037-10-22      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                           | OWL 6.25 04/18/34                                                                 | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1265000 | NS      | $1301630.13   | 0.11%             | 2034-04-18      | Fixed         | 6.25%                 | 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        |    651899 | NS      | $639560.31    | 0.05%             | 2029-01-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dentsply Sirona Inc                                                                            | XRAY 3.25 06/01/30                                                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   1450000 | NS      | $1323493.34   | 0.11%             | 2030-06-01      | Fixed         | 3.25%                 | 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        |    245000 | NS      | $262355.92    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | 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      | $255484.34    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | 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        |    172000 | NS      | $175440.00    | 0.01%             | 2035-07-30      | Fixed         | 6.45%                 | 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      | $368597.17    | 0.03%             | 2036-09-21      | Fixed         | 2.48%                 | 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      | $906484.78    | 0.07%             | 2032-04-14      | Fixed         | 5.14%                 | 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      | $958239.00    | 0.08%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                                  | CHEPDE 5.5 01/15/28 144a                                                          | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   1070000 | NS      | $1034182.81   | 0.09%             | 2028-01-15      | Fixed         | 5.50%                 | 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      | $1406177.84   | 0.12%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 5.705 05/01/40                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    928000 | NS      | $916807.12    | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 3.625 02/01/31                                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1297000 | NS      | $1221935.00   | 0.10%             | 2031-02-01      | Fixed         | 3.62%                 | 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      | $886593.50    | 0.07%             | 2034-03-01      | Fixed         | 6.38%                 | 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        |    479826 | NS      | $488660.63    | 0.04%             | 2038-11-15      | Fixed         | 5.77%                 | 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      | $533156.25    | 0.04%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                   | AVGO 4.926 05/15/37 144A                                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1791000 | NS      | $1738208.36   | 0.14%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                         | FANG 5.55 04/01/35                                                                | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     90000 | NS      | $90977.07     | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                                 | EPR 3.6 11/15/31                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    185000 | NS      | $168045.70    | 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      | $8358737.50   | 0.69%             | 2029-11-30      | Fixed         | 10.75%                | 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      | $273520.00    | 0.02%             | 2029-02-28      | Fixed         | 8.62%                 | 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      | $345844.00    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Cimpress PLC                                                                                   | CMPR 7.375 09/15/32 144A                                                          | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    985000 | NS      | $940184.86    | 0.08%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                         | CITSEC 6.2 06/18/35                                                               | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    155000 | NS      | $159033.59    | 0.01%             | 2035-06-18      | Fixed         | 6.20%                 | 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      | $399325.32    | 0.03%             | 2028-07-01      | Fixed         | 8.38%                 | 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      | $761710.50    | 0.06%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5                                                     | EART 2024-5A D                                                                    | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $300187.31    | 0.02%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1                                                     | EART 2025-1A D                                                                    | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | NS      | $585841.88    | 0.05%             | 2031-05-15      | Fixed         | 5.49%                 | 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        |    791300 | NS      | $692356.75    | 0.06%             | 2051-04-25      | Fixed         | 4.75%                 | 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      | $373693.28    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                     | BLDR 6.75 05/15/35 144A                                                           | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     35000 | NS      | $36036.53     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                              | CSCHLD 7.5 04/01/28 144a                                                          | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2760000 | NS      | $2048721.84   | 0.17%             | 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      | $281473.96    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SD6322                                                                         | CUSIP: 3132DUAX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3101688 | NS      | $2972225.25   | 0.25%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FN FS8791                                                                         | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2678609 | NS      | $2730198.75   | 0.23%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES 2024-1 LLC                                                             | BJETS 2024-1A A                                                                   | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277581 | NS      | $283548.31    | 0.02%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2023-CITY                                                                           | CENT 2023-CITY A                                                                  | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | NS      | $1041292.63   | 0.09%             | 2038-09-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SL0627                                                                         | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6018681 | NS      | $6124960.50   | 0.51%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ferrellgas, L.P. / Ferrellgas Finance Corp.                                                    | FGP 5.375 04/01/26 144A                                                           | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    929000 | NS      | $920180.45    | 0.08%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                          | CIVI 8.625 11/01/30 144A                                                          | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    170000 | NS      | $172590.45    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS 2021-C LLC                                                        | CASL 2021-C D                                                                     | CUSIP: 19424WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73864 | NS      | $70137.36     | 0.01%             | 2055-07-26      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Incorporated                                                          | CYH 4.75 02/15/31 144A                                                            | CUSIP: 12543DBK5<br>LEI: 549300BQWM4WENQ3YW73 | Long             | DBT              | CORP              | US        |    886000 | NS      | $757426.01    | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Incorporated                                                          | CYH 5.25 05/15/30 144A                                                            | CUSIP: 12543DBM1<br>LEI: 549300BQWM4WENQ3YW73 | Long             | DBT              | CORP              | US        |    800000 | NS      | $709398.00    | 0.06%             | 2030-05-15      | Fixed         | 5.25%                 | 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      | $963466.11    | 0.08%             | 2034-06-08      | Fixed         | 6.38%                 | 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      | $834526.60    | 0.07%             | 2033-03-31      | Fixed         | 6.75%                 | 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      | $196953.91    | 0.02%             | 2028-06-15      | Fixed         | 3.79%                 | 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      | $150847.02    | 0.01%             | 2028-10-15      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| COLT 2022-5 MORTGAGE LOAN TRUST                                                                | COLT 2022-5 A1                                                                    | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2818116 | NS      | $2823872.95   | 0.23%             | 2067-04-25      | Variable      | 4.55%                 | 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      | $1295684.25   | 0.11%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                           | CEMEX S.A.B. de C.V. SPON ADR REP 10 ORD SHS                                      | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |    168905 | NS      | $1170511.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-Rpl4                                                    | CHASE 2024-RPL4 A1A                                                               | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    933546 | NS      | $834390.50    | 0.07%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                    | FI 5.625 08/21/33                                                                 | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1440000 | NS      | $1497297.88   | 0.12%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                  | F 6.054 11/05/31                                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    175000 | NS      | $174097.28    | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | 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      | $507042.35    | 0.04%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2                                                            | CAALT 2024-3A C                                                                   | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | NS      | $217366.63    | 0.02%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                                      | COMM 2013-300P A1                                                                 | CUSIP: 12625XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | NS      | $1897515.38   | 0.16%             | 2030-08-12      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                              | CSCHLD 4.125 12/01/30 144A                                                        | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | NS      | $141102.52    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | AER 5.75 06/06/28                                                                 | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | NS      | $155182.30    | 0.01%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | UBS V6.442 08/11/28 144A                                                          | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    675000 | NS      | $701373.00    | 0.06%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2022-1                                                                     | DTAOT 2022-1A D                                                                   | CUSIP: 23345YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395490 | NS      | $392672.00    | 0.03%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                              | CSCHLD 3.375 02/15/31 144A                                                        | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1925000 | NS      | $1333811.40   | 0.11%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COLT 2022-3 MORTGAGE LOAN TRUST                                                                | COLT 2022-3 A1                                                                    | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1398675 | NS      | $1367353.63   | 0.11%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2024-2                                                                | FFIN 2024-2A D                                                                    | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97321 | NS      | $98190.59     | 0.01%             | 2050-03-15      | Fixed         | 6.59%                 | 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        |    400000 | NS      | $398172.91    | 0.03%             | 2050-04-15      | Fixed         | 6.09%                 | 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        |    470000 | NS      | $468466.03    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                                  | WBD 3.625 05/15/30                                                                | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     50000 | NS      | $40485.00     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                  | FREMOR 9.125 05/15/31 144A                                                        | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | NS      | $154617.34    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                         | GFLCN 6.75 01/15/31 144A                                                          | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    565000 | NS      | $591229.00    | 0.05%             | 2031-01-15      | Fixed         | 6.75%                 | 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      | $108822.56    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                            | CHILE 5.65 01/13/37                                                               | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | NS      | $412040.00    | 0.03%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                              | GCAR 2021-1A D                                                                    | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35538 | NS      | $35493.95     | 0.00%             | 2027-01-15      | Fixed         | 1.68%                 | 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      | $861113.25    | 0.07%             | 2029-02-15      | Fixed         | 6.38%                 | 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      | $574018.63    | 0.05%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                             | DPABS 2018-1A A2II                                                                | CUSIP: 25755TAK6<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |     66325 | NS      | $65786.98     | 0.01%             | 2048-07-25      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Capital Farm Credit ACA                                                                        | CFCFCS V5 PERP 1                                                                  | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    425000 | NS      | $414375.00    | 0.03%             | 2500-12-31      | Fixed         | 5.00%                 | 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      | $938308.25    | 0.08%             | 2029-07-10      | Fixed         | 6.69%                 | 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        |       419 | NS      | $448.69       | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | 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      | $98600.81     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | 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      | $161341.80    | 0.01%             | 2043-06-15      | Fixed         | 5.30%                 | 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      | $505125.00    | 0.04%             | 2500-12-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                  | CNC 2.45 07/15/28                                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     40000 | NS      | $37145.41     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.           | CHTR 4.8 03/01/50                                                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2535000 | NS      | $2028173.05   | 0.17%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                                | CAFL 2019-3 A                                                                     | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33997 | NS      | $33774.83     | 0.00%             | 2052-10-18      | Fixed         | 2.71%                 | 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      | $241545.61    | 0.02%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                            | GPN 5.4 08/15/32                                                                  | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    775000 | NS      | $791073.50    | 0.07%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-3                                                       | GCAR 2024-3A C                                                                    | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | NS      | $1313589.63   | 0.11%             | 2031-02-18      | Fixed         | 5.21%                 | 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        |    306000 | NS      | $294448.53    | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                             | CYRUS 2025-1A A2                                                                  | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101927.60    | 0.01%             | 2050-02-20      | Fixed         | 5.91%                 | 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      | $595039.44    | 0.05%             | 2033-05-01      | Fixed         | 4.90%                 | 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      | $514389.72    | 0.04%             | 2035-04-01      | Fixed         | 5.70%                 | 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      | $1519634.38   | 0.13%             | 2037-04-20      | Floating      | 5.79%                 | 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      | $1321389.50   | 0.11%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                   | ENTG 3.625 05/01/29 144A                                                          | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    595000 | NS      | $563897.06    | 0.05%             | 2029-05-01      | Fixed         | 3.62%                 | 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      | $1321583.31   | 0.11%             | 2031-03-15      | Fixed         | 2.95%                 | 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        |   1260000 | NS      | $900353.63    | 0.07%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                                    | DCP 6.45 11/03/36 144A                                                            | CUSIP: 26439XAH6<br>LEI: VQOHU6HCVU6YY1KUKU03 | Long             | DBT              | CORP              | US        |    840000 | NS      | $861646.94    | 0.07%             | 2036-11-03      | Fixed         | 6.45%                 | 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      | $1223384.00   | 0.10%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FN FS4438                                                                         | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    957591 | NS      | $942996.31    | 0.08%             | 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: N/A                  | Long             | DBT              | CORP              | US        |    702000 | NS      | $649468.99    | 0.05%             | 2029-04-01      | Fixed         | 5.88%                 | 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        |   1465000 | NS      | $1554873.38   | 0.13%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                       | HCA 5.125 06/15/39                                                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    665000 | NS      | $625418.81    | 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      | $585019.51    | 0.05%             | 2034-09-15      | Fixed         | 5.45%                 | 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        |    210000 | NS      | $204914.94    | 0.02%             | 2027-06-15      | Fixed         | 1.59%                 | 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        |     50000 | NS      | $50375.00     | 0.00%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freshpet Inc                                                                                   | FRPT 3 04/01/28                                                                   | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     79000 | NS      | $98118.00     | 0.01%             | 2028-04-01      | Fixed         | 3.00%                 | 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      | $1295149.13   | 0.11%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                                 | GSMS 2013-G1 B                                                                    | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73025 | NS      | $70703.18     | 0.01%             | 2031-04-11      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2022-2                                                       | GCAR 2022-2A D                                                                    | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | NS      | $776846.00    | 0.06%             | 2028-04-15      | Fixed         | 6.15%                 | 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      | $693366.09    | 0.06%             | 2032-11-15      | Fixed         | 8.38%                 | 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      | $4115337.63   | 0.34%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                            | GPN 1.5 03/01/31                                                                  | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    219000 | NS      | $195567.00    | 0.02%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                    | GBLATL 4.4 10/15/29 144A                                                          | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | NS      | $189254.67    | 0.02%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                                  | AIB V6.608 09/13/29 144A                                                          | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | NS      | $211590.55    | 0.02%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TRUST                                                                             | ALTDE 2025-1A A                                                                   | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    582726 | NS      | $594166.44    | 0.05%             | 2050-08-15      | Fixed         | 5.90%                 | 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        |    798490 | NS      | $803191.00    | 0.07%             | 2070-06-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | AER 3.3 01/30/32                                                                  | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   2005000 | NS      | $1816509.56   | 0.15%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.                                                               | AEIS 2.5 09/15/28                                                                 | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     98000 | NS      | $117394.20    | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                          | AL V4.65 PERP B                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    640000 | NS      | $636310.78    | 0.05%             | 2500-12-31      | Fixed         | 4.65%                 | 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      | $984691.57    | 0.08%             | 2054-12-15      | Fixed         | 6.88%                 | 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      | $222183.84    | 0.02%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA                                                                                 | BBVASM V5.125 01/18/33 144A                                                       | CUSIP: 05533UAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    302000 | NS      | $290222.22    | 0.02%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | The Boeing Company 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD          | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     16565 | NS      | $1130395.58   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                   | BRAZIL 6.625 03/15/35                                                             | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    838000 | NS      | $846189.39    | 0.07%             | 2035-03-15      | Fixed         | 6.62%                 | 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      | $239638.20    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | 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      | $1000931.84   | 0.08%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                           | CEMEX 5.2 09/17/30 144A                                                           | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1455000 | NS      | $1451582.66   | 0.12%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                    | GBLATL 7.95 06/15/33 144A                                                         | CUSIP: 37959GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | NS      | $685260.04    | 0.06%             | 2033-06-15      | Fixed         | 7.95%                 | 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      | $158202.19    | 0.01%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                  | CNC 2.5 03/01/31                                                                  | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    680000 | NS      | $585471.02    | 0.05%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Drawbridge Special Opportunities Fund LP/ Drawbridge Special Opportunities Finance Corporation | DRAWBR 3.875 02/15/26                                                             | CUSIP: 26150TAE9<br>LEI: OTW7FAILU3FWEXAKRN53 | Long             | DBT              | CORP              | US        |    970000 | NS      | $956235.19    | 0.08%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Granite Construction Inc                                                                       | GVA 3.75 05/15/28                                                                 | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     66000 | NS      | $137049.00    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                                          | GRYOAK 3.45 10/15/27 144A                                                         | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | NS      | $73365.58     | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | 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      | $576229.94    | 0.05%             | 2053-05-23      | Fixed         | 6.90%                 | 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      | $2658160.01   | 0.22%             | 2033-12-01      | Fixed         | 6.55%                 | 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      | $472848.75    | 0.04%             | 2028-08-10      | Fixed         | 8.45%                 | 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      | $1231027.00   | 0.10%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-2                                                                | FFIN 2025-2A D                                                                    | CUSIP: 35042NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | NS      | $404959.50    | 0.03%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                  | FREMOR 8.375 04/01/32 144A                                                        | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | NS      | $80862.17     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                                                                         | GWRE 1.25 11/01/29                                                                | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    151000 | NS      | $178029.00    | 0.01%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| CKE Restaurants, Inc.                                                                          | HNGRY 2024-1A A2                                                                  | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1476312 | NS      | $1522985.63   | 0.13%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                                 | GSMS 2013-PEMB A                                                                  | CUSIP: 36197VAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $111800.00    | 0.01%             | 2033-03-07      | Variable      | 3.67%                 | 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      | $169965.06    | 0.01%             | 2031-09-15      | Fixed         | 4.94%                 | 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      | $1508873.82   | 0.12%             | 2029-03-12      | Fixed         | 4.88%                 | 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        |    600000 | NS      | $566967.00    | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | 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      | $1069160.75   | 0.09%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| EWC MASTER ISSUER LLC                                                                          | WAX 2022-1A A2                                                                    | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130950 | NS      | $129015.32    | 0.01%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2022-1                                                                   | HPEFS 2022-1A D                                                                   | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39410 | NS      | $39356.55     | 0.00%             | 2029-11-20      | Fixed         | 2.40%                 | 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      | $781780.97    | 0.06%             | 2035-02-02      | Fixed         | 5.71%                 | 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      | $767656.50    | 0.06%             | 2031-12-01      | Fixed         | 3.75%                 | 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      | $100108.22    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | 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        |     81873 | NS      | $77673.01     | 0.01%             | 2030-10-18      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                      | MARS 5.2 03/01/35 144A                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    585000 | NS      | $592007.81    | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                      | MTDR 6.5 04/15/32 144A                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     65000 | NS      | $65033.85     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM2 TRUST                                                                            | MFRA 2024-NQM2 A1                                                                 | CUSIP: 58004JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1509192 | NS      | $1504050.44   | 0.12%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                            | MLANE 2023-B A                                                                    | CUSIP: 60510MAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | NS      | $330311.25    | 0.03%             | 2028-11-15      | Fixed         | 7.69%                 | 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        |    891082 | NS      | $867700.56    | 0.07%             | 2063-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2                                                            | CHASE 2023-RPL1 A1                                                                | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1434679 | NS      | $1317217.77   | 0.11%             | 2062-06-25      | Variable      | 3.50%                 | 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      | $1884131.93   | 0.16%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                                    | NTAP 5.7 03/17/35                                                                 | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    500000 | NS      | $513481.54    | 0.04%             | 2035-03-17      | Fixed         | 5.70%                 | 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      | $222591.02    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                  | OC 5.7 06/15/34                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1390000 | NS      | $1443657.41   | 0.12%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                           | POLAND 5.125 09/18/34 10Y                                                         | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1161000 | NS      | $1165344.75   | 0.10%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRET LLC 2024-NPL4                                                                             | PRET 2024-NPL4 A1                                                                 | CUSIP: 74143RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220484 | NS      | $220829.08    | 0.02%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc.                                                                     | BECN 6.75 04/30/32 144A                                                           | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | NS      | $25755.05     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | 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      | $272428.34    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | 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      | $484215.59    | 0.04%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2023-1                                                                         | REACH 2023-1A B                                                                   | CUSIP: 75525AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473400 | NS      | $475746.88    | 0.04%             | 2031-02-18      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                           | RKTRM 2.875 10/15/26 144A                                                         | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   3835000 | NS      | $3740158.59   | 0.31%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                                          | AMRZ 5.4 04/07/35 144A                                                            | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    445000 | NS      | $451524.27    | 0.04%             | 2035-04-07      | Fixed         | 5.40%                 | 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      | $314474.03    | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | 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        |    247789 | NS      | $247951.64    | 0.02%             | 2031-05-20      | Floating      | 5.68%                 | 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      | $103353.29    | 0.01%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Jordan (Kingdom Of)                                                                            | JORDAN 5.85 07/07/30 144A                                                         | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    748000 | NS      | $719147.97    | 0.06%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                          | HP 5.5 12/01/34 144A                                                              | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2790000 | NS      | $2543589.13   | 0.21%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                                             | STT V6.7 PERP I                                                                   | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    675000 | NS      | $704897.09    | 0.06%             | 2500-12-31      | Fixed         | 6.70%                 | 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      | $665706.00    | 0.05%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                   | SNPS 5.15 04/01/35                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    700000 | NS      | $705557.31    | 0.06%             | 2035-04-01      | Fixed         | 5.15%                 | 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      | $2508283.97   | 0.21%             | 2034-01-15      | Fixed         | 5.75%                 | 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      | $582360.90    | 0.05%             | 2027-02-15      | Fixed         | 4.95%                 | 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      | $965770.57    | 0.08%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                      | TD V8.125 10/31/82                                                                | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    505000 | NS      | $527425.54    | 0.04%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | 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      | $477004.91    | 0.04%             | 2038-07-19      | Fixed         | 2.24%                 | 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      | $101983.84    | 0.01%             | 2035-03-19      | Fixed         | 6.54%                 | 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      | $398000.00    | 0.03%             | 2042-01-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                                             | UA 7.25 07/15/30 144A                                                             | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    155000 | NS      | $156969.38    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | 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      | $224025.77    | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | 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      | $135976.21    | 0.01%             | 2031-11-02      | Fixed         | 4.62%                 | 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        |     28503 | NS      | $26955.65     | 0.00%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                              | WFC V3.9 PERP BB                                                                  | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    890000 | NS      | $880878.12    | 0.07%             | 2500-12-31      | Fixed         | 3.90%                 | 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      | $29968.90     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | 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      | $115406.97    | 0.01%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                                | WHR 6.5 06/15/33                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    190000 | NS      | $190608.44    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | 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      | $117785.98    | 0.01%             | 2039-10-19      | Fixed         | 3.12%                 | 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      | $101603.75    | 0.01%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                          | REPHUN 5.5 03/26/36 144A                                                          | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1301000 | NS      | $1254312.64   | 0.10%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                       | IHRT 7.75 08/15/30 144A                                                           | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    832150 | NS      | $641795.69    | 0.05%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                                      | JBL 3 01/15/31                                                                    | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1325000 | NS      | $1208005.03   | 0.10%             | 2031-01-15      | Fixed         | 3.00%                 | 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      | $668406.94    | 0.06%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OP LTD                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL3202845<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1060000 | NS      | $1056214.75   | 0.09%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                            | COPORATE TERM LOAN                                                                | CUSIP: BL4671105<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560762 | NS      | $551950.69    | 0.05%             | 2031-06-06      | Fixed         | 0.00%                 | 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      | $408629.60    | 0.03%             | 2050-04-16      | Fixed         | 3.88%                 | 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        |   1051000 | NS      | $1035949.25   | 0.09%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4679231<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773969 | NS      | $775951.81    | 0.06%             | 2030-11-08      | 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        |    501696 | NS      | $500621.30    | 0.04%             | 2028-07-31      | Fixed         | 0.00%                 | 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        |     31852 | NS      | $30259.39     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2020-SFR1 D                                                                   | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $198515.84    | 0.02%             | 2037-08-19      | Fixed         | 2.24%                 | 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      | $553232.69    | 0.05%             | 2033-06-30      | Fixed         | 5.95%                 | 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      | $211638.19    | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM3                                                         | IMPRL 2022-NQM3 A1                                                                | CUSIP: 45276KAA5<br>LEI: 984500DDE091107DY398 | Long             | ABS-O            | CORP              | US        |   1462107 | NS      | $1455785.88   | 0.12%             | 2067-05-25      | Variable      | 4.38%                 | 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      | $408378.47    | 0.03%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fluor Corporation                                                                              | FLR 1.125 08/15/29                                                                | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    143000 | NS      | $187616.00    | 0.02%             | 2029-08-15      | Fixed         | 1.12%                 | 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      | $177135.75    | 0.01%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4843407<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500808 | NS      | $501184.00    | 0.04%             | 2030-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON LLP                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4874147<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316528 | NS      | $316131.91    | 0.03%             | 2031-05-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                      | TIBX 9 09/30/29 144A                                                              | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    380000 | NS      | $393879.65    | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | 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        |     53604 | NS      | $49976.65     | 0.00%             | 2051-07-25      | Fixed         | 2.92%                 | 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      | $887974.06    | 0.07%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                            | GHANA 5 07/03/29 144A                                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    365430 | NS      | $342106.97    | 0.03%             | 2029-07-03      | Variable      | 5.00%                 | 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      | $2466153.92   | 0.20%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                             | IRM 5.25 07/15/30 144A                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2075000 | NS      | $2046618.38   | 0.17%             | 2030-07-15      | Fixed         | 5.25%                 | 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      | $247008.41    | 0.02%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG 2025-CES2                                                                        | JPMMT 2025-CES2 A1                                                                | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1604424 | NS      | $1613113.75   | 0.13%             | 2055-06-25      | Fixed         | 5.59%                 | 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        |   1477972 | NS      | $1478094.75   | 0.12%             | 2055-02-25      | Variable      | 6.28%                 | 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      | $103619.20    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | 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      | $445654.16    | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | 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      | $876345.38    | 0.07%             | 2028-07-21      | Fixed         | 5.88%                 | 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      | $1762770.39   | 0.15%             | 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: N/A                  | Long             | DBT              | CORP              | US        |    360000 | NS      | $319738.63    | 0.03%             | 2031-06-15      | Fixed         | 3.12%                 | 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      | $98932.46     | 0.01%             | 2052-05-17      | Variable      | 4.69%                 | 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        |    828000 | NS      | $751041.08    | 0.06%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| GOODLEAP HOME IMPT 2024-1                                                                      | GDLP 2024-1A A                                                                    | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176046 | NS      | $178049.34    | 0.01%             | 2046-10-22      | Fixed         | 5.35%                 | 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      | $1101346.00   | 0.09%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                                       | JMIKE 2024-1A A2                                                                  | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1092262 | NS      | $1109307.75   | 0.09%             | 2055-02-15      | Fixed         | 5.64%                 | 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        |     65514 | NS      | $63733.15     | 0.01%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| JOL Air Limited                                                                                | JOLAR 2019-1 A                                                                    | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    453974 | NS      | $449444.00    | 0.04%             | 2044-04-15      | Fixed         | 3.97%                 | 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      | $453041.00    | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kraken Oil & Gas Partners LLC                                                                  | KRAOIG 7.625 08/15/29 144A                                                        | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    870000 | NS      | $854710.53    | 0.07%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                                                              | LAFL 2016-1A A1                                                                   | CUSIP: 50543LAA0<br>LEI: 549300FTBC83WH0X4750 | Long             | ABS-O            | CORP              | US        |    199439 | NS      | $193950.31    | 0.02%             | 2042-01-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                                       | JMIKE 2019-1A A2                                                                  | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632988 | NS      | $627360.50    | 0.05%             | 2050-02-15      | Fixed         | 4.43%                 | 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      | $394552.47    | 0.03%             | 2031-09-10      | Fixed         | 5.49%                 | 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        |    131596 | NS      | $122159.45    | 0.01%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                     | LDOS 5.75 03/15/33                                                                | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    915000 | NS      | $953249.59    | 0.08%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ 2025-3A C                                                                   | CUSIP: 42806MDD8<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    630000 | NS      | $633051.56    | 0.05%             | 2029-12-25      | Fixed         | 6.13%                 | 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      | $379781.75    | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | 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      | $1260188.63   | 0.10%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                      | WBD 4.279 03/15/32                                                                | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2630000 | NS      | $1956062.50   | 0.16%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                                   | UBS V9.016 11/15/33 144A                                                          | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | NS      | $309095.00    | 0.03%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-DC                                                           | DC 2023-DC C                                                                      | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | NS      | $481653.06    | 0.04%             | 2040-09-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                                  | WBD 6.35 06/01/40                                                                 | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    290000 | NS      | $201445.59    | 0.02%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                             | DOMREP 7.15 02/24/55 144A                                                         | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    323000 | NS      | $322079.44    | 0.03%             | 2055-02-24      | Fixed         | 7.15%                 | 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        |    161938 | NS      | $153920.80    | 0.01%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                                         | HBGCN 7.375 01/31/32 144A                                                         | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    145000 | NS      | $151717.63    | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | 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      | $149830.05    | 0.01%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                                               | KZOKZ 6.375 10/24/48 144A                                                         | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    311000 | NS      | $287275.21    | 0.02%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                      | MTDR 6.875 04/15/28 144A                                                          | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    110000 | NS      | $112169.51    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Micron Technology Inc.                                                                         | MU 5.875 09/15/33                                                                 | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1880000 | NS      | $1964049.13   | 0.16%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                             | DPABS 2017-1A A23                                                                 | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    324300 | NS      | $319894.48    | 0.03%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                | EQT 7 02/01/30                                                                    | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    635000 | NS      | $688365.00    | 0.06%             | 2030-02-01      | Fixed         | 7.00%                 | 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      | $101340.42    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                            | KENINT 9.5 03/05/36 144A                                                          | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    849000 | NS      | $798684.64    | 0.07%             | 2036-03-05      | Fixed         | 9.50%                 | 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      | $86648.90     | 0.01%             | 2039-11-18      | Fixed         | 6.14%                 | 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      | $283453.97    | 0.02%             | 2031-11-29      | Fixed         | 8.25%                 | 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      | $141043.48    | 0.01%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                              | AYR 4.25 06/15/26                                                                 | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1210000 | NS      | $1204565.75   | 0.10%             | 2026-06-15      | Fixed         | 4.25%                 | 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      | $1028999.14   | 0.08%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                           | JPM V5.717 09/14/33                                                               | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    610000 | NS      | $635801.50    | 0.05%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR 2021-SFR3 D                                                                  | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | NS      | $499597.63    | 0.04%             | 2026-10-09      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                                | EQT 3.625 05/15/31 144A                                                           | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2080000 | NS      | $1927931.72   | 0.16%             | 2031-05-15      | Fixed         | 3.62%                 | 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      | $196004.98    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | 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      | $1061029.00   | 0.09%             | 2029-07-15      | Fixed         | 7.75%                 | 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      | $1027179.43   | 0.08%             | 2033-07-31      | Fixed         | 5.40%                 | 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      | $1087858.50   | 0.09%             | 2034-04-14      | Fixed         | 6.20%                 | 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        |    630000 | NS      | $652013.46    | 0.05%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                           | MCMLT 2017-3 B1                                                                   | CUSIP: 59980CAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    633299 | NS      | $554924.78    | 0.05%             | 2061-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                         | MINAU 8.5 05/01/30 144A                                                           | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    175000 | NS      | $174134.27    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | 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        |    700000 | NS      | $705824.56    | 0.06%             | 2029-01-25      | Fixed         | 7.02%                 | 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      | $726680.50    | 0.06%             | 2031-02-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | AER 5.375 12/15/31                                                                | CUSIP: 00774MBP9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    480000 | NS      | $490547.91    | 0.04%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | AER V6.5 01/31/56                                                                 | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    580000 | NS      | $580923.75    | 0.05%             | 2056-01-31      | Fixed         | 6.50%                 | 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      | $1396985.64   | 0.12%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-4                                            | ACAR 2023-4 D                                                                     | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $519044.44    | 0.04%             | 2030-09-12      | Fixed         | 7.65%                 | 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        |      2000 | NS      | $150354.35    | 0.01%             |  |  |  | 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      | $1116530.00   | 0.09%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                     | LDOS 2.3 02/15/31                                                                 | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    230000 | NS      | $201250.44    | 0.02%             | 2031-02-15      | Fixed         | 2.30%                 | 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      | $67857.01     | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-A                                                          | MFIT 2024-AA D                                                                    | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $103171.22    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                         | BWY 9.25 04/15/27 144A                                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1220000 | NS      | $1211445.97   | 0.10%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                                  | LBZZ 2022-1A A                                                                    | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160094 | NS      | $159682.97    | 0.01%             | 2027-05-17      | Fixed         | 4.22%                 | 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      | $1567815.87   | 0.13%             | 2051-12-15      | Fixed         | 4.12%                 | 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        |    555000 | NS      | $555984.00    | 0.05%             | 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      | $626643.25    | 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      | $742883.38    | 0.06%             | 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        |   2315000 | NS      | $2321574.55   | 0.19%             | 2035-03-15      | Fixed         | 5.65%                 | 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      | $486032.41    | 0.04%             | 2030-05-15      | Fixed         | 5.87%                 | 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        |    297592 | NS      | $297599.50    | 0.02%             | 2045-03-20      | Fixed         | 6.92%                 | 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      | $1261253.63   | 0.10%             | 2038-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MSSG Trust 2017-237P                                                                           | MSSG 2017-237P A                                                                  | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1592000 | NS      | $1497082.63   | 0.12%             | 2039-09-13      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                   | MET 10.75 08/01/39                                                                | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    915000 | NS      | $1223753.00   | 0.10%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                            | MNET 2024-1A A2                                                                   | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1120000 | NS      | $1144483.38   | 0.09%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                                                             | AQFIT 2021-A B                                                                    | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | NS      | $100171.76    | 0.01%             | 2046-07-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                        | ARGENT 3.5 07/09/41                                                               | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2374000 | NS      | $1467604.88   | 0.12%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                 | APP 5.375 12/01/31                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    410000 | NS      | $417205.40    | 0.03%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2022-STAR                                                                            | BPR 2022-STAR A                                                                   | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | NS      | $480081.59    | 0.04%             | 2039-08-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                 | MS V6.342 10/18/33                                                                | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    925000 | NS      | $1004279.68   | 0.08%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                 | MS V5.948 01/19/38                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4063000 | NS      | $4179800.63   | 0.34%             | 2038-01-19      | Fixed         | 5.95%                 | 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      | $975690.43    | 0.08%             | 2028-05-01      | Fixed         | 6.50%                 | 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      | $142277.52    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E                                               | NAVSL 2021-EA B                                                                   | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | NS      | $81648.09     | 0.01%             | 2069-12-16      | Fixed         | 2.03%                 | 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        |   2473897 | NS      | $2329330.69   | 0.19%             | 2062-03-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                        | ARGENT 4.125 07/09/46                                                             | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1368182 | NS      | $896847.76    | 0.07%             | 2046-07-09      | Variable      | 4.12%                 | 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      | $250468.95    | 0.02%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                               | AJG 5 02/15/32                                                                    | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    115000 | NS      | $116550.60    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Aviation Capital Group LLC                                                                     | ACGCAP 5.375 07/15/29 144A                                                        | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     45000 | NS      | $45826.05     | 0.00%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPOWER EDUCATION TRUST 2025-A                                                                  | MPOWR 2025-A A                                                                    | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1134459 | NS      | $1141653.00   | 0.09%             | 2042-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                           | NCLH 0.875 04/15/30                                                               | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    281000 | NS      | $300494.41    | 0.02%             | 2030-04-15      | Fixed         | 0.88%                 | 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        |    495000 | NS      | $489298.54    | 0.04%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                       | AESOP 2023-4A D                                                                   | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | DBT              | CORP              | US        |    150000 | NS      | $150000.00    | 0.01%             | 2025-01-31      | Fixed         | 7.31%                 | 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      | $1589598.75   | 0.13%             | 2037-07-15      | Floating      | 5.21%                 | 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      | $1227512.50   | 0.10%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                                  | BGC 6.15 04/02/30 144A                                                            | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    665000 | NS      | $674246.24    | 0.06%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX 2019-OC11 B                                                                    | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860000 | NS      | $810707.88    | 0.07%             | 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      | $727718.75    | 0.06%             | 2039-01-18      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                      | BCP V3.125 07/01/30 REGS                                                          | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    211000 | NS      | $211000.00    | 0.02%             | 2030-07-01      | Fixed         | 3.12%                 | 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        |     55596 | NS      | $45739.68     | 0.00%             | 2046-12-26      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp.                                                                          | ENTG 4.75 04/15/29 144A                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1850000 | NS      | $1829484.41   | 0.15%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                          | BAC V5.288 04/25/34                                                               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    755000 | NS      | $770125.47    | 0.06%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                          | BAC V5.872 09/15/34                                                               | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1770000 | NS      | $1867810.25   | 0.15%             | 2034-09-15      | Fixed         | 5.87%                 | 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        |    901000 | NS      | $828920.00    | 0.07%             | 2024-12-11      | Fixed         | 6.62%                 | 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        |    294238 | NS      | $285750.13    | 0.02%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                   | BACR V7.437 11/02/33                                                              | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    695000 | NS      | $788790.19    | 0.07%             | 2033-11-02      | Fixed         | 7.44%                 | 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      | $470997.34    | 0.04%             | 2038-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3                                                     | EART 2023-3A D                                                                    | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180000 | NS      | $1204856.06   | 0.10%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SD8289                                                                         | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1836969 | NS      | $1842281.50   | 0.15%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2024-1CON                                                             | BHG 2024-1CON A                                                                   | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473258 | NS      | $484720.50    | 0.04%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 6.388 05/01/31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    265000 | NS      | $284793.97    | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FN FA0685                                                                         | CUSIP: 3140W0XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1132203 | NS      | $1151512.25   | 0.10%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FN FS7751                                                                         | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4782730 | NS      | $4449230.00   | 0.37%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FN FS8479                                                                         | CUSIP: 3140XQM53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2784360 | NS      | $2789186.00   | 0.23%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2021-SFR2 E2                                                                  | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | NS      | $134383.73    | 0.01%             | 2038-09-17      | Fixed         | 2.36%                 | 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      | $236760.81    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | 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      | $523522.31    | 0.04%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                             | NRUC F 04/30/43                                                                   | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    431000 | NS      | $428874.56    | 0.04%             | 2043-04-30      | Floating      | 7.45%                 | 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      | $1030825.84   | 0.09%             | 2031-11-15      | Fixed         | 5.75%                 | 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      | $223090.82    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | 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      | $1449667.01   | 0.12%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding LLC                                                                          | GUYS 2023-1A A2                                                                   | CUSIP: 33830JAE5<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |   1641750 | NS      | $1696487.88   | 0.14%             | 2054-01-25      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FCAT 2020-4 D                                                                     | CUSIP: 33845XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125786 | NS      | $124871.95    | 0.01%             | 2027-02-16      | Fixed         | 2.18%                 | 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        |    565000 | NS      | $568792.31    | 0.05%             | 2050-04-15      | Fixed         | 5.26%                 | 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        |     54369 | NS      | $54002.42     | 0.00%             | 2029-03-19      | Fixed         | 3.35%                 | 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      | $994625.96    | 0.08%             | 2034-06-01      | Fixed         | 6.47%                 | 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        |    125000 | NS      | $129398.25    | 0.01%             | 2055-04-30      | Fixed         | 6.50%                 | 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      | $504859.93    | 0.04%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                         | GFLCN 4.375 08/15/29 144A                                                         | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    380000 | NS      | $368994.28    | 0.03%             | 2029-08-15      | Fixed         | 4.38%                 | 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      | $176247.39    | 0.01%             | 2033-12-01      | Fixed         | 6.75%                 | 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      | $921209.13    | 0.08%             | 2029-03-15      | Fixed         | 6.09%                 | 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      | $50884.26     | 0.00%             | 2031-03-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2023-4                                                       | GCAR 2023-4A D                                                                    | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $311917.09    | 0.03%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Georgian Railway LLC                                                                           | GRAIL 4 06/17/28 144A                                                             | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    897000 | NS      | $808108.31    | 0.07%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                            | GHANA 0 07/03/26 144A                                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      9960 | NS      | $9653.35      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                            | GHANA 0 01/03/30 144A                                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     20900 | NS      | $17447.61     | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                                | GTN 7 05/15/27 144A                                                               | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1190000 | NS      | $1189467.12   | 0.10%             | 2027-05-15      | Fixed         | 7.00%                 | 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        |    245000 | NS      | $239810.73    | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | 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        |    365000 | NS      | $374071.22    | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | 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      | $1070056.38   | 0.09%             | 2030-01-15      | Fixed         | 7.17%                 | 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      | $203394.56    | 0.02%             | 2041-12-12      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MORTGAGE TRUST 2025-CES2                                                     | COOPR 2025-CES2 A1A                                                               | CUSIP: 12674UAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | CORP              | US        |    780000 | NS      | $780000.00    | 0.06%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                  | CNC 3.375 02/15/30                                                                | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    545000 | NS      | $501963.27    | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                       | HCA 6 04/01/54                                                                    | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    171000 | NS      | $167289.45    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HIN TIMESHARE TRUST                                                                            | HINTT 2020-A C                                                                    | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216169 | NS      | $210403.64    | 0.02%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                  | CNC 3 10/15/30                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    720000 | NS      | $643335.17    | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Corp                                                                         | PR 3.25 04/01/28                                                                  | CUSIP: 15136AAA0<br>LEI: 529900NXUJPOKU7OJ511 | Long             | DBT              | CORP              | US        |     48000 | NS      | $115704.00    | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | 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      | $1153185.38   | 0.10%             | 2035-04-01      | Fixed         | 6.33%                 | 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      | $104897.01    | 0.01%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Insight Enterprises Inc.                                                                       | NSIT 6.625 05/15/32 144A                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     75000 | NS      | $77260.20     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | 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      | $298900.88    | 0.02%             | 2042-01-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.           | CHTR 5.25 04/01/53                                                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    565000 | NS      | $480019.55    | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | 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      | $870883.19    | 0.07%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JACK IN THE BOX FUNDING LLC                                                                    | JACK 2019-1A A2II                                                                 | CUSIP: 466365AB9<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |    287250 | NS      | $283065.81    | 0.02%             | 2049-08-25      | Fixed         | 4.48%                 | 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      | $652667.38    | 0.05%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                 | C V3.875 PERP X                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1370000 | NS      | $1351138.81   | 0.11%             | 2500-12-31      | Fixed         | 3.88%                 | 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        |    300000 | NS      | $306924.94    | 0.03%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                        | KEY V6.401 03/06/35                                                               | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1110000 | NS      | $1184042.00   | 0.10%             | 2035-03-06      | Fixed         | 6.40%                 | 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      | $1283470.16   | 0.11%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                         | COLOM 8 11/14/35                                                                  | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1796000 | NS      | $1803704.84   | 0.15%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                                | CAFL 2019-3 B                                                                     | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | NS      | $137655.45    | 0.01%             | 2052-10-18      | Fixed         | 3.16%                 | 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        |    915000 | NS      | $900976.31    | 0.07%             | 2030-06-03      | Fixed         | 7.75%                 | 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      | $101725.71    | 0.01%             | 2029-06-15      | Fixed         | 5.64%                 | 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      | $220786.13    | 0.02%             | 2052-10-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE 2021-3 TRUST                                                         | CAFL 2021-3 D                                                                     | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | NS      | $93991.05     | 0.01%             | 2054-10-19      | Fixed         | 3.47%                 | 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      | $1517860.93   | 0.13%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LV TR 2024-SHOW                                                                                | LV 2024-SHOW A                                                                    | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1320000 | NS      | $1333019.31   | 0.11%             | 2041-10-10      | Variable      | 5.27%                 | 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      | $887144.89    | 0.07%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                                  | DPWDU 6.85 07/02/37 144A                                                          | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    240000 | NS      | $261363.84    | 0.02%             | 2037-07-02      | Fixed         | 6.85%                 | 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      | $100419.65    | 0.01%             | 2030-03-15      | Fixed         | 4.93%                 | 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      | $1287070.00   | 0.11%             | 2029-03-15      | Fixed         | 6.76%                 | 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      | $1110356.50   | 0.09%             | 2028-11-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST                                                                    | DROT 2021-1A B                                                                    | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102344 | NS      | $101797.35    | 0.01%             | 2033-11-21      | Fixed         | 2.05%                 | 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      | $78698.78     | 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      | $180687.28    | 0.01%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                             | DOMREP 6.95 03/15/37 144A                                                         | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    488000 | NS      | $496149.59    | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                                   | DASH 0 05/15/30                                                                   | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    130000 | NS      | $140836.20    | 0.01%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                     | LDOS 5.4 03/15/32                                                                 | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    330000 | NS      | $336815.38    | 0.03%             | 2032-03-15      | Fixed         | 5.40%                 | 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      | $201046.95    | 0.02%             | 2033-10-14      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Ln Program 2019-A LLC                                                            | ELFI 2019-A A                                                                     | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94596 | NS      | $88081.93     | 0.01%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                 | ECOPET 8.375 01/19/36                                                             | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    425000 | NS      | $410068.25    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Limak Yenilenebilir Enerji AS                                                                  | LIMYEN 9.625 08/12/30 144A                                                        | CUSIP: 53263MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |    225000 | NS      | $222067.92    | 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        |    498303 | NS      | $468527.53    | 0.04%             | 2065-01-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| MFA TRUST 2022-NQM2                                                                            | MFRA 2022-NQM2 A1                                                                 | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251519 | NS      | $246007.13    | 0.02%             | 2067-05-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| MFA TRUST 2022-INV2                                                                            | MFRA 2022-INV2 A1                                                                 | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1107656 | NS      | $1102273.47   | 0.09%             | 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      | $1136788.39   | 0.09%             | 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      | $175265.78    | 0.01%             | 2033-08-15      | Fixed         | 3.25%                 | 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      | $148163.95    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                      | WBD 5.05 03/15/42                                                                 | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    375000 | NS      | $221025.00    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM2                                                                                 | EFMT 2025-NQM2 A1                                                                 | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | NS      | $903940.00    | 0.07%             | 2070-06-25      | Variable      | 5.60%                 | 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      | $560516.67    | 0.05%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2023-4                                                                  | MFT 2023-4A B                                                                     | CUSIP: 57108UAB0<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |    450000 | NS      | $469810.59    | 0.04%             | 2033-12-15      | Fixed         | 8.15%                 | 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      | $436409.94    | 0.04%             | 2034-07-17      | Fixed         | 6.93%                 | 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      | $672184.33    | 0.06%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Evergy Inc                                                                                     | EVRG 4.5 12/15/27                                                                 | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    193000 | NS      | $225713.50    | 0.02%             | 2027-12-15      | Fixed         | 4.50%                 | 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      | $526295.13    | 0.04%             | 2034-05-15      | Fixed         | 5.30%                 | 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      | $1300215.38   | 0.11%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2                                                     | EART 2023-2A D                                                                    | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | NS      | $208637.03    | 0.02%             | 2029-08-15      | Fixed         | 6.32%                 | 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      | $2330957.04   | 0.19%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST                                                     | MFCC 2024-2A A                                                                    | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | NS      | $731384.69    | 0.06%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                   | MET V3.85 PERP G                                                                  | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    915000 | NS      | $910272.91    | 0.08%             | 2500-12-31      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                           | ESA 2021-ESH D                                                                    | CUSIP: 30227FAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    681894 | NS      | $682745.93    | 0.06%             | 2038-07-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fs Luxembourg SARL                                                                             | FSBIOE 8.625 06/25/33 144A                                                        | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    111000 | NS      | $109473.75    | 0.01%             | 2033-06-25      | Fixed         | 8.62%                 | 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      | $418263.38    | 0.03%             | 2029-08-15      | Fixed         | 6.59%                 | 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      | $1891828.00   | 0.16%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                                     | NOG 8.125 03/01/28 144A                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     40000 | NS      | $40355.44     | 0.00%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                         | OCPMR 6.875 04/25/44 144A                                                         | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    704000 | NS      | $679560.64    | 0.06%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                         | FAIRIC 6 05/15/33 144A                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    875000 | NS      | $883020.06    | 0.07%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SD3238                                                                         | CUSIP: 3132DQS31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2287787 | NS      | $2293342.50   | 0.19%             | 2052-12-01      | Fixed         | 5.50%                 | 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      | $1546460.75   | 0.13%             | 2036-06-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| NBC FUNDING LLC                                                                                | BUNDT 2021-1 A2                                                                   | CUSIP: 62878YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    993308 | NS      | $962172.06    | 0.08%             | 2051-07-31      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST                                                                 | FKH 2022-SFR2 D                                                                   | CUSIP: 33767PAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | NS      | $200812.28    | 0.02%             | 2039-07-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2021-SFR2 E1                                                                  | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | NS      | $172781.42    | 0.01%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2021-SFR1 E1                                                                  | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | NS      | $323350.72    | 0.03%             | 2038-08-19      | Fixed         | 2.39%                 | 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      | $949415.94    | 0.08%             | 2029-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                           | NCLH 8.125 01/15/29 144A                                                          | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     40000 | NS      | $42167.25     | 0.00%             | 2029-01-15      | Fixed         | 8.12%                 | 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      | $1224862.73   | 0.10%             | 2029-06-15      | Fixed         | 4.45%                 | 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      | $819999.81    | 0.07%             | 2039-12-15      | Floating      | 5.60%                 | 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      | $654495.81    | 0.05%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                               | NRG 7 03/15/33 144A                                                               | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1050000 | NS      | $1152579.79   | 0.10%             | 2033-03-15      | Fixed         | 7.00%                 | 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      | $966365.50    | 0.08%             | 2047-02-12      | Variable      | 5.85%                 | 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        |    175000 | NS      | $174757.91    | 0.01%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Gcat 2019-RPL1 Trust                                                                           | GCAT 2019-RPL1 A1                                                                 | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100456 | NS      | $97357.17     | 0.01%             | 2068-11-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                            | NAVI 5 03/15/27                                                                   | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    675000 | NS      | $672257.65    | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F                                               | NAVSL 2021-FA B                                                                   | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | NS      | $180646.66    | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                                 | GSMS 2013-PEMB D                                                                  | CUSIP: 36197VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | NS      | $116100.00    | 0.01%             | 2033-03-07      | Variable      | 3.67%                 | 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      | $1415741.00   | 0.12%             | 2028-10-16      | Fixed         | 3.20%                 | 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      | $597391.07    | 0.05%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL1                                                  | NRMLT 2024-RTL1 A1                                                                | CUSIP: 64831PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | NS      | $619718.81    | 0.05%             | 2039-03-25      | Variable      | 6.66%                 | 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      | $204088.05    | 0.02%             | 2029-12-17      | Fixed         | 5.95%                 | 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      | $100806.08    | 0.01%             | 2031-10-15      | Fixed         | 5.28%                 | 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        |    570000 | NS      | $557721.56    | 0.05%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: —       |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                            | AFFRM 2023-B A                                                                    | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | NS      | $326165.91    | 0.03%             | 2028-09-15      | Fixed         | 6.82%                 | 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      | $51125.85     | 0.00%             | 2032-04-15      | Fixed         | 5.74%                 | 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      | $423092.16    | 0.03%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                            | GPN 2.9 05/15/30                                                                  | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    255000 | NS      | $234444.54    | 0.02%             | 2030-05-15      | Fixed         | 2.90%                 | 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      | $235768.19    | 0.02%             | 2030-02-15      | Fixed         | 6.19%                 | 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      | $414870.32    | 0.03%             | 2041-06-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                              | BK V4.7 PERP G                                                                    | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1015000 | NS      | $1012197.63   | 0.08%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MVW 2021-2 LLC                                                                                 | MVWOT 2021-2A C                                                                   | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203466 | NS      | $191453.38    | 0.02%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Maps 2019-1 Ltd.                                                                               | MAPSL 2018-1A A                                                                   | CUSIP: 56564RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     82748 | NS      | $82583.90     | 0.01%             | 2043-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                                                   | GRFSM 4.75 10/15/28 144a                                                          | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    705000 | NS      | $677735.56    | 0.06%             | 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        |     54463 | NS      | $55371.18     | 0.00%             | 2043-03-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                 | BCRED 6 11/22/34                                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    880000 | NS      | $860509.94    | 0.07%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOJANGLES ISSUER LLC                                                                           | BOJA 2024-1A A2                                                                   | CUSIP: 09748RAC2<br>LEI: 549300V7MGDZ6K056B43 | Long             | ABS-O            | CORP              | US        |   1330000 | NS      | $1355806.25   | 0.11%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Herbalife Nutrition Ltd/HLF Financing Inc.                                                     | HLF 7.875 09/01/25 144A                                                           | CUSIP: 42704MAA0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |    829000 | NS      | $829254.49    | 0.07%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ 2022-4A D                                                                   | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    197500 | NS      | $197484.55    | 0.02%             | 2026-09-25      | Fixed         | 6.56%                 | 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      | $557411.24    | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                            | HGVLLC 6.625 01/15/32 144A                                                        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | NS      | $284347.84    | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                         | OCPMR 3.75 06/23/31 144A                                                          | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     60000 | NS      | $53753.16     | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 TRUST                                                                            | OBX 2024-HYB2 A1                                                                  | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    698785 | NS      | $697500.59    | 0.06%             | 2053-04-25      | Variable      | 3.68%                 | 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        |   1457000 | NS      | $1300593.48   | 0.11%             | 2033-09-28      | Fixed         | 7.38%                 | 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        |    171299 | NS      | $171295.77    | 0.01%             | 2030-02-25      | Fixed         | 6.38%                 | 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        |     31246 | NS      | $31735.07     | 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        |    736888 | NS      | $751094.56    | 0.06%             | 2039-09-15      | Fixed         | 8.85%                 | 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      | $884942.28    | 0.07%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                                   | NDSN 5.8 09/15/33                                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    930000 | NS      | $982275.59    | 0.08%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                                                | BWA 5.4 08/15/34                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    405000 | NS      | $409566.22    | 0.03%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CDW LLC / CDW Finance Corp                                                                     | CDW 3.25 02/15/29                                                                 | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | NS      | $942570.57    | 0.08%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                               | OMFIT 2021-1A D                                                                   | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | NS      | $245053.41    | 0.02%             | 2036-06-16      | Fixed         | 2.47%                 | 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        |    723080 | NS      | $733385.56    | 0.06%             | 2032-12-20      | Fixed         | 5.70%                 | 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        |    255000 | NS      | $244903.66    | 0.02%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Merlin Entertainments Group U.S. Holdings Inc.                                                 | MERLLN 7.375 02/15/31 144A                                                        | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |   1415000 | NS      | $1264464.13   | 0.10%             | 2031-02-15      | Fixed         | 7.38%                 | 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      | $146481.16    | 0.01%             | 2039-09-19      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA TR 2025-HGLR                                                                  | HGMT 2025-HGLR A                                                                  | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | NS      | $1102966.63   | 0.09%             | 2045-02-07      | Variable      | 5.64%                 | 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      | $1239057.93   | 0.10%             | 2050-06-01      | Fixed         | 4.75%                 | 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      | $399051.53    | 0.03%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                          | REPHUN 6.25 09/22/32 144A                                                         | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1450000 | NS      | $1512333.09   | 0.12%             | 2032-09-22      | Fixed         | 6.25%                 | 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      | $616240.19    | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST SERIES 2024-BPL2                                                               | NYMT 2024-BPL2 A1                                                                 | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-O            | CORP              | US        |    700000 | NS      | $707501.13    | 0.06%             | 2039-05-25      | Fixed         | 6.51%                 | 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      | $968685.38    | 0.08%             | 2040-03-15      | Fixed         | 6.20%                 | 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        |    211664 | NS      | $214276.22    | 0.02%             | 2039-09-15      | Fixed         | 5.84%                 | 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      | $1406864.19   | 0.12%             | 2036-01-29      | Fixed         | 5.58%                 | 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        |   1849842 | NS      | $1710069.75   | 0.14%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                        | OMFIT 2025-1A D                                                                   | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | NS      | $120487.50    | 0.01%             | 2038-07-14      | Fixed         | 5.79%                 | 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        |   1675000 | NS      | $1680684.75   | 0.14%             | 2035-07-01      | Fixed         | 5.62%                 | 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      | $66726.86     | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | 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      | $364651.35    | 0.03%             | 2032-07-29      | Fixed         | 2.36%                 | 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      | $1357588.25   | 0.11%             | 2030-03-15      | Fixed         | 5.75%                 | 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      | $300312.72    | 0.02%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I LTD                                                                         | JAZZ 3.125 09/15/30                                                               | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | NS      | $212000.00    | 0.02%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N3                                                         | CRVNA 2024-N3 D                                                                   | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $300427.06    | 0.02%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                 | C V6.27 11/17/33                                                                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    920000 | NS      | $990630.22    | 0.08%             | 2033-11-17      | Fixed         | 6.27%                 | 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      | $91855.17     | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                   | ORCL 3.95 03/25/51                                                                | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    855000 | NS      | $631070.92    | 0.05%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MBIA Insurance Corporation                                                                     | MBI 0 01/15/33 144A                                                               | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |    600000 | NS      | $24000.00     | 0.00%             | 2033-01-15      | Floating      | 15.78%                | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                              | MFRA 2024-NPL1 A1                                                                 | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    502656 | NS      | $504005.44    | 0.04%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                         | MU 6.05 11/01/35                                                                  | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    840000 | NS      | $879114.25    | 0.07%             | 2035-11-01      | Fixed         | 6.05%                 | 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        |   1065000 | NS      | $874565.00    | 0.07%             | 2026-08-01      | Fixed         | 6.62%                 | 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      | $223720.42    | 0.02%             | 2036-05-20      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                   | MET 9.25 04/08/38                                                                 | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    245000 | NS      | $290882.88    | 0.02%             | 2038-04-08      | Fixed         | 9.25%                 | 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      | $807015.69    | 0.07%             | 2055-04-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                  | MCMLT 2019-1 M2                                                                   | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    603888 | NS      | $552554.75    | 0.05%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                         | MINAU 8 11/01/27 144A                                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     25000 | NS      | $25116.50     | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                        | MOH 3.875 05/15/32 144A                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    785000 | NS      | $714514.36    | 0.06%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                         | MINAU 9.25 10/01/28 144A                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     75000 | NS      | $76755.60     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                 | MS V5.297 04/20/37                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    435000 | NS      | $433383.99    | 0.04%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                                | PRPM 2025-2 A1                                                                    | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131305 | NS      | $131156.95    | 0.01%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Parsons Corporation                                                                            | PSN 2.625 03/01/29                                                                | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    258000 | NS      | $274254.00    | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                 | MS V5.942 02/07/39                                                                | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    145000 | NS      | $148829.08    | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | 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        |     21062 | NS      | $19790.77     | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                            | NAVI 6.75 06/15/26                                                                | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     35000 | NS      | $35421.12     | 0.00%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUS                                                            | NAVSL 2023-BA B                                                                   | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | NS      | $264078.56    | 0.02%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                             | PERU 5.375 02/08/35                                                               | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    477000 | NS      | $476127.09    | 0.04%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                            | PEMEX 5.35 02/12/28                                                               | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1613000 | NS      | $1548869.69   | 0.13%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                                    | NTAP 5.5 03/17/32                                                                 | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    550000 | NS      | $566517.89    | 0.05%             | 2032-03-17      | Fixed         | 5.50%                 | 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      | $244786.84    | 0.02%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                            | PEMEX 6.84 01/23/30                                                               | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    505000 | NS      | $487877.72    | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: —       |
