# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001136
**Filing Date:** 2025-8
**Character Count:** 1398296
**Document Hash:** e1cd07c4d4dbe8f4c1a725fc37a055e7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001136.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001136

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251266025

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $1623607725.22

**Total Liabilities:** $164056666.60

**Net Assets:** $1459551058.62

**Delayed Delivery Securities:** $135868086.51

**Cash Not Reported:** $1899382.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -532.778176537160 | **1-Year:** -14527.280525876520 | **5-Year:** -67371.040221164020 | **10-Year:** -117667.724932267174 | **30-Year:** -195257.555412885701

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

- **3-Month:** -194.372291133209 | **1-Year:** -9236.773071089393 | **5-Year:** -40977.380322728949 | **10-Year:** -18089.559647218271 | **30-Year:** -9024.763949516270

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004648 | 0.08%                | -0.40%               | 1.69%                |
| Class ID C000067979 | 0.15%                | -0.46%               | 1.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12770995.87            | $7830086.15                                |
| Month 2  | $-346637.47              | $-10670918.82                              |
| Month 3  | $-1321760.38             | $20698400.33                               |

**Designated Index Information**

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

- **Index Identifier:** LHMN0001

### Schedule of Portfolio Investments

| Name                                                                                     | Title                                                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    303000 | PA      | $298218.05    | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1346707.99   | 0.09%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Crown Americas LLC                                                                       | Crown Americas LLC                                                                       | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135935.13    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                         | DLLAA 2023-1 LLC                                                                         | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27269 | PA      | $27297.33     | 0.00%             | 2026-07-20      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                         | DLLAA 2023-1 LLC                                                                         | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    258000 | PA      | $261009.13    | 0.02%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                    | DB Master Finance LLC                                                                    | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    361875 | PA      | $348341.42    | 0.02%             | 2026-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1 LLC                                                                         | DLLAD 2023-1 LLC                                                                         | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262419 | PA      | $262954.95    | 0.02%             | 2027-03-22      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X8ES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60202 | PA      | $52024.81     | 0.00%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X8GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14879 | PA      | $13283.04     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X8S81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     81859 | PA      | $70828.72     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                           | ZF North America Capital, Inc.                                                           | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50805.73     | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Zambia                                                     | Government of the Republic of Zambia                                                     | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | US        |     12492 | PA      | $11430.59     | 0.00%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Zambia                                                     | Government of the Republic of Zambia                                                     | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | US        |    168834 | PA      | $113962.95    | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Ziggo B.V.                                                                               | Ziggo B.V.                                                                               | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51370.02     | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Accelerated Health Systems, LLC                                                          