| Petsmart Inc / Petsmart Financial Corporation                                                  | PETM 7.75 02/15/29 144A                                                           | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | NS      | $680219.46    | 0.06%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust-2017                                                       | NRZT 2017-2A A3                                                                   | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994856 | NS      | $961561.94    | 0.08%             | 2057-03-25      | Variable      | 4.00%                 | 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        |    253745 | NS      | $241590.87    | 0.02%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                 | NSANY 7.05 09/15/28 144A                                                          | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    480000 | NS      | $490324.92    | 0.04%             | 2028-09-15      | Fixed         | 7.05%                 | 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        |    175000 | NS      | $182437.50    | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST SERIES 2024-BPL3                                                               | NYMT 2024-BPL3 A1                                                                 | CUSIP: 67119RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | NS      | $338796.34    | 0.03%             | 2039-09-25      | Variable      | 5.27%                 | 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      | $131497.91    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | 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        |    948962 | NS      | $957339.69    | 0.08%             | 2055-01-25      | Fixed         | 6.00%                 | 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        |    770000 | NS      | $747534.00    | 0.06%             | 2031-02-15      | Fixed         | 10.00%                | 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        |    655000 | NS      | $657179.81    | 0.05%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                   | ORCL 5.5 08/03/35                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    565000 | NS      | $577517.94    | 0.05%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                                 | OPI 9 09/30/29 144A                                                               | CUSIP: 67623CAJ8<br>LEI: 529900A38AW14ELBTL34 | Long             | DBT              | CORP              | US        |   1094000 | NS      | $789238.00    | 0.07%             | 2029-09-30      | Fixed         | 9.00%                 | 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        |   1300000 | NS      | $1211429.18   | 0.10%             | 2030-10-15      | Fixed         | 4.00%                 | 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        |    140000 | NS      | $143991.00    | 0.01%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                               | PCG 4.3 03/15/45                                                                  | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    235000 | NS      | $177374.33    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                                                         | SECURED ESCROW NOTES                                                              | CUSIP: 698ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | NS      | $0.00         | 0.00%             | 2027-04-01      | Fixed         | 1316.74%              | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                                            | PEMEX 6.5 03/13/27                                                                | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    954000 | NS      | $947372.19    | 0.08%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL1 TRUST                                                                           | PRET 2024-RPL1 A1                                                                 | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1509822 | NS      | $1455246.25   | 0.12%             | 2063-10-25      | Variable      | 3.90%                 | 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      | $101157.44    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | 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      | $770310.56    | 0.06%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Ovintiv Inc                                                                                    | OVV 6.5 08/15/34                                                                  | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    120000 | NS      | $124538.51    | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                      | PDVSA 6 05/16/24 144A                                                             | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |   1800000 | NS      | $225312.19    | 0.02%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                          | PETMK 3.5 04/21/30 144A                                                           | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    837000 | NS      | $803653.38    | 0.07%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                               | PM 4.9 11/01/34                                                                   | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1060000 | NS      | $1054953.13   | 0.09%             | 2034-11-01      | Fixed         | 4.90%                 | 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      | $745463.98    | 0.06%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBCN V8.5 01/15/84                                                               | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    900000 | NS      | $1002031.19   | 0.08%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                             | ET V6.5 PERP H                                                                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    928000 | NS      | $932146.23    | 0.08%             | 2500-12-31      | Fixed         | 6.50%                 | 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        |    814511 | NS      | $820683.38    | 0.07%             | 2059-12-25      | Variable      | 6.00%                 | 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      | $570151.13    | 0.05%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                      | PHILIP 2.65 12/10/45                                                              | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    800000 | NS      | $519054.28    | 0.04%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC                                                                             | PRET 2025-NPL6 A1                                                                 | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | NS      | $420028.59    | 0.03%             | 2055-06-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FN CB6857                                                                         | CUSIP: 3140QSTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572197 | NS      | $1506321.88   | 0.12%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOCUS BRANDS FUNDING LLC                                                                       | FOCUS 2023-2 A2                                                                   | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246250 | NS      | $259886.66    | 0.02%             | 2053-10-30      | Fixed         | 8.24%                 | 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      | $180037.47    | 0.01%             | 2038-07-19      | Fixed         | 2.42%                 | 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      | $586631.94    | 0.05%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                                               | QATAR 4.817 03/14/49 144A                                                         | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1218000 | NS      | $1091954.13   | 0.09%             | 2049-03-14      | Fixed         | 4.82%                 | 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      | $1441871.50   | 0.12%             | 2041-03-13      | Fixed         | 5.56%                 | 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      | $986422.94    | 0.08%             | 2031-07-15      | Fixed         | 5.84%                 | 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        |   1470000 | NS      | $1486069.25   | 0.12%             | 2031-02-18      | Fixed         | 6.29%                 | 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        |   1202991 | NS      | $1160621.63   | 0.10%             | 2062-03-25      | Fixed         | 3.50%                 | 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      | $1734166.50   | 0.14%             | 2030-06-17      | Floating      | 6.04%                 | 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      | $360186.72    | 0.03%             | 2032-08-20      | Fixed         | 5.91%                 | 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      | $915232.08    | 0.08%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                         | FABSJV 5.875 01/25/34                                                             | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1280000 | NS      | $1300643.85   | 0.11%             | 2034-01-25      | Fixed         | 5.88%                 | 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      | $2586104.38   | 0.21%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc.                                                                                    | RBRK 0 06/15/30                                                                   | CUSIP: 781154AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | NS      | $203093.75    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC 2024-1                                                                         | SEB4P 2021-1A A2                                                                  | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199500 | NS      | $195777.81    | 0.02%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                       | HCA 5.5 06/01/33                                                                  | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2715000 | NS      | $2779648.16   | 0.23%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings Inc / Ion Corporate Solutions Finance SARL                            | IONCOR 8.75 05/01/29 144a                                                         | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    370000 | NS      | $380598.66    | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                                    | PAYX 5.6 04/15/35                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    415000 | NS      | $428969.63    | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | 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      | $567160.81    | 0.05%             | 2034-06-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                        | MOH 6.25 01/15/33 144A                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    290000 | NS      | $295190.59    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                 | MS V2.484 09/16/36                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1480000 | NS      | $1257607.94   | 0.10%             | 2036-09-16      | Fixed         | 2.48%                 | 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      | $1383831.50   | 0.11%             | 2031-11-15      | Fixed         | 7.12%                 | 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      | $1519846.00   | 0.13%             | 2032-02-09      | Fixed         | 5.83%                 | 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        |   1655000 | NS      | $1725488.35   | 0.14%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                       | ST 3.75 02/15/31 144A                                                             | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    245000 | NS      | $223322.88    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                                    | PNW 4.75 06/15/27                                                                 | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     63000 | NS      | $68229.00     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                            | PLNT 2022-1A A2II                                                                 | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96750 | NS      | $89288.11     | 0.01%             | 2051-12-05      | Fixed         | 4.01%                 | 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      | $1649288.00   | 0.14%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| Motorola Solutions Inc                                                                         | MSI 5.55 08/15/35                                                                 | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    765000 | NS      | $779990.75    | 0.06%             | 2035-08-15      | Fixed         | 5.55%                 | 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      | $837551.19    | 0.07%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Altice France S.A                                                                              | SFRFP 5.125 07/15/29 144A                                                         | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    820000 | NS      | $677750.50    | 0.06%             | 2029-07-15      | Fixed         | 5.12%                 | 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        |    422334 | NS      | $433766.00    | 0.04%             | 2040-04-20      | Fixed         | 6.28%                 | 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        |     37047 | NS      | $38319.25     | 0.00%             | 2040-04-20      | Fixed         | 7.30%                 | 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        |    429041 | NS      | $430172.19    | 0.04%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| 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      | $96752.92     | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | 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        |      4966 | NS      | $187615.48    | 0.02%             |  |  |  | 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      | $325185.81    | 0.03%             | 2044-05-30      | Fixed         | 6.45%                 | 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      | $259178.23    | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                       | AOMT 2021-3 A2                                                                    | CUSIP: 03465EAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266518 | NS      | $228178.64    | 0.02%             | 2066-05-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                                  | SNOW 0 10/01/29                                                                   | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    145000 | NS      | $225620.00    | 0.02%             | 2029-10-01      | None          | 0.00%                 | 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      | $1256543.88   | 0.10%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                                        | SON 5 09/01/34                                                                    | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    790000 | NS      | $768403.88    | 0.06%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                                | SOBOCN V7.5 03/01/55 144A                                                         | CUSIP: 836720AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1250000 | NS      | $1289683.75   | 0.11%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Honduras (Republic of)                                                                         | HONDUR 8.625 11/27/34 144A                                                        | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    231000 | NS      | $242434.50    | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | 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        |   1290000 | NS      | $1296333.88   | 0.11%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC 2024-5                                                                                | PRPM 2024-5 A1                                                                    | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119094 | NS      | $119171.14    | 0.01%             | 2029-09-25      | Fixed         | 5.69%                 | 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      | $287168.06    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                   | SO 5.7 03/15/34                                                                   | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    845000 | NS      | $883002.16    | 0.07%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                     | S 8.75 03/15/32                                                                   | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1355000 | NS      | $1643737.20   | 0.14%             | 2032-03-15      | Fixed         | 8.75%                 | 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      | $784888.66    | 0.06%             | 2030-02-14      | Fixed         | 2.85%                 | 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      | $271084.13    | 0.02%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                      | XYZ 6.5 05/15/32                                                                  | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    480000 | NS      | $495227.03    | 0.04%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                             | SUBWAY 2024-1A A2I                                                                | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1298475 | NS      | $1320416.25   | 0.11%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                           | ANGOL 8.75 04/14/32 144A                                                          | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    849000 | NS      | $749380.50    | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | 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      | $239900.30    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | 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      | $515922.38    | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | 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        |   1052636 | NS      | $986637.19    | 0.08%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS III ISSUER LLC                                                                  | SNVA 2019-AA A                                                                    | CUSIP: 86745LAA0<br>LEI: 549300JK1Y1VVC3JU540 | Long             | ABS-O            | CORP              | US        |     93426 | NS      | $85530.46     | 0.01%             | 2046-06-20      | Fixed         | 3.75%                 | 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      | $70245.22     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                              | POWSOL 8.5 05/15/27 144A                                                          | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    477000 | NS      | $479089.26    | 0.04%             | 2027-05-15      | Fixed         | 8.50%                 | 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        |     85000 | NS      | $88293.84     | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NMG PARENT LLC                                                                                 | ESCROW SHARES                                                                     | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX 2025-NQM4 TRUST                                                                            | OBX 2025-NQM4 A1                                                                  | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-O            | CORP              | US        |   1226965 | NS      | $1227423.88   | 0.10%             | 2055-02-25      | Variable      | 5.40%                 | 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      | $104210.88    | 0.01%             | 2029-08-15      | Fixed         | 7.71%                 | 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      | $630237.50    | 0.05%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| InterDigital, Inc.                                                                             | IDCC 3.5 06/01/27                                                                 | CUSIP: 45867GAD3<br>LEI: 529900HQAUTC3VI47G64 | Long             | DBT              | CORP              | US        |     59000 | NS      | $171837.50    | 0.01%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                                                    | ITRI 1.375 07/15/30                                                               | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     96000 | NS      | $114144.00    | 0.01%             | 2030-07-15      | Fixed         | 1.38%                 | 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      | $776024.85    | 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      | $1740106.64   | 0.14%             | 2033-10-15      | Fixed         | 5.95%                 | 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      | $818216.13    | 0.07%             | 2031-05-06      | Fixed         | 4.00%                 | 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      | $2439382.63   | 0.20%             | 2034-03-15      | Fixed         | 5.15%                 | 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      | $188852.23    | 0.02%             | 2040-08-17      | Fixed         | 2.59%                 | 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      | $122910.80    | 0.01%             | 2038-05-19      | Fixed         | 2.54%                 | 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      | $622528.88    | 0.05%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-1                                                               | TPMT 2021-1 A2                                                                    | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | NS      | $886097.75    | 0.07%             | 2061-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                          | QUIKHO 6.375 03/01/32 144A                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1650000 | NS      | $1696727.88   | 0.14%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                            | RCKT 2020-1 A1                                                                    | CUSIP: 749389AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101539 | NS      | $88001.11     | 0.01%             | 2050-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM9 TRUST                                                                            | OBX 2023-NQM9 A1                                                                  | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-O            | CORP              | US        |   1179660 | NS      | $1199017.63   | 0.10%             | 2063-10-25      | Fixed         | 7.16%                 | 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      | $205936.59    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Transocean Inc.                                                                                | RIG 8.5 05/15/31 144A                                                             | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    525000 | NS      | $468640.30    | 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        |    215000 | NS      | $202046.91    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | 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        |     90000 | NS      | $95173.83     | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                         | TFC V5.867 06/08/34 MTN                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    280000 | NS      | $292513.19    | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                            | PEMEX 6.7 02/16/32                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    426000 | NS      | $395787.13    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                      | PHILIP 5.9 02/04/50                                                               | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    800000 | NS      | $816030.93    | 0.07%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Unifrax Escrow Issuer Corp.                                                                    | FRAX 5.25 09/30/28 144A                                                           | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   1180000 | NS      | $443975.00    | 0.04%             | 2028-09-30      | Fixed         | 5.25%                 | 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      | $714168.00    | 0.06%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-NQM2                                                             | JPMMT 2025-NQM2 A1                                                                | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130207 | NS      | $1134267.63   | 0.09%             | 2065-09-25      | Variable      | 5.57%                 | 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        |    158127 | NS      | $153386.35    | 0.01%             | 2047-12-17      | Variable      | 3.69%                 | 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        |   1087181 | NS      | $1094563.88   | 0.09%             | 2030-01-25      | Variable      | 5.88%                 | 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        |    738894 | NS      | $749711.25    | 0.06%             | 2055-05-27      | Fixed         | 7.58%                 | 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      | $97365.76     | 0.01%             | 2038-07-19      | Fixed         | 2.52%                 | 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      | $498215.78    | 0.04%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                   | B 0 12/26/25                                                                      | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12055000 | NS      | $11811884.00  | 0.97%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                   | T 4.25 02/15/54                                                                   | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5175000 | NS      | $4720570.32   | 0.39%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 4 02/15/34                                                                      | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11980000 | NS      | $11855052.25  | 0.98%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 3.75 04/30/27                                                                   | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36780000 | NS      | $36774252.00  | 3.03%             | 2027-04-30      | Fixed         | 3.75%                 | 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        |    385000 | NS      | $398758.91    | 0.03%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                     | PPC 6.25 07/01/33                                                                 | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    995000 | NS      | $1051993.63   | 0.09%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                           | AHTLN 5.5 08/11/32 144A                                                           | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    905000 | NS      | $916521.99    | 0.08%             | 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        |    302313 | NS      | $290020.63    | 0.02%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                            | UMPT 2025-ST4 A                                                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | NS      | $1500000.00   | 0.12%             | 2032-08-16      | Fixed         | 5.50%                 | 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        |    915000 | NS      | $979803.06    | 0.08%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2022-7                                                                 | VERUS 2022-7 A1                                                                   | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1146948 | NS      | $1154533.69   | 0.10%             | 2067-07-25      | Variable      | 5.15%                 | 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      | $925251.56    | 0.08%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                                   | QPETRO 2.25 07/12/31 144A                                                         | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    988000 | NS      | $864875.43    | 0.07%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                                      | RKTRM 3.625 03/01/29 144A                                                         | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    900000 | NS      | $855233.74    | 0.07%             | 2029-03-01      | Fixed         | 3.62%                 | 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        |    290000 | NS      | $296728.16    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | 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      | $1584975.75   | 0.13%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                            | PLNT 2019-1A A2                                                                   | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510300 | NS      | $485841.16    | 0.04%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Prime Securities Services Borrower, LLC and Prime Finance, Inc.                                | PRSESE 6.25 01/15/28 144A                                                         | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    685000 | NS      | $686072.69    | 0.06%             | 2028-01-15      | Fixed         | 6.25%                 | 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      | $153108.20    | 0.01%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones Miami Branch                                                    | BCICI V8.75 PERP 144A                                                             | CUSIP: 05890MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    362000 | NS      | $381920.86    | 0.03%             | 2500-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                     | PROG 2021-SFR9 E1                                                                 | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $93575.56     | 0.01%             | 2040-11-19      | Fixed         | 2.81%                 | 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      | $1439893.50   | 0.12%             | 2028-08-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| VSTRONG AUTO REC 2024-A                                                                        | VSTRG 2024-A B                                                                    | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101485.25    | 0.01%             | 2030-07-15      | Fixed         | 5.77%                 | 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      | $125344.68    | 0.01%             | 2059-11-18      | Variable      | 3.67%                 | 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      | $1477030.09   | 0.12%             | 2034-06-01      | Fixed         | 5.35%                 | 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      | $1124723.75   | 0.09%             | 2030-06-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte S.A.                                                                 | BANORT V6.625 PERP 144A                                                           | CUSIP: 05973KAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    314000 | NS      | $291326.80    | 0.02%             | 2500-12-31      | Fixed         | 6.62%                 | 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        |    195000 | NS      | $199632.63    | 0.02%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                    | RCKT 2024-CES1 A1A                                                                | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    681430 | NS      | $685329.19    | 0.06%             | 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      | $145130.00    | 0.01%             | 2028-12-01      | Fixed         | 5.38%                 | 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      | $219011.91    | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | 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      | $639291.32    | 0.05%             | 2031-02-09      | Fixed         | 2.30%                 | 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      | $102593.45    | 0.01%             | 2035-04-17      | Fixed         | 6.86%                 | 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        |    983000 | NS      | $952332.76    | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | 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      | $654317.31    | 0.05%             | 2037-07-15      | Floating      | 6.41%                 | 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      | $579390.00    | 0.05%             | 2028-03-17      | Fixed         | 3.88%                 | 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            |                  1 | On Loan: No      |
| Leidos Inc                                                                                     | LDOS 5.5 03/15/35                                                                 | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    665000 | NS      | $675137.69    | 0.06%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                             | WEN 2018-1A A2II                                                                  | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     60111 | NS      | $58641.15     | 0.00%             | 2048-03-15      | Fixed         | 3.88%                 | 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      | $1056848.63   | 0.09%             | 2029-02-01      | Fixed         | 2.85%                 | 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      | $136230.50    | 0.01%             | 2032-08-16      | Fixed         | 5.99%                 | 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      | $1199393.75   | 0.10%             | 2033-04-15      | Fixed         | 6.40%                 | 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      | $502619.00    | 0.04%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                             | PERU 5.875 08/08/54                                                               | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    306000 | NS      | $294794.28    | 0.02%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Philippines (Republic Of)                                                                      | PHILIP 3.7 03/01/41                                                               | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1090000 | NS      | $884723.80    | 0.07%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                      | PHILIP 2.95 05/05/45                                                              | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | NS      | $685200.64    | 0.06%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                          | URUGUA 5.1 06/18/50                                                               | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1789000 | NS      | $1649851.56   | 0.14%             | 2050-06-18      | Fixed         | 5.10%                 | 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      | $814564.94    | 0.07%             | 2039-10-25      | Variable      | 5.78%                 | 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      | $1644319.10   | 0.14%             | 2033-04-01      | Fixed         | 6.15%                 | 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      | $283602.69    | 0.02%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                               | YUM 4.625 01/31/32                                                                | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    255000 | NS      | $245506.91    | 0.02%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL2389569<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    623832 | NS      | $538834.56    | 0.04%             | 2025-07-31      | Fixed         | 0.00%                 | 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      | $453045.34    | 0.04%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                            | PLNT 2024-1A A2I                                                                  | CUSIP: 72703PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1811312 | NS      | $1836763.25   | 0.15%             | 2054-06-05      | Fixed         | 5.76%                 | 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        |     20813 | NS      | $20686.06     | 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      | $424251.69    | 0.04%             | 2028-05-03      | Fixed         | 5.45%                 | 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        |    652833 | NS      | $669960.19    | 0.06%             | 2039-02-18      | Fixed         | 6.53%                 | 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      | $429222.63    | 0.04%             | 2028-08-15      | Fixed         | 8.08%                 | 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      | $407823.06    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                                      | RKTRM 3.875 03/01/31 144A                                                         | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    375000 | NS      | $347632.00    | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REDWOOD FUNDING TRUST 2023-1                                                                   | RFT 2023-1 A                                                                      | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227385 | NS      | $228209.47    | 0.02%             | 2059-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Redwood Funding Trust 2024-1                                                                   | RFT 2024-1 A                                                                      | CUSIP: 75806FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367245 | NS      | $369711.38    | 0.03%             | 2054-12-30      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd.                   | VDCR 2024-1A A2                                                                   | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   1765000 | NS      | $1748478.75   | 0.14%             | 2049-09-15      | Fixed         | 4.99%                 | 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      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                           | RKTRM 4 10/15/33 144A                                                             | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   2160000 | NS      | $1932483.15   | 0.16%             | 2033-10-15      | Fixed         | 4.00%                 | 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      | $49748.47     | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | 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      | $105053.96    | 0.01%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SCF Equip Leasing 2022-1 LLC / SCF Equip Leasing CDA 2022-1 Ltd Partners                       | SCFET 2022-1A D                                                                   | CUSIP: 784033AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | NS      | $131761.58    | 0.01%             | 2031-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                                                | SLAM 2021-1A A                                                                    | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    506250 | NS      | $474269.78    | 0.04%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                                    | SAGLEN 11 12/15/29 144A                                                           | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | NS      | $356250.00    | 0.03%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                 | SCHW V4 PERP H                                                                    | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    745000 | NS      | $691106.10    | 0.06%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                              | LNW 7 05/15/28 144A                                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    900000 | NS      | $902621.68    | 0.07%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sea Ltd.                                                                                       | SEALTD 2.375 12/01/25                                                             | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |    130000 | NS      | $230916.95    | 0.02%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                             | STX 3.5 06/01/28                                                                  | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     67000 | NS      | $120499.50    | 0.01%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                       | ST 4.375 02/15/30 144A                                                            | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     50000 | NS      | $47735.21     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                           | SERBIA 6.5 09/26/33 144A                                                          | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    622000 | NS      | $654871.50    | 0.05%             | 2033-09-26      | Fixed         | 6.50%                 | 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        |    145000 | NS      | $146481.38    | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | 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      | $738810.69    | 0.06%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altice France S.A                                                                              | SFRFP 5.125 01/15/29 144A                                                         | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | NS      | $165250.00    | 0.01%             | 2029-01-15      | Fixed         | 5.12%                 | 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      | $362404.25    | 0.03%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                       | AESOP 2023-2A C                                                                   | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1523000 | NS      | $1532926.13   | 0.13%             | 2027-10-20      | Fixed         | 8.55%                 | 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      | $86433.89     | 0.01%             | 2038-12-15      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL3425255<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    564160 | NS      | $540183.06    | 0.04%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOL                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL3571108<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539683 | NS      | $480317.59    | 0.04%             | 2028-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 6.858 05/01/54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1380000 | NS      | $1510707.88   | 0.12%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                   | BRAZIL 6 10/20/33                                                                 | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    420000 | NS      | $416386.33    | 0.03%             | 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      | $484977.54    | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC 2014-USA B                                                                   | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |    285000 | NS      | $249075.75    | 0.02%             | 2037-09-17      | Fixed         | 4.18%                 | 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        |     95000 | NS      | $71093.78     | 0.01%             | 2047-09-27      | Fixed         | 5.65%                 | 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      | $834871.00    | 0.07%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CCL 6 05/01/29 144A                                                               | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    445000 | NS      | $449646.68    | 0.04%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CCL 5.75 12/01/27                                                                 | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    120000 | NS      | $263940.00    | 0.02%             | 2027-12-01      | Fixed         | 5.75%                 | 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      | $129326.17    | 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      | $590000.64    | 0.05%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Citadel LP                                                                                     | CITADL 6.375 01/23/32 144A                                                        | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    200000 | NS      | $208844.88    | 0.02%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                 | C V6.174 05/25/34                                                                 | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    299000 | NS      | $313001.84    | 0.03%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST                                                                  | CMLTI 2019-RP1 M2                                                                 | CUSIP: 17327RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | NS      | $170260.69    | 0.01%             | 2066-01-25      | Variable      | 4.00%                 | 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      | $667335.00    | 0.06%             | 2034-10-15      | Fixed         | 5.00%                 | 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      | $2114475.00   | 0.17%             | 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      | $1008790.04   | 0.08%             | 2054-12-01      | Fixed         | 7.12%                 | 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      | $75147.61     | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                           | POLAND 5.375 02/12/35 10Y                                                         | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1983000 | NS      | $2019068.82   | 0.17%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FN MA4805                                                                         | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1346643 | NS      | $1290640.00   | 0.11%             | 2052-11-01      | Fixed         | 4.50%                 | 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      | $699180.80    | 0.06%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                                                                   | GRMPAC 7.125 08/15/28 144A                                                        | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |   1075000 | NS      | $1073014.82   | 0.09%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                          | REPHUN 5.5 06/16/34 144A                                                          | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    378000 | NS      | $371297.46    | 0.03%             | 2034-06-16      | Fixed         | 5.50%                 | 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      | $1610239.94   | 0.13%             | 2034-04-12      | Fixed         | 6.10%                 | 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      | $171855.50    | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORT TR 2025-CES1                                                                    | JPMMT 2025-CES1 A1                                                                | CUSIP: 46658XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    978375 | NS      | $983156.56    | 0.08%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                              | LNW 7.5 09/01/31 144A                                                             | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    395000 | NS      | $413332.74    | 0.03%             | 2031-09-01      | Fixed         | 7.50%                 | 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      | $764080.39    | 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      | $560190.94    | 0.05%             | 2059-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                                            | TPMT 2024-CES1 A1A                                                                | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1079855 | NS      | $1083815.89   | 0.09%             | 2064-01-25      | Variable      | 5.85%                 | 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      | $113102.43    | 0.01%             | 2038-03-18      | Fixed         | 3.20%                 | 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        |   1117000 | NS      | $1176575.35   | 0.10%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                            | OBX 2024-NQM9 A1                                                                  | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |    883547 | NS      | $891189.72    | 0.07%             | 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        |    840000 | NS      | $756212.19    | 0.06%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES 2023                                                                 | PART 2023-2A B                                                                    | CUSIP: 74113VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1068000 | NS      | $1074480.00   | 0.09%             | 2027-12-15      | Fixed         | 6.64%                 | 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        |     94398 | NS      | $93632.41     | 0.01%             | 2053-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                               | SMB 2018-C B                                                                      | CUSIP: 78449QAD9<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $96999.94     | 0.01%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                       | SRFC 2021-1A C                                                                    | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12672 | NS      | $12442.61     | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| STREAM INNOV ISSUE TR 2024-1                                                                   | STRE 2024-1A A                                                                    | CUSIP: 86324CAA9<br>LEI: 7437000ZP669LKUTZ738 | Long             | ABS-O            | CORP              | US        |     70589 | NS      | $73287.56     | 0.01%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                                    | TAH 2020-SFR2 D                                                                   | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895000 | NS      | $841448.72    | 0.07%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                                    | TRMB 6.1 03/15/33                                                                 | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   1775000 | NS      | $1885697.81   | 0.16%             | 2033-03-15      | Fixed         | 6.10%                 | 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        |    290000 | NS      | $292310.59    | 0.02%             | 2035-06-15      | Fixed         | 5.60%                 | 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      | $245732.55    | 0.02%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2018-6 A1B                                                                   | CUSIP: 89176LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $289690.91    | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | 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        |   1100000 | NS      | $1187959.34   | 0.10%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| TSC Spv Funding LLC                                                                            | TROP 2024-1A A2                                                                   | CUSIP: 898912AA8<br>LEI: 21380072ODEONQKNZ348 | Long             | ABS-O            | CORP              | US        |   1293500 | NS      | $1276499.50   | 0.11%             | 2054-08-20      | Fixed         | 6.29%                 | 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      | $508663.10    | 0.04%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                               | SMB 2020-A A2A                                                                    | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33518 | NS      | $32280.71     | 0.00%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                  | SM 6.75 08/01/29 144A                                                             | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    585000 | NS      | $582849.37    | 0.05%             | 2029-08-01      | Fixed         | 6.75%                 | 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      | $502504.72    | 0.04%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CEVA SANTE                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL5001989<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134662 | NS      | $135083.98    | 0.01%             | 2030-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                                           | SAMMIN 9.5 06/30/31 144A                                                          | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    259285 | NS      | $254891.52    | 0.02%             | 2031-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                             | STX 4.091 06/01/29                                                                | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     40000 | NS      | $38252.40     | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | 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      | $752984.45    | 0.06%             | 2031-10-19      | Fixed         | 3.90%                 | 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      | $1076483.50   | 0.09%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                          | UBER 0.875 12/01/28 2028                                                          | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    132000 | NS      | $188298.00    | 0.02%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                     | SOAF 5.875 06/22/30 12Y                                                           | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    338000 | NS      | $336464.52    | 0.03%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc                                                                                | SPOT 0 03/15/26                                                                   | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | NS      | $84834.40     | 0.01%             | 2026-03-15      | None          | 0.00%                 | 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      | $1532288.81   | 0.13%             | 2034-09-15      | Fixed         | 4.80%                 | 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        |    356867 | NS      | $360157.37    | 0.03%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2024-2 2024                                                                 | STRE 2024-2A A                                                                    | CUSIP: 86324EAA5<br>LEI: 7437000ZP669LKUTZ738 | Long             | ABS-O            | CORP              | US        |    276372 | NS      | $279436.91    | 0.02%             | 2045-02-15      | Fixed         | 5.21%                 | 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      | $410074.85    | 0.03%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2023-1                                                 | UACST 2023-1 D                                                                    | CUSIP: 90945CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1148000 | NS      | $1154568.75   | 0.10%             | 2028-07-10      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                 | MEX 6.625 01/29/38                                                                | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    335000 | NS      | $340025.00    | 0.03%             | 2038-01-29      | Fixed         | 6.62%                 | 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      | $397813.69    | 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      | $530065.00    | 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      | $415764.30    | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | 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        |   4740000 | NS      | $3408778.21   | 0.28%             | 2046-10-01      | Fixed         | 4.10%                 | 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        |    220000 | NS      | $202082.55    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | 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      | $3885000.00   | 0.32%             | 2054-05-15      | Fixed         | 4.62%                 | 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      | $1007800.38   | 0.08%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Teva Pharmaceutical Finance Netherlands III B.V.                                               | TEVA 6 12/01/32                                                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    335000 | NS      | $342109.03    | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 4 02/28/30                                                                      | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11570000 | NS      | $11682536.63  | 0.96%             | 2030-02-28      | Fixed         | 4.00%                 | 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      | $36279177.00  | 2.99%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                                 | VARNO 8 11/15/32 144A                                                             | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    670000 | NS      | $759329.97    | 0.06%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                        | VENLNG 8.375 06/01/31 144A                                                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    205000 | NS      | $212920.31    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                                              | VERUS 2023-8 A1                                                                   | CUSIP: 92540DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549440 | NS      | $554285.06    | 0.05%             | 2068-12-25      | Variable      | 6.26%                 | 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        |    197639 | NS      | $198675.44    | 0.02%             | 2029-03-26      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                            | VICI 3.875 02/15/29 144A                                                          | CUSIP: 92564RAL9<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   1150000 | NS      | $1112460.54   | 0.09%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                    | VST V8 PERP 144A                                                                  | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    729000 | NS      | $746676.80    | 0.06%             | 2500-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                     | VMW 2.2 08/15/31                                                                  | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    850000 | NS      | $737747.36    | 0.06%             | 2031-08-15      | Fixed         | 2.20%                 | 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      | $956736.06    | 0.08%             | 2034-04-24      | Fixed         | 5.39%                 | 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      | $727823.50    | 0.06%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing 2021 Dac / Thrust Engine Leasing 2021 Statutory Trust                    | THRST 2021-1A A                                                                   | CUSIP: 88603UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    423988 | NS      | $413184.70    | 0.03%             | 2040-07-15      | Fixed         | 4.16%                 | 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        |    603491 | NS      | $621542.25    | 0.05%             | 2048-10-15      | Fixed         | 8.00%                 | 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      | $185771.48    | 0.02%             | 2030-04-14      | Fixed         | 7.12%                 | 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        |     90625 | NS      | $91918.90     | 0.01%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                          | CHTR 6.55 05/01/37                                                                | CUSIP: 88732JAJ7<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    190000 | NS      | $196235.66    | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | UBS V9.25 PERP 144A                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     75000 | NS      | $86730.83     | 0.01%             | 2500-12-31      | Fixed         | 9.25%                 | 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      | $278381.00    | 0.02%             | 2035-06-30      | Fixed         | 5.46%                 | 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      | $485226.50    | 0.04%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIPLY FIBER ISSUER LLC                                                                         | ZIPLY 2024-1A B                                                                   | CUSIP: 98979QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | NS      | $235227.97    | 0.02%             | 2054-04-20      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                 | MEX 3.5 02/12/34                                                                  | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1175000 | NS      | $984650.00    | 0.08%             | 2034-02-12      | Fixed         | 3.50%                 | 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      | $252867.66    | 0.02%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                                     | SHIMAO 5.6 07/15/26                                                               | CUSIP: G81043AQ7<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    235000 | NS      | $11705.35     | 0.00%             | 2026-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRUGREEN                                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL3473057<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729259 | NS      | $687326.19    | 0.06%             | 2027-11-02      | Fixed         | 0.00%                 | 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      | $995828.25    | 0.08%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLT XCIV LLC 2021-NPL3                                                                        | VOLT 2021-NPL3 A1                                                                 | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23795 | NS      | $23785.04     | 0.00%             | 2051-02-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                               | WFRBS 2014-C20 B                                                                  | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-O            | CORP              | US        |    131301 | NS      | $116660.81    | 0.01%             | 2047-05-17      | Fixed         | 4.38%                 | 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      | $10004.48     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMER                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL3547512<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532437 | NS      | $487179.72    | 0.04%             | 2026-02-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4420255<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280725 | NS      | $280140.25    | 0.02%             | 2028-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                                 | WFCM 2013-LC12 B                                                                  | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-O            | CORP              | US        |      8914 | NS      | $8535.39      | 0.00%             | 2046-07-17      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                                | WHR 6.125 06/15/30                                                                | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    175000 | NS      | $176538.03    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4562668<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    597554 | NS      | $591365.47    | 0.05%             | 2029-08-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                                                | CORPORTAE TERM LOAN                                                               | CUSIP: BL4676906<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2709672 | NS      | $2713059.50   | 0.22%             | 2031-06-06      | Fixed         | 0.00%                 | 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      | $254859.09    | 0.02%             | 2031-09-30      | Fixed         | 5.70%                 | 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      | $460799.78    | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4754505<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59338 | NS      | $27189.49     | 0.00%             | 2031-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4755601<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    552865 | NS      | $546299.50    | 0.05%             | 2031-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4793891<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477452 | NS      | $478994.03    | 0.04%             | 2031-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4807477<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | NS      | $71400.00     | 0.01%             | 2032-11-15      | Fixed         | 0.00%                 | 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      | $931917.47    | 0.08%             | 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        |   1034000 | NS      | $1040918.56   | 0.09%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4812220<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94526 | NS      | $93036.81     | 0.01%             | 2031-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4845410<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    651189 | NS      | $653107.63    | 0.05%             | 2028-09-29      | Fixed         | 0.00%                 | 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      | $421430.81    | 0.03%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC 2024-1                                                                         | SEB4P 2024-1A A2                                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | NS      | $449954.17    | 0.04%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HLDGS V LLC                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4859825<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381682 | NS      | $382493.44    | 0.03%             | 2029-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4862100<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1779148 | NS      | $1769140.25   | 0.15%             | 2030-11-29      | Fixed         | 0.00%                 | 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      | $816999.31    | 0.07%             | 2031-10-15      | Fixed         | 5.97%                 | 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      | $930535.10    | 0.08%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zambia (Republic Of)                                                                           | ZAMBIN 0.5 12/31/53 144A                                                          | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    615000 | NS      | $422415.38    | 0.03%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ZIPLY FIBER ISSUER LLC                                                                         | ZIPLY 2024-1A A2                                                                  | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | NS      | $718827.19    | 0.06%             | 2054-04-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4888048<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134680 | NS      | $134708.02    | 0.01%             | 2031-05-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4939221<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    524421 | NS      | $524093.22    | 0.04%             | 2028-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4978815<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338864 | NS      | $339651.00    | 0.03%             | 2031-08-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR OPERATING CO LLC                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL4982379<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | NS      | $239899.92    | 0.02%             | 2032-01-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4985836<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267599 | NS      | $268674.44    | 0.02%             | 2031-02-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5011186<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    618612 | NS      | $620545.69    | 0.05%             | 2031-01-02      | 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        |    500000 | NS      | $501071.50    | 0.04%             | 2030-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL5024601<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | NS      | $573562.50    | 0.05%             | 2032-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EAGLE BROADBAND INVESTMENTS                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL3467828<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436048 | NS      | $433322.47    | 0.04%             | 2027-11-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL3546589<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    561718 | NS      | $560859.81    | 0.05%             | 2028-01-29      | Fixed         | 0.00%                 | 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      | $199865.59    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | 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        |    115000 | NS      | $115961.89    | 0.01%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd.                                                                | COGARD 3.3 01/12/31                                                               | CUSIP: G24524BM4<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    400000 | NS      | $29808.00     | 0.00%             | 2031-01-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                              | YUZHOU 7.7 02/20/25                                                               | CUSIP: G9884TAS0<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    315000 | NS      | $22248.45     | 0.00%             | 2025-02-20      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL3561638<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    591950 | NS      | $512333.16    | 0.04%             | 2028-03-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONE CALL CORP                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL3591601<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    557106 | NS      | $554320.44    | 0.05%             | 2027-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL3754555<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    481618 | NS      | $481918.94    | 0.04%             | 2028-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nielsen                                                                                        | Nielsen Term Loan B 500 2029-04-01                                                | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    257551 | NS      | $242742.20    | 0.02%             | 2029-04-01      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MFF 2023-1A A                                                                     | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    917515 | NS      | $925037.69    | 0.08%             | 2036-05-20      | Fixed         | 7.21%                 | 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      | $52996.80     | 0.00%             | 2046-08-17      | Variable      | 3.38%                 | 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      | $398428.66    | 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      | $219826.08    | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | 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      | $156596.66    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                                      | NSLT 2021-BA B                                                                    | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | NS      | $220024.23    | 0.02%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| AGILITI HEALTH INC                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4271377<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538562 | NS      | $518814.66    | 0.04%             | 2030-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4465730<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248125 | NS      | $248086.30    | 0.02%             | 2031-04-18      | Fixed         | 0.00%                 | 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      | $15453.84     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                                        | ST 4 04/15/29 144A                                                                | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1220000 | NS      | $1160318.60   | 0.10%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Constellation Oil Services Holding SA                                                          | COSHSA 9.375 11/07/29 144A                                                        | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |    240000 | NS      | $244200.00    | 0.02%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| OBX 2023-NQM5 TRUST                                                                            | OBX 2023-NQM5 A1A                                                                 | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703686 | NS      | $708895.50    | 0.06%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                                       | SAFE 5.65 01/15/35                                                                | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |   1030000 | NS      | $1029045.41   | 0.08%             | 2035-01-15      | Fixed         | 5.65%                 | 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      | $714623.80    | 0.06%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4420347<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    521796 | NS      | $519578.41    | 0.04%             | 2030-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4636280<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | NS      | $266372.44    | 0.02%             | 2031-05-09      | Fixed         | 0.00%                 | 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      | $61894.72     | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                                 | OTEXCN 3.875 12/01/29 144A                                                        | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    465000 | NS      | $437994.25    | 0.04%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Senegal (Republic of)                                                                          | SENEGL 6.25 05/23/33 144A                                                         | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    537000 | NS      | $352929.13    | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Shenton Aircraft Invesment 1 Limited                                                           | SHNTN 2015-1A A                                                                   | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |    126000 | NS      | $122313.51    | 0.01%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                  | OC 7 12/01/36                                                                     | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1127000 | NS      | $1264313.01   | 0.10%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                                           | PKICN 6.625 08/15/32 144A                                                         | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    295000 | NS      | $301513.91    | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco BV                                                                                | SIGHCO 7.875 05/15/26 144A                                                        | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |    200000 | NS      | $200002.20    | 0.02%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                                      | SOBOCN 5.584 10/01/34 144A                                                        | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    445000 | NS      | $440309.72    | 0.04%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                             | POST 2.5 08/15/27                                                                 | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    218000 | NS      | $248847.00    | 0.02%             | 2027-08-15      | Fixed         | 2.50%                 | 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      | $96861.14     | 0.01%             | 2038-07-19      | Fixed         | 2.36%                 | 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      | $103285.72    | 0.01%             | 2038-05-19      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                          | QUIKHO 6.75 03/01/33 144A                                                         | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    150000 | NS      | $154773.91    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                           | ROCC 2024-CNTR C                                                                  | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135000 | NS      | $1175585.19   | 0.10%             | 2041-11-15      | Fixed         | 6.47%                 | 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      | $1417161.38   | 0.12%             | 2047-02-14      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2022-2 LLC                                                               | SCFET 2022-2A C                                                                   | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | NS      | $211116.56    | 0.02%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBAT 2024-A C                                                                     | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $101766.98    | 0.01%             | 2030-01-15      | Fixed         | 5.59%                 | 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      | $560824.38    | 0.05%             | 2034-11-21      | Fixed         | 6.12%                 | 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      | $218310.75    | 0.02%             | 2034-08-15      | Fixed         | 5.38%                 | 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      | $170037.56    | 0.01%             | 2053-03-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                     | SOAF 7.1 11/19/36 144A                                                            | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    969000 | NS      | $961381.35    | 0.08%             | 2036-11-19      | Fixed         | 7.10%                 | 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      | $1095320.75   | 0.09%             | 2035-03-18      | Fixed         | 6.45%                 | 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        |    567395 | NS      | $524849.62    | 0.04%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING IV LIMITED                                                                         | CAI 2020-1A A                                                                     | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    273412 | NS      | $257975.81    | 0.02%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                             | CNQCN 5.4 12/15/34 144A                                                           | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2730000 | NS      | $2712293.97   | 0.22%             | 2034-12-15      | Fixed         | 5.40%                 | 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      | $29746.14     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | 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      | $1138901.38   | 0.09%             | 2042-11-13      | Fixed         | 7.75%                 | 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      | $104554.14    | 0.01%             | 2030-04-15      | Fixed         | 7.16%                 | 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      | $1575654.13   | 0.13%             | 2033-02-15      | Fixed         | 6.12%                 | 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      | $1363606.57   | 0.11%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                            | SYF V5.45 03/06/31                                                                | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    335000 | NS      | $337920.75    | 0.03%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CRVNA 2020-P1 C                                                                   | CUSIP: 14687AAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1320000 | NS      | $1305113.25   | 0.11%             | 2026-11-08      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                                            | COIN 0.25 04/01/30                                                                | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     90000 | NS      | $117495.00    | 0.01%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                                       | MGS 2.632 04/15/31 0220                                                           | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |   4990000 | NS      | $1138073.25   | 0.09%             | 2031-04-15      | Fixed         | 2.63%                 | 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      | $353205.00    | 0.03%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SUNRUN DEMETER ISSUER 2021-2 LLC                                                               | SUNRN 2021-2A A                                                                   | CUSIP: 86772HAA5<br>LEI: 54930007SJ77CI66U531 | Long             | ABS-O            | CORP              | US        |     81753 | NS      | $72341.62     | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | 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      | $952359.00    | 0.08%             | 2026-08-09      | Fixed         | 1.75%                 | 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      | $189940.30    | 0.02%             | 2039-12-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LIMITED                                                        | TMCL 2025-1H A                                                                    | CUSIP: 87257FAA1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |    980000 | NS      | $980000.00    | 0.08%             | 2050-07-23      | Fixed         | 6.43%                 | 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      | $495067.19    | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | 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        |    356353 | NS      | $147549.44    | 0.01%             | 2049-11-22      | Fixed         | 6.00%                 | 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      | $576469.06    | 0.05%             | 2035-01-15      | Fixed         | 4.70%                 | 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      | $849114.75    | 0.07%             | 2039-08-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                      | TPMT 2017-4 A2                                                                    | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1036000 | NS      | $976445.63    | 0.08%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                      | TPMT 2017-6 A2                                                                    | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | NS      | $744612.56    | 0.06%             | 2057-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                         | COLOM 8 04/20/33                                                                  | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1660000 | NS      | $1716323.79   | 0.14%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST                                                                  | COMM 2024-WCL1 B                                                                  | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | NS      | $1424190.63   | 0.12%             | 2041-06-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                   | SNPS 5.7 04/01/55                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    815000 | NS      | $810320.56    | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                            | SYF V5.935 08/02/30                                                               | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    585000 | NS      | $601075.17    | 0.05%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: —       |
| COMPASS DATACENTERS ISSUER                                                                     | CMDC 2025-1A A2                                                                   | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | NS      | $535346.25    | 0.04%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER                                                                     | CMDC 2025-1A A3                                                                   | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | NS      | $201611.81    | 0.02%             | 2050-02-25      | Fixed         | 5.85%                 | 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      | $202596.73    | 0.02%             | 2027-05-15      | Fixed         | 7.29%                 | 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      | $565353.44    | 0.05%             | 2034-01-26      | Fixed         | 5.12%                 | 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      | $939730.44    | 0.08%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                                                        | TEVA 6.15 02/01/36                                                                | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    125000 | NS      | $128513.13    | 0.01%             | 2036-02-01      | Fixed         | 6.15%                 | 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      | $773591.56    | 0.06%             | 2030-09-13      | Fixed         | 5.62%                 | 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      | $5574867.13   | 0.46%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL4640027<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554301 | NS      | $554894.63    | 0.05%             | 2028-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4651388<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652975 | NS      | $544077.81    | 0.04%             | 2029-07-06      | 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        |    238496 | NS      | $214261.59    | 0.02%             | 2046-02-20      | Fixed         | 1.65%                 | 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      | $129170.11    | 0.01%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                   | T 5 08/31/25                                                                      | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | NS      | $5003613.25   | 0.41%             | 2025-08-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                                 | VARNO 6.5 05/22/35 144A                                                           | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    260000 | NS      | $268879.88    | 0.02%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-5                                                              | VERUS 2022-5 A1                                                                   | CUSIP: 924921AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    853177 | NS      | $826321.06    | 0.07%             | 2067-04-25      | Fixed         | 3.80%                 | 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      | $1254461.75   | 0.10%             | 2028-12-15      | Fixed         | 7.57%                 | 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      | $387218.00    | 0.03%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust 2016-1                                                               | TPMT 2016-4 B1                                                                    | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    615000 | NS      | $595577.00    | 0.05%             | 2056-07-25      | Variable      | 3.99%                 | 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        |     23082 | NS      | $3727243.15   | 0.31%             | 2031-01-01      | Fixed         | 10.00%                | 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      | $13000.00     | 0.00%             | 2025-07-12      | Fixed         | 4.25%                 | 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      | $659977.56    | 0.05%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                      | TPMT 2017-4 M2                                                                    | CUSIP: 89173UAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | NS      | $284361.61    | 0.02%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST                                                                                    | VISIO 2020-1R A1                                                                  | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541671 | NS      | $518931.59    | 0.04%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| VISIO 2022-1 TRUST                                                                             | VISIO 2022-1 A2                                                                   | CUSIP: 92838CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    752042 | NS      | $749187.94    | 0.06%             | 2057-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4667194<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94052 | NS      | $94157.58     | 0.01%             | 2031-02-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4678621<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463376 | NS      | $463303.47    | 0.04%             | 2028-10-23      | Fixed         | 0.00%                 | 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        |    488118 | NS      | $492933.00    | 0.04%             | 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        |    689000 | NS      | $667352.25    | 0.06%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2018-6 A2                                                                    | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1590000 | NS      | $1443499.75   | 0.12%             | 2058-03-25      | Variable      | 3.75%                 | 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      | $1056529.88   | 0.09%             | 2058-12-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDIN                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4679710<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240925 | NS      | $240523.38    | 0.02%             | 2029-04-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CLAIMS MGMT SRV INC                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4698876<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | NS      | $551718.75    | 0.05%             | 2031-06-30      | Fixed         | 0.00%                 | 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      | $115694.77    | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | 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      | $1338324.50   | 0.11%             | 2030-03-15      | Fixed         | 5.62%                 | 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      | $143969.19    | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | 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      | $928338.44    | 0.08%             | 2058-05-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4726834<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | NS      | $394074.13    | 0.03%             | 2029-04-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4783074<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    531923 | NS      | $532189.25    | 0.04%             | 2031-10-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                            | GHANA 5 07/03/35 REGS                                                             | CUSIP: V3R60FEN0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    501792 | NS      | $390597.99    | 0.03%             | 2035-07-03      | Variable      | 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      | $530260.06    | 0.04%             | 2029-02-25      | Fixed         | 5.10%                 | 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      | $351424.53    | 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      | $325974.33    | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | 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      | $94956.42     | 0.01%             | 2054-04-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                                 | CDP 2.75 04/15/31                                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    110000 | NS      | $97294.16     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                      | TPMT 2019-4 A1                                                                    | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151036 | NS      | $144941.11    | 0.01%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                | TDG 6.875 12/15/30 144A                                                           | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    485000 | NS      | $503230.06    | 0.04%             | 2030-12-15      | Fixed         | 6.88%                 | 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        |    340000 | NS      | $341028.15    | 0.03%             | 2028-04-14      | Fixed         | 6.88%                 | 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      | $331308.25    | 0.03%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CPM HOLDINGS INC                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4424356<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544702 | NS      | $531537.75    | 0.04%             | 2028-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4609873<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165125 | NS      | $1166581.38   | 0.10%             | 2030-06-24      | 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      | $100463.18    | 0.01%             | 2038-02-15      | Fixed         | 3.60%                 | 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        |  23100000 | NS      | $1046691.38   | 0.09%             | 2049-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL4730109<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | NS      | $166443.75    | 0.01%             | 2032-09-13      | 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        |    490000 | NS      | $488775.00    | 0.04%             | 2031-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2                                                       | CAALT 2024-2A C                                                                   | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | NS      | $244022.03    | 0.02%             | 2034-10-16      | Fixed         | 6.70%                 | 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        |    415000 | NS      | $395025.14    | 0.03%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Transocean Inc.                                                                                | RIG 8.75 02/15/30 144A                                                            | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    456000 | NS      | $468924.88    | 0.04%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Transocean Inc.                                                                                | RIG 8.25 05/15/29 144A                                                            | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    155000 | NS      | $143304.03    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | 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      | $814080.16    | 0.07%             | 2058-12-25      | Variable      | 3.70%                 | 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      | $1051212.00   | 0.09%             | 2027-05-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4798130<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    504140 | NS      | $505400.72    | 0.04%             | 2030-08-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4807717<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311114 | NS      | $311891.72    | 0.03%             | 2029-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4871739<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | NS      | $0.01         | 0.00%             | 2027-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4940195<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    559333 | NS      | $551467.65    | 0.05%             | 2030-04-26      | Fixed         | 0.00%                 | 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      | $832308.31    | 0.07%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1                                                    | DRMT 2022-1 A1                                                                    | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1583801 | NS      | $1451310.13   | 0.12%             | 2067-01-25      | Variable      | 2.21%                 | 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      | $223540.98    | 0.02%             | 2038-07-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                                    | TAH 2020-SFR2 E1                                                                  | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | NS      | $212797.77    | 0.02%             | 2039-11-17      | Fixed         | 2.73%                 | 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      | $212968.52    | 0.02%             | 2031-01-14      | Fixed         | 5.95%                 | 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      | $423413.94    | 0.03%             | 2031-01-15      | Fixed         | 12.25%                | 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      | $1034216.88   | 0.09%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                            | D V6.625 05/15/55                                                                 | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    715000 | NS      | $725634.19    | 0.06%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                           | TURKEY 7.625 05/15/34 10Y                                                         | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    940000 | NS      | $963512.97    | 0.08%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                                                        | TYL 0.25 03/15/26                                                                 | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     89000 | NS      | $109381.00    | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL5011004<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | NS      | $702576.19    | 0.06%             | 2032-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL5118692<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | NS      | $115539.12    | 0.01%             | 2032-01-09      | Fixed         | 0.00%                 | 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      | $543357.90    | 0.04%             | 2032-06-03      | Fixed         | 3.13%                 | 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        |   1432971 | NS      | $1461640.63   | 0.12%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                     | SAGB 8.875 02/28/35 2035                                                          | CUSIP: S69124WF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  23225000 | NS      | $1226227.19   | 0.10%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                           | UKT 4.5 03/07/35                                                                  | CUSIP: G4527HN64<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   3105000 | NS      | $4263946.50   | 0.35%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                      | KAISAG 11.25 04/16/25                                                             | CUSIP: G52132CC2<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1200000 | NS      | $51000.00     | 0.00%             | 2025-04-16      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                                                                   | TPHL 6.2 03/22/26                                                                 | CUSIP: G8879TAG5<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    405000 | NS      | $13770.00     | 0.00%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                              | YUZHOU 7.85 08/12/26                                                              | CUSIP: G9884AAB8<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $13872.00     | 0.00%             | 2026-08-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| TREASURE HOLDCO INC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4587764<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    497500 | NS      | $486928.13    | 0.04%             | 2031-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4595999<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    534044 | NS      | $531754.81    | 0.04%             | 2029-01-31      | Fixed         | 0.00%                 | 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      | $227304.00    | 0.02%             | 2030-06-30      | Fixed         | 6.75%                 | 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      | $886819.56    | 0.07%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4843050<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427436 | NS      | $427102.59    | 0.04%             | 2028-04-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4867273<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209475 | NS      | $210195.19    | 0.02%             | 2032-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                           | TURKGB 36 08/12/26 2Y                                                             | CUSIP: M8T85VGT8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  28335000 | NS      | $695228.08    | 0.06%             | 2026-08-12      | Fixed         | 36.00%                | 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      | $234893.27    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2023-1                                                 | UACST 2023-1 C                                                                    | CUSIP: 90945CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75673 | NS      | $75703.60     | 0.01%             | 2028-07-10      | Fixed         | 7.24%                 | 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      | $1153625.75   | 0.10%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Senegal (Republic of)                                                                          | SENEGL 7.75 06/10/31 7Y                                                           | CUSIP: V7691CAM0<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    330000 | NS      | $242447.70    | 0.02%             | 2031-06-10      | 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        |  73200000 | NS      | $3575093.33   | 0.30%             | 2040-01-31      | Fixed         | 9.00%                 | 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      | $355538.59    | 0.03%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                           | TURKEY 7.25 05/29/32                                                              | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    264000 | NS      | $265056.00    | 0.02%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings Group Co Ltd                                                                     | CIFIHG 6 07/16/25                                                                 | CUSIP: G2140AAV9<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $19400.00     | 0.00%             | 2025-07-16      | Fixed         | 6.00%                 | 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        |   1280087 | NS      | $1286983.00   | 0.11%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                            | UMPT 2025-ST3 A                                                                   | CUSIP: 91534LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1128081 | NS      | $1136685.00   | 0.09%             | 2032-06-15      | None          | 0.00%                 | 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        |     82079 | NS      | $77485.22     | 0.01%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                      | ELSALV 8.25 04/10/32 144A                                                         | CUSIP: 283875AH5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    238000 | NS      | $240475.20    | 0.02%             | 2032-04-10      | Fixed         | 8.25%                 | 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      | $960792.88    | 0.08%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                          | UKRAIN 1.75 02/01/34 144A                                                         | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    409000 | NS      | $208420.59    | 0.02%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6                                                     | EART 2022-6A C                                                                    | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91529 | NS      | $91962.76     | 0.01%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5                                                     | EART 2023-5A D                                                                    | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | NS      | $681026.00    | 0.06%             | 2030-02-15      | Fixed         | 7.13%                 | 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      | $843241.25    | 0.07%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                        | VENZ 9.375 01/13/34                                                               | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    895000 | NS      | $200286.88    | 0.02%             | 2034-01-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                           | ESA 2021-ESH C                                                                    | CUSIP: 30227FAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    167257 | NS      | $167361.45    | 0.01%             | 2038-07-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| FREED ABS Trust 2021-3FP                                                                       | FREED 2021-3FP D                                                                  | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38689 | NS      | $38523.54     | 0.00%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                               | FR SD8382                                                                         | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5095366 | NS      | $5003678.50   | 0.41%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FN MA4785                                                                         | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1428165 | NS      | $1406545.25   | 0.12%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1                                                      | EFMT 2022-1 A1                                                                    | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1732391 | NS      | $1501389.16   | 0.12%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2020-SFR1 E                                                                   | CUSIP: 33767MAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $99307.04     | 0.01%             | 2037-08-19      | Fixed         | 2.79%                 | 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      | $403132.88    | 0.03%             | 2032-06-19      | Fixed         | 5.86%                 | 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      | $100997.62    | 0.01%             | 2055-04-20      | Fixed         | 5.88%                 | 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        |    566755 | NS      | $590726.31    | 0.05%             | 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      | $819433.50    | 0.07%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4938900<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421858 | NS      | $418166.44    | 0.03%             | 2032-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4991818<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39667 | NS      | $39908.40     | 0.00%             | 2032-04-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                  | UVN 6.625 06/01/27 144A                                                           | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    840000 | NS      | $837708.50    | 0.07%             | 2027-06-01      | Fixed         | 6.62%                 | 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      | $319676.69    | 0.03%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL5042512<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | NS      | $499331.25    | 0.04%             | 2032-03-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA                                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5122470<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | NS      | $389512.50    | 0.03%             | 2032-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VACT 2025-NPL1 LLC                                                                             | VCAT 2025-NPL1 A1                                                                 | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359976 | NS      | $362069.50    | 0.03%             | 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        |    950800 | NS      | $951411.94    | 0.08%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL5125234<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | NS      | $275206.25    | 0.02%             | 2031-05-30      | 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      | $432400.00    | 0.04%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                        | VENLNG V9 PERP 144a                                                               | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    945000 | NS      | $918727.87    | 0.08%             | 2500-12-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                             | VICI 5.125 05/15/32                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1920000 | NS      | $1912932.13   | 0.16%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST                                                                                    | VISIO 2020-1R A2                                                                  | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62998 | NS      | $60235.09     | 0.00%             | 2055-11-25      | Fixed         | 1.57%                 | 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      | $1361825.07   | 0.11%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Western Midstream Operating LP                                                                 | WES 5.45 04/01/44                                                                 | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     55000 | NS      | $47944.40     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | 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      | $203709.23    | 0.02%             | 2030-04-15      | Fixed         | 5.91%                 | 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        |   2324000 | NS      | $2151076.09   | 0.18%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vertex Inc                                                                                     | VERX 0.75 05/01/29                                                                | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |     96000 | NS      | $114769.71    | 0.01%             | 2029-05-01      | Fixed         | 0.75%                 | 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      | $203104.86    | 0.02%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                               | YUM 3.625 03/15/31                                                                | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1360000 | NS      | $1255275.51   | 0.10%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INFINITE ELECTRONICS                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL3558626<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    467800 | NS      | $442070.66    | 0.04%             | 2028-02-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL3618537<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    552139 | NS      | $554312.94    | 0.05%             | 2028-05-15      | Fixed         | 0.00%                 | 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      | $904410.82    | 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      | $416412.49    | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UPSTREAM REHABILITATION                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL3679885<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368156 | NS      | $285321.09    | 0.02%             | 2026-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNTER HOLDCO                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL3683861<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    599866 | NS      | $569872.31    | 0.05%             | 2029-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VIASAT                                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL3856764<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527380 | NS      | $504965.88    | 0.04%             | 2029-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4070472<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835716 | NS      | $822553.31    | 0.07%             | 2028-01-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-4                                                              | VERUS 2022-4 A1                                                                   | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1057268 | NS      | $1058464.13   | 0.09%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2022-6                                                                 | VERUS 2022-6 A1                                                                   | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    883221 | NS      | $878982.63    | 0.07%             | 2067-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| INTERNET BRANDS                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL4263655<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74738 | NS      | $69730.14     | 0.01%             | 2028-05-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL4416311<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    608850 | NS      | $602076.56    | 0.05%             | 2030-09-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2022-6                                                                 | VERUS 2022-6 A3                                                                   | CUSIP: 92539AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282662 | NS      | $279366.22    | 0.02%             | 2067-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Visio Trust 2019-2                                                                             | VISIO 2019-2 A1                                                                   | CUSIP: 92837DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64320 | NS      | $63376.61     | 0.01%             | 2054-11-25      | Variable      | 2.72%                 | 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        |    217066 | NS      | $204042.19    | 0.02%             | 2046-08-17      | Variable      | 4.29%                 | 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      | $1009233.30   | 0.08%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTGATE RESORTS 2024-1 LLC                                                                    | WESTR 2024-1A A                                                                   | CUSIP: 96034KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725340 | NS      | $734936.69    | 0.06%             | 2038-01-20      | Fixed         | 6.06%                 | 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      | $158416.08    | 0.01%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL2543546<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148105 | NS      | $129098.01    | 0.01%             | 2026-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL3556844<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505093 | NS      | $443759.94    | 0.04%             | 2028-02-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PAI HOLDCO INC                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL3606284<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350228 | NS      | $267924.09    | 0.02%             | 2027-10-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECTWISE LLC                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL3707686<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502984 | NS      | $504995.95    | 0.04%             | 2028-09-24      | Fixed         | 0.00%                 | 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      | $1268828.32   | 0.10%             | 2030-04-15      | Fixed         | 8.88%                 | 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      | $304480.00    | 0.03%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4569192<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    519770 | NS      | $492969.28    | 0.04%             | 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        |     30616 | NS      | $0.00         | 0.00%             | 2030-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                            | GPN 5.3 08/15/29                                                                  | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    220000 | NS      | $223973.38    | 0.02%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-2                                                       | GCAR 2025-2A D                                                                    | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | NS      | $132210.83    | 0.01%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4609857<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | NS      | $130054.21    | 0.01%             | 2028-04-06      | 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        |   1466338 | NS      | $1471469.63   | 0.12%             | 2030-05-28      | Fixed         | 0.00%                 | 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      | $504311.63    | 0.04%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                       | HCA 5.6 04/01/34                                                                  | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | NS      | $1227776.78   | 0.10%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4673192<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247232 | NS      | $236106.09    | 0.02%             | 2030-02-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS IN                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4691277<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233834 | NS      | $207277.27    | 0.02%             | 2031-07-08      | 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        |    196411 | NS      | $174805.84    | 0.01%             | 2028-08-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOURYON USA LLC                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL4778223<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376510 | NS      | $377451.03    | 0.03%             | 2028-04-03      | Fixed         | 0.00%                 | 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        |   1047000 | NS      | $1047064.94   | 0.09%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ 2023-1A 1D                                                                  | CUSIP: 42806MCJ6<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    255000 | NS      | $257895.58    | 0.02%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2025-1                                                            | HGVT 2025-1A C                                                                    | CUSIP: 43283CAC5<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-O            | CORP              | US        |    115000 | NS      | $115937.14    | 0.01%             | 2042-05-27      | Fixed         | 5.52%                 | 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        |     83133 | NS      | $71381.90     | 0.01%             | 2041-09-19      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AAL DELAWARE HOLDCO INC                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4977171<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119401 | NS      | $119251.50    | 0.01%             | 2031-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLUBESSENTIAL                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4990943<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    598500 | NS      | $597751.88    | 0.05%             | 2032-02-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4781490<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493762 | NS      | $494894.22    | 0.04%             | 2031-10-09      | 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        |    129350 | NS      | $129066.98    | 0.01%             | 2031-04-23      | Fixed         | 0.00%                 | 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      | $1845224.14   | 0.15%             | 2040-01-13      | Variable      | 5.65%                 | 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      | $220108.22    | 0.02%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4798189<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    537300 | NS      | $537761.56    | 0.04%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4809531<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236419 | NS      | $236123.03    | 0.02%             | 2028-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COTIVITI HOLDINGS INC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4811875<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455412 | NS      | $452849.81    | 0.04%             | 2031-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4813525<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    531548 | NS      | $531415.31    | 0.04%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TITAN ACQUISITION LTD                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4842805<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    466037 | NS      | $466765.34    | 0.04%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BIFM CA BUYER INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4843373<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382953 | NS      | $384389.14    | 0.03%             | 2028-05-31      | 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        |    901416 | NS      | $901416.13    | 0.07%             | 2031-05-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCT                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4855567<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    598000 | NS      | $596131.25    | 0.05%             | 2029-11-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4939023<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1359740 | NS      | $1354640.75   | 0.11%             | 2028-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4979144<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | NS      | $479400.00    | 0.04%             | 2028-05-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4985935<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | NS      | $608257.25    | 0.05%             | 2031-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| M6 ETX HOLDINGS II MIDCO LLC                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL5039997<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | NS      | $446223.75    | 0.04%             | 2032-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WCG PURCHASER CORP                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL5004249<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | NS      | $291681.25    | 0.02%             | 2032-02-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS HOLDINGS INC                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL5004520<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    988869 | NS      | $989116.69    | 0.08%             | 2032-02-25      | Fixed         | 0.00%                 | 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      | $2356610.44   | 0.19%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4643443<br>LEI: N/A                  | Long             | DBT              | CORP              | IM        |    238200 | NS      | $238965.56    | 0.02%             | 2029-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4645646<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470225 | NS      | $1471143.88   | 0.12%             | 2031-05-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies S.a.r.l.                                                              | IONTRA 9.5 05/30/29 144A                                                          | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    755000 | NS      | $775385.78    | 0.06%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                                | KIKCN 8.25 06/30/31 144A                                                          | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | NS      | $685602.19    | 0.06%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MODIVECARE INC                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4684637<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129027 | NS      | $90963.71     | 0.01%             | 2031-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL4756518<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478912 | NS      | $479990.07    | 0.04%             | 2031-09-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAZERAC                                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL5132081<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | NS      | $300075.00    | 0.02%             | 2032-06-25      | 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        |    335000 | NS      | $335000.00    | 0.03%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE LIMITED                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4765923<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    557200 | NS      | $559115.63    | 0.05%             | 2031-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PARTNERS                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4793206<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    497042 | NS      | $497119.38    | 0.04%             | 2031-12-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4825297<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359100 | NS      | $358651.13    | 0.03%             | 2027-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4871903<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297756 | NS      | $296514.88    | 0.02%             | 2030-11-06      | 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        |    552211 | NS      | $552211.06    | 0.05%             | 2030-12-23      | Fixed         | 0.00%                 | 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      | $618312.50    | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4564862<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456467 | NS      | $456956.31    | 0.04%             | 2031-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4605400<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    167812 | NS      | $168311.25    | 0.01%             | 2028-08-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4880375<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509179 | NS      | $509179.09    | 0.04%             | 2028-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4938967<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | NS      | $341979.06    | 0.03%             | 2032-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                                | KIKCN 10.75 06/30/32 144A                                                         | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | NS      | $704752.13    | 0.06%             | 2032-06-30      | Fixed         | 10.75%                | 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      | $1271902.13   | 0.10%             | 2032-05-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                  | BKO 2.2 03/11/27 2Y                                                               | CUSIP: D2S1KZAA8<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    730000 | NS      | $864850.44    | 0.07%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                        | VENZ 7.65 04/21/25                                                                | CUSIP: P97497TZ7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    510000 | NS      | $81855.00     | 0.01%             | 2025-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4939031<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56617 | NS      | $56545.92     | 0.00%             | 2027-08-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4939155<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239343 | NS      | $240439.94    | 0.02%             | 2030-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4663615<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    518240 | NS      | $518564.08    | 0.04%             | 2028-06-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4679157<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522375 | NS      | $518457.19    | 0.04%             | 2029-10-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TMF GROUPS                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4950277<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257308 | NS      | $257629.31    | 0.02%             | 2028-05-03      | 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        |    239395 | NS      | $240517.77    | 0.02%             | 2028-12-06      | 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        |     49626 | NS      | $49625.62     | 0.00%             | 2029-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS INC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4742187<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167230 | NS      | $91976.64     | 0.01%             | 2028-08-02      | Fixed         | 0.00%                 | 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      | $192822.27    | 0.02%             | 2028-07-06      | Fixed         | 4.62%                 | 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      | $289492.16    | 0.02%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4985331<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30337 | NS      | $30306.95     | 0.00%             | 2028-08-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS                                                                         | CORPORATE TERM LOAN                                                               | CUSIP: BL4985349<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2370046 | NS      | $2366095.47   | 0.20%             | 2031-01-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4754489<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    574489 | NS      | $576642.94    | 0.05%             | 2031-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAGGAER LLC                                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL4761591<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | NS      | $471909.13    | 0.04%             | 2031-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                          | UKRAIN 0 02/01/35 REGS                                                            | CUSIP: X5S0056B2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1119023 | NS      | $514846.01    | 0.04%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                      | SUNAC 6 09/30/25 144A                                                             | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     59326 | NS      | $7193.23      | 0.00%             | 2025-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4989556<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427950 | NS      | $428752.41    | 0.04%             | 2032-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NAB HOLDINGS LLC                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4995827<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    524348 | NS      | $517957.28    | 0.04%             | 2028-11-24      | Fixed         | 0.00%                 | 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      | $1274872.32   | 0.11%             | 2038-06-11      | Fixed         | 6.75%                 | 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      | $687577.25    | 0.06%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CUBE A&D BUYER INC                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4769198<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | NS      | $356331.25    | 0.03%             | 2031-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNTERSTOWN                                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL4793925<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144275 | NS      | $143986.45    | 0.01%             | 2031-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL5093325<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | NS      | $235685.50    | 0.02%             | 2032-05-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL5133840<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | NS      | $104485.50    | 0.01%             | 2028-08-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4794030<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | NS      | $285623.59    | 0.02%             | 2031-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL4795524<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | NS      | $545567.88    | 0.05%             | 2031-12-10      | 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      | $4980.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                            | OMAN 6 08/01/29 REGS                                                              | CUSIP: M75242BK8<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   2115000 | NS      | $2214244.25   | 0.18%             | 2029-08-01      | Fixed         | 6.00%                 | 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        |    129229 | NS      | $115126.88    | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (REPUBLIC OF)                                                                        | SENIOR UNSECURED NOTES                                                            | CUSIP: YS0721615<br>LEI: N/A                  | Long             | DBT              | CORP              | LK        |    131870 | NS      | $106155.35    | 0.01%             | 2033-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4804573<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    596606 | NS      | $577514.50    | 0.05%             | 2029-06-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROJECT RUBY ULTIMATE PARENT C                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4807675<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    467196 | NS      | $467585.28    | 0.04%             | 2028-03-10      | Fixed         | 0.00%                 | 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      | $204602.50    | 0.02%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                      | PDVSA 6 05/16/24 REGS                                                             | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |   5373000 | NS      | $672664.88    | 0.06%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Land Treasure IV Ltd.                                                               | SINOCE 4.75 01/14/30                                                              | CUSIP: G816C6AD7<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    400000 | NS      | $32005.60     | 0.00%             | 2030-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4808905<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139298 | NS      | $139454.95    | 0.01%             | 2031-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL4811826<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412920 | NS      | $412891.31    | 0.03%             | 2031-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Cameroon (Republic of)                                                                         | REPCAM 9.5 07/31/31 7Y                                                            | CUSIP: V58014AC1<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |   1081000 | NS      | $1003913.88   | 0.08%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Ukraine (Republic of)                                                                          | UKRAIN 1.75 02/01/35 REGS                                                         | CUSIP: X5S0055X5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    446860 | NS      | $225293.85    | 0.02%             | 2035-02-01      | Variable      | 1.75%                 | 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      | $1163166.99   | 0.10%             | 2032-12-01      | Fixed         | 6.88%                 | 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      | $452255.18    | 0.04%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                          | ROMANI 6.25 09/10/34 144A                                                         | CUSIP: X7360WDK5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1180000 | NS      | $1402473.48   | 0.12%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Romania (Republic Of)                                                                          | ROMANI 5.875 07/11/32 144A                                                        | CUSIP: X7360WDM1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3180000 | NS      | $3762535.76   | 0.31%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                      | SUNAC 6.75 09/30/28 144A                                                          | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    179282 | NS      | $21737.96     | 0.00%             | 2028-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                          | ROMANI 5.625 02/22/36 REGS                                                        | CUSIP: X7360WCV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    890000 | NS      | $997649.25    | 0.08%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4811990<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1203706 | NS      | $1202611.75   | 0.10%             | 2030-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DECHRA FINANCE US LLC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL4814887<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | NS      | $576078.13    | 0.05%             | 2031-12-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIMON & SCHUSTER                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4871655<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530994 | NS      | $533649.19    | 0.04%             | 2030-10-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL4939429<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | NS      | $565282.50    | 0.05%             | 2028-06-21      | 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        |    580000 | NS      | $574562.50    | 0.05%             | 2031-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4984979<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    457354 | NS      | $457353.75    | 0.04%             | 2029-08-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4985315<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    558484 | NS      | $558193.00    | 0.05%             | 2028-12-11      | 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        |    552986 | NS      | $551603.19    | 0.05%             | 2029-02-01      | Fixed         | 0.00%                 | 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      | $425177.97    | 0.04%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                 | MS V5.831 04/19/35                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1590000 | NS      | $1665778.07   | 0.14%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MVW LLC 2024-1                                                                                 | MVWOT 2024-1A A                                                                   | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    958932 | NS      | $976211.25    | 0.08%             | 2043-02-20      | Fixed         | 5.32%                 | 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      | $912732.76    | 0.08%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MGMT US CORP                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4995256<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    548339 | NS      | $547995.88    | 0.05%             | 2028-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCLINE FM HOLDINGS LLC                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL5049871<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    628831 | NS      | $630795.75    | 0.05%             | 2030-06-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                        | NBR 7.375 05/15/27 144A                                                           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1315000 | NS      | $1298559.62   | 0.11%             | 2027-05-15      | Fixed         | 7.38%                 | 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      | $1063088.50   | 0.09%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL5105350<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | NS      | $180000.00    | 0.01%             | 2032-05-24      | 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        |    210000 | NS      | $210787.50    | 0.02%             | 2032-06-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Petroleum Corp                                                                   | IPCOSS 7.25 02/01/27                                                              | CUSIP: C4731DAA4<br>LEI: 54930025D80LU0SMR645 | Long             | DBT              | CORP              | CA        |   1120000 | NS      | $1120700.00   | 0.09%             | 2027-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd.                                                                      | AGILE 6.05 10/13/25                                                               | CUSIP: G0119AAE8<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    430000 | NS      | $25112.00     | 0.00%             | 2025-10-13      | Fixed         | 6.05%                 | 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      | $8815.00      | 0.00%             | 2025-07-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                      | KAISAG 9.375 06/30/24                                                             | CUSIP: G52132AU4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1015000 | NS      | $43137.50     | 0.00%             | 2024-06-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd.                                                                     | SHIMAO 3.45 01/11/31                                                              | CUSIP: G81269AB1<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    400000 | NS      | $19696.00     | 0.00%             | 2031-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                          | UKRAIN 1.75 02/01/36 REGS                                                         | CUSIP: X5S0056C0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     58769 | NS      | $28388.12     | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | 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      | $828321.47    | 0.07%             | 2053-09-13      | Fixed         | 6.25%                 | 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      | $266828.84    | 0.02%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                 | MBONO 7.75 11/23/34 M                                                             | CUSIP: P4R07XEY8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  58200000 | NS      | $2827326.89   | 0.23%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Corporacion Nacional del Cobre de Chile                                                        | CDEL 6.44 01/26/36 REGS                                                           | CUSIP: P3143NBT0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    358000 | NS      | $374480.44    | 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        |    240000 | NS      | $238488.00    | 0.02%             | 2040-02-19      | Fixed         | 7.88%                 | 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        |    508000 | NS      | $497601.25    | 0.04%             | 2034-06-26      | Fixed         | 6.40%                 | 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        |    420000 | NS      | $419874.00    | 0.03%             | 2033-09-26      | Fixed         | 5.48%                 | 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      | $1252997.38   | 0.10%             | 2030-11-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                  | NFLX 3.625 05/15/27                                                               | CUSIP: U74079AK7<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    300000 | NS      | $361134.38    | 0.03%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                      | SUNAC 6.25 09/30/26 144A                                                          | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     59471 | NS      | $7210.81      | 0.00%             | 2027-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                            | GHANA 0 07/03/26 REGS                                                             | CUSIP: V3R60FEK6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      7296 | NS      | $7069.78      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (REPUBLIC OF)                                                                        | SENIOR UNSECURED NOTES                                                            | CUSIP: YS0765125<br>LEI: N/A                  | Long             | DBT              | CORP              | LK        |     62826 | NS      | $58761.93     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PALISADES MORTGAGE LOAN TRUST                                                                  | PALI 2021-RTL1 A1                                                                 | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90003 | NS      | $89605.26     | 0.01%             | 2026-06-25      | Fixed         | 2.86%                 | 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      | $924497.88    | 0.08%             | 2037-07-15      | Floating      | 5.86%                 | 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      | $418621.30    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | 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      | $293675.03    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                             | PERU 3 01/15/34                                                                   | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1115000 | NS      | $933812.50    | 0.08%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                            | PEMEX 7.69 01/23/50                                                               | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    600000 | NS      | $471951.13    | 0.04%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                          | PETMK 5.848 04/03/55 144A                                                         | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    911000 | NS      | $923758.31    | 0.08%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                      | PHILIP 4.75 03/05/35                                                              | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    907000 | NS      | $888682.97    | 0.07%             | 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      | $1648651.22   | 0.14%             | 2031-04-15      | Fixed         | 4.25%                 | 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      | $473150.07    | 0.04%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                            | GHANA 0 01/03/30 REGS                                                             | CUSIP: V3R60FEP5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     15310 | NS      | $12809.83     | 0.00%             | 2030-01-03      | None          | 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      | $178298.63    | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | 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      | $329514.31    | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                             | POST 6.25 02/15/32 144A                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    875000 | NS      | $899223.70    | 0.07%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL1 LLC                                                                             | PRET 2025-NPL1 A1                                                                 | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1280755 | NS      | $1284836.13   | 0.11%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                                                             | PROG 2021-SFR4 E1                                                                 | CUSIP: 74333EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $98120.94     | 0.01%             | 2038-05-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                                                             | PROG 2021-SFR4 E2                                                                 | CUSIP: 74333EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | NS      | $98090.60     | 0.01%             | 2038-05-19      | Fixed         | 2.56%                 | 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      | $140407.36    | 0.01%             | 2038-07-19      | Fixed         | 2.21%                 | 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      | $91455.96     | 0.01%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-2 LLC                                                                                | PRPM 2024-2 A1                                                                    | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405115 | NS      | $405850.19    | 0.03%             | 2029-03-25      | Variable      | 7.03%                 | 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      | $788853.75    | 0.07%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RCO VII MORTGAGE LLC 2025-3                                                                    | RCO 2025-3 A1                                                                     | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520065 | NS      | $515401.34    | 0.04%             | 2030-05-27      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                           | ROCC 2024-CNTR A                                                                  | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | NS      | $992295.63    | 0.08%             | 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        |   1788000 | NS      | $1582773.38   | 0.13%             | 2055-04-20      | Fixed         | 4.97%                 | 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      | $1599659.97   | 0.13%             | 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      | $816651.00    | 0.07%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1 LTD                                                                                | SLAM 2025-1A A                                                                    | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | NS      | $269467.53    | 0.02%             | 2050-05-15      | Fixed         | 5.81%                 | 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        |    691000 | NS      | $680286.89    | 0.06%             | 2028-04-01      | Fixed         | 4.88%                 | 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        |    238314 | NS      | $232561.61    | 0.02%             | 2037-06-15      | Fixed         | 2.84%                 | 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      | $999033.31    | 0.08%             | 2034-03-20      | Fixed         | 5.40%                 | 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      | $220206.22    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                         | STANLN V3.265 02/18/36 144A                                                       | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    360000 | NS      | $324421.34    | 0.03%             | 2036-02-18      | Fixed         | 3.27%                 | 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        |    318817 | NS      | $144856.84    | 0.01%             | 2048-02-20      | Fixed         | 3.15%                 | 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        |    309924 | NS      | $293426.31    | 0.02%             | 2055-01-30      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                          | BELL 2016-1A A23                                                                  | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1321875 | NS      | $1321854.26   | 0.11%             | 2046-05-25      | Fixed         | 4.97%                 | 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      | $1730116.13   | 0.14%             | 2034-03-30      | Fixed         | 6.50%                 | 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      | $130792.68    | 0.01%             | 2039-02-25      | Variable      | 6.60%                 | 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        |    424783 | NS      | $429806.13    | 0.04%             | 2032-08-25      | Fixed         | 6.79%                 | 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      | $1003308.13   | 0.08%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                               | Paramount Global CLASS B COM                                                      | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     19768 | NS      | $255007.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Solar Fin V 2018                                                                        | VSLR 2018-1A A                                                                    | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329343 | NS      | $311793.28    | 0.03%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| VOLT XCVI LLC                                                                                  | VOLT 2021-NPL5 A1                                                                 | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10683 | NS      | $10679.61     | 0.00%             | 2051-03-27      | Variable      | 6.12%                 | 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        |     96975 | NS      | $97023.55     | 0.01%             | 2029-12-17      | Fixed         | 5.22%                 | 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        |    755000 | NS      | $683415.50    | 0.06%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                 | WES 5.3 03/01/48                                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    280000 | NS      | $233661.50    | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | 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      | $666354.44    | 0.05%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                         | TNL 4.5 04/01/27                                                                  | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     50000 | NS      | $50443.82     | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | 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      | $2246694.82   | 0.19%             | 2032-07-31      | Fixed         | 6.12%                 | 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      | $707750.81    | 0.06%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                          | ECUA 6.9 07/31/30 REGS                                                            | CUSIP: P8054QBA0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1760899 | NS      | $1527579.88   | 0.13%             | 2030-07-31      | Variable      | 6.90%                 | 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      | $278133.25    | 0.02%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS CO INC                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL3560150<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | NS      | $520065.00    | 0.04%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL3580315<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    504742 | NS      | $449536.09    | 0.04%             | 2028-04-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL3640705<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    664708 | NS      | $642939.19    | 0.05%             | 2028-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4353902<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517147 | NS      | $510682.97    | 0.04%             | 2030-07-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                       | CORPORATE TERM LOAN                                                               | CUSIP: BL4666196<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650821 | NS      | $637804.88    | 0.05%             | 2029-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                                                                                | CORPORATE TERM LOAN                                                               | CUSIP: BL4730091<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | NS      | $225168.75    | 0.02%             | 2031-09-12      | 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        |    383570 | NS      | $61371.28     | 0.01%             | 2028-08-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4749950<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | NS      | $206025.00    | 0.02%             | 2031-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP HOLDINGS                                                                  | CORPORATE TERM LOAN                                                               | CUSIP: BL4755205<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169575 | NS      | $169221.78    | 0.01%             | 2031-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LERNEN US FINCO LLC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4766855<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402978 | NS      | $405496.16    | 0.03%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VIANT MEDICAL HOLDINGS INC                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4782654<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    524835 | NS      | $519423.06    | 0.04%             | 2031-10-16      | 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      | $405900.00    | 0.03%             | 2031-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON LLP                                                                             | CORPORATE TERM LOAN                                                               | CUSIP: BL4874162<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9502 | NS      | $9490.56      | 0.00%             | 2031-05-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4985299<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    614200 | NS      | $609401.87    | 0.05%             | 2031-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COTIVITI HOLDINGS INC                                                                          | CORPORATE TERM LOAN                                                               | CUSIP: BL5002300<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | NS      | $422875.00    | 0.03%             | 2032-02-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW LLC                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL5018546<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    482574 | NS      | $483479.34    | 0.04%             | 2031-09-26      | 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        |  28600000 | NS      | $1183716.75   | 0.10%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| GACI First Investment Co.                                                                      | PIFKSA 4.875 02/14/35                                                             | CUSIP: G3705QAF4<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    565000 | NS      | $552965.50    | 0.05%             | 2035-02-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                             | DOMREP 6.95 03/15/37 REGS                                                         | CUSIP: P3579ECW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1219000 | NS      | $1239357.29   | 0.10%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                          | UKRAIN 1.75 02/01/29 REGS                                                         | CUSIP: X5S0055V9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    107444 | NS      | $65422.49     | 0.01%             | 2029-02-01      | Variable      | 1.75%                 | 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      | $14577.27     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | 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      | $43280.12     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | 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      | $198624.59    | 0.02%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                      | SUNAC 7.25 09/30/30 144A                                                          | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |     84635 | NS      | $10262.02     | 0.00%             | 2030-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                            | GHANA 5 07/03/29 REGS                                                             | CUSIP: V3R60FEL4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     73568 | NS      | $68986.29     | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Gabonese (Republic of)                                                                         | GABON 9.5 02/18/29 4Y                                                             | CUSIP: V36284AA1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | GA        |    200000 | NS      | $182695.03    | 0.02%             | 2029-02-18      | Fixed         | 9.50%                 | 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      | $911037.31    | 0.08%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aaset 2024-2 Ltd.                                                                              | AASET 2024-2A A                                                                   | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1104867 | NS      | $1121949.13   | 0.09%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                      | AER 3.4 10/29/33                                                                  | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   2425000 | NS      | $2138458.71   | 0.18%             | 2033-10-29      | Fixed         | 3.40%                 | 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      | $273705.25    | 0.02%             | 2032-02-01      | Fixed         | 6.62%                 | 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        |   1300000 | NS      | $1296462.63   | 0.11%             | 2028-06-15      | Fixed         | 4.77%                 | 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      | $1025036.00   | 0.08%             | 2030-11-19      | Fixed         | 2.55%                 | 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      | $116201.99    | 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        |   1425000 | NS      | $1346851.00   | 0.11%             | 2037-03-16      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                             | BX 2025-ROIC C                                                                    | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | NS      | $1050725.00   | 0.09%             | 2042-02-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                      | BCP V3.125 07/01/30 144A                                                          | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    823000 | NS      | $823000.00    | 0.07%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corporation                                                                       | BE 3 06/01/28                                                                     | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     59000 | NS      | $87261.00     | 0.01%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                             | BA 5.15 05/01/30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1035000 | NS      | $1053733.00   | 0.09%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                   | BRAZIL 7.125 05/13/54                                                             | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1026000 | NS      | $981258.60    | 0.08%             | 2054-05-13      | Fixed         | 7.12%                 | 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      | $266789.06    | 0.02%             | 2035-04-24      | Fixed         | 5.79%                 | 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      | $2458462.50   | 0.20%             | 2042-03-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                                           | CLIF 2025-R A                                                                     | CUSIP: 12572DAA2<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    600000 | NS      | $592200.00    | 0.05%             | 2050-06-21      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| COLT 2023-4 MORTGAGE LOAN TRUST                                                                | COLT 2023-4 A1                                                                    | CUSIP: 12598WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148305 | NS      | $150633.81    | 0.01%             | 2068-10-25      | Variable      | 7.16%                 | 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      | $1132411.10   | 0.09%             | 2030-12-01      | Fixed         | 4.62%                 | 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      |
| Clarios Global LP / Clarios US Finance Company Inc                                             | POWSOL 6.75 02/15/30 144A                                                         | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     35000 | NS      | $36392.55     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Costar Group Inc                                                                               | CSGP 2.8 07/15/30 144A                                                            | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1272000 | NS      | $1149304.54   | 0.09%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2                                                            | CAALT 2024-1A C                                                                   | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | NS      | $175288.52    | 0.01%             | 2034-07-17      | Fixed         | 6.71%                 | 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        |    985000 | NS      | $965880.97    | 0.08%             | 2030-02-01      | Fixed         | 8.88%                 | 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      | $1116656.32   | 0.09%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                 | SATS 3.875 11/30/30                                                               | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1025532 | NS      | $1207563.88   | 0.10%             | 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      | $172103.14    | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | 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      | $883520.32    | 0.07%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc.                                                                      | FG 6.5 06/04/29                                                                   | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1130000 | NS      | $1165118.38   | 0.10%             | 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      | $933899.95    | 0.08%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FN MA5072                                                                         | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1184147 | NS      | $1185741.75   | 0.10%             | 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      | $863916.42    | 0.07%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2020-SFR2 D                                                                   | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | NS      | $764295.63    | 0.06%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FKH 2021-SFR1 D                                                                   | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | NS      | $486909.09    | 0.04%             | 2038-08-19      | Fixed         | 2.19%                 | 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        |     95963 | NS      | $100324.62    | 0.01%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Gabonese (Republic of)                                                                         | GABON 6.625 02/06/31 144A                                                         | CUSIP: 362420AD3<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | GA        |   1078000 | NS      | $856661.50    | 0.07%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GITSIT MORTGAGE LOAN TRUST 2024-NPL1                                                           | GITST 2024-NPL1 A1                                                                | CUSIP: 375925AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173211 | NS      | $173217.66    | 0.01%             | 2054-06-25      | Fixed         | 7.47%                 | 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      | $1072500.13   | 0.09%             | 2028-10-06      | Fixed         | 6.12%                 | 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      | $1314733.38   | 0.11%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                    | GBLATL V7.95 10/15/54 144A                                                        | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | NS      | $291501.84    | 0.02%             | 2054-10-15      | Fixed         | 7.95%                 | 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      | $82268.26     | 0.01%             | 2030-06-17      | Fixed         | 5.93%                 | 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      | $782836.25    | 0.06%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                              | HLT 3.625 02/15/32 144A                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    140000 | NS      | $126820.06    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | 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      | $1385701.55   | 0.11%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corporation                                                           | SATS 6.625 08/01/26                                                               | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | NS      | $509125.06    | 0.04%             | 2026-08-01      | Fixed         | 6.62%                 | 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      | $1566008.50   | 0.13%             | 2039-10-07      | Variable      | 5.99%                 | 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      | $718217.19    | 0.06%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                           | JPM V6.5 PERP OO                                                                  | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1910000 | NS      | $1972598.38   | 0.16%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LADAR 2022-1A A                                                                   | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122721 | NS      | $122810.11    | 0.01%             | 2027-06-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| LEGACY MTG TR 2021-GS4                                                                         | LMAT 2021-GS4 A1                                                                  | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85062 | NS      | $85046.21     | 0.01%             | 2060-11-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                     | LDOS 4.375 05/15/30                                                               | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | NS      | $98527.03     | 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      | $376557.72    | 0.03%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                            | LIGPLL 7.25 08/15/32 144A                                                         | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     50000 | NS      | $52622.54     | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAPS TRUST                                                                                     | MAPSL 2021-1A A                                                                   | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215569 | NS      | $203085.20    | 0.02%             | 2046-06-15      | Fixed         | 2.52%                 | 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      | $1419549.38   | 0.12%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                  | MCMLT 2019-GS1 A1                                                                 | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109626 | NS      | $106734.10    | 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      | $539252.75    | 0.04%             | 2030-01-15      | Fixed         | 5.88%                 | 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        |     17989 | NS      | $17044.50     | 0.00%             | 2046-10-17      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                           | NCLH 5.875 03/15/26 144A                                                          | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    102000 | NS      | $102127.49    | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | 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      | $89384.96     | 0.01%             | 2068-10-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                                      | NAVSL 2021-A A                                                                    | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100857 | NS      | $91920.25     | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | 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        |     40000 | NS      | $40738.61     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                         | OCPMR 5.125 06/23/51 144A                                                         | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    130000 | NS      | $98528.95     | 0.01%             | 2051-06-23      | Fixed         | 5.12%                 | 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        |    230000 | NS      | $233248.27    | 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      | $92136.77     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL8 LLC                                                                             | PRET 2024-NPL8 A1                                                                 | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    564720 | NS      | $564967.19    | 0.05%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                    | BRKHEC 5.8 01/15/55                                                               | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    675000 | NS      | $645878.50    | 0.05%             | 2055-01-15      | Fixed         | 5.80%                 | 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      | $329046.47    | 0.03%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRETIUM MTGE CR PTNR 2025-NPL3                                                                 | CMO ADJ SER.2025-NPL3 CL.A1                                                       | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431891 | NS      | $435549.31    | 0.04%             | 2055-04-25      | Fixed         | 6.71%                 | 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      | $326887.76    | 0.03%             | 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        |    282582 | NS      | $282498.72    | 0.02%             | 2029-12-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                                               | QATAR 3.75 04/16/30 144A                                                          | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | NS      | $195957.83    | 0.02%             | 2030-04-16      | Fixed         | 3.75%                 | 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      | $1297880.75   | 0.11%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp. / Sealed Air Corp. US                                                         | SEE 6.5 07/15/32 144A                                                             | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    290000 | NS      | $300516.28    | 0.02%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SIERRA TIMESHARE 2023-3 RECEIVABLES                                                            | SRFC 2023-3A C                                                                    | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112164 | NS      | $115702.69    | 0.01%             | 2040-09-20      | Fixed         | 7.12%                 | 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        |    609614 | NS      | $607984.13    | 0.05%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                      | XYZ 3.5 06/01/31                                                                  | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    525000 | NS      | $481565.86    | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                             | SUBWAY 2024-1A A2II                                                               | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1308425 | NS      | $1340441.00   | 0.11%             | 2054-07-30      | Fixed         | 6.27%                 | 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      | $1765375.13   | 0.15%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                                            | Teva Pharmaceutical Industries Ltd. SPONSORED ADS                                 | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     33867 | NS      | $567610.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc New                                                                              | TDW 9.125 07/15/30 144A                                                           | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    240000 | NS      | $246926.28    | 0.02%             | 2030-07-15      | Fixed         | 9.12%                 | 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      | $853801.71    | 0.07%             | 2046-06-01      | Fixed         | 6.71%                 | 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        |    655000 | NS      | $633030.72    | 0.05%             | 2029-12-01      | Fixed         | 4.50%                 | 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      | $1711910.63   | 0.14%             | 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      | $133216.08    | 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      | $2067016.82   | 0.17%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                   | B 0 12/18/25                                                                      | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7595000 | NS      | $7446201.50   | 0.61%             | 2025-12-18      | None          | 0.00%                 | 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      | $2666592.03   | 0.22%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII LLC 2021-NPL6                                                                       | VOLT 2021-NPL6 A1                                                                 | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68888 | NS      | $68820.06     | 0.01%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                              | VENTGL 6.25 01/15/30 144A                                                         | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    320000 | NS      | $330040.00    | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Viper Energy Inc.                                                                              | VNOM 7.375 11/01/31 144A                                                          | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    275000 | NS      | $291798.41    | 0.02%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wave 2017-1 Llc                                                                                | WAAV 2017-1A A                                                                    | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759285 | NS      | $736522.36    | 0.06%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| WIN WASTE                                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL3571389<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    764569 | NS      | $755585.41    | 0.06%             | 2028-03-27      | 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        |    571805 | NS      | $539498.13    | 0.04%             | 2027-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                                               | CORPORATE TERM LOAN                                                               | CUSIP: BL4566016<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307669 | NS      | $308750.94    | 0.03%             | 2029-08-03      | 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        |    560762 | NS      | $548345.56    | 0.05%             | 2031-06-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STAR US BIDCO LLC                                                                              | CORPORATE TERM LOAN                                                               | CUSIP: BL4754364<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | NS      | $0.23         | 0.00%             | 2027-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DYNAMO US BIDCO INC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4761674<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119400 | NS      | $119586.50    | 0.01%             | 2031-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LSF12 CROWN US COMMERCIAL                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL4778603<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | NS      | $602625.00    | 0.05%             | 2031-10-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4783066<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68488 | NS      | $10278.34     | 0.00%             | 2031-10-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4791283<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    473200 | NS      | $474161.06    | 0.04%             | 2028-11-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                                     | CORPORATE TERM LOAN                                                               | CUSIP: BL4793990<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370625 | NS      | $370277.00    | 0.03%             | 2030-06-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN ENTERTAINMENT                                                                   | CORPORATE TERM LOAN                                                               | CUSIP: BL4795540<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201914 | NS      | $196739.66    | 0.02%             | 2029-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                            | CORPORATE TERM LOAN                                                               | CUSIP: BL4809515<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080625 | NS      | $1078823.75   | 0.09%             | 2031-06-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                 | CORPORATE TERM LOAN                                                               | CUSIP: BL4813392<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    273618 | NS      | $273911.13    | 0.02%             | 2031-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                                                                           | CORPORATE TERM LOAN                                                               | CUSIP: BL4853604<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494663 | NS      | $495487.94    | 0.04%             | 2031-05-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                                      | CORPORATE TERM LOAN                                                               | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    173311 | NS      | $173743.98    | 0.01%             | 2030-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES                                                                        | CORPORATE TERM LOAN                                                               | CUSIP: BL4978609<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | NS      | $0.08         | 0.00%             | 2028-10-05      | 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      | $76757.85     | 0.01%             | 2032-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                                                                    | CORPORATE TERM LOAN                                                               | CUSIP: BL5019718<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | NS      | $553612.50    | 0.05%             | 2032-03-08      | 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      | $590909.38    | 0.05%             | 2032-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                      | SUNAC 7 09/30/29 144A                                                             | CUSIP: G8569ABP0<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    179716 | NS      | $21790.54     | 0.00%             | 2029-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                              | YUZHOU 8.3 05/27/25                                                               | CUSIP: G9884TAQ4<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | NS      | $14500.00     | 0.00%             | 2025-05-27      | Fixed         | 8.30%                 | 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      | $170838.25    | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | 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        |    177000 | NS      | $170805.00    | 0.01%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                              | LEBAN 7 03/23/32 15YR                                                             | CUSIP: M6S21BAQ6<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    758000 | NS      | $142125.00    | 0.01%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (REPUBLIC OF)                                                                        | SENIOR UNSECURED NOTES                                                            | CUSIP: YS0764847<br>LEI: N/A                  | Long             | DBT              | CORP              | LK        |    771042 | NS      | $526236.17    | 0.04%             | 2035-06-15      | Fixed         | 3.60%                 | 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      | $8075.00      | 0.00%             | 2025-04-28      | Fixed         | 7.25%                 | 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      | $619640.31    | 0.05%             | 2029-09-15      | Fixed         | 7.38%                 | 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      | $553736.31    | 0.05%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-20

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

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

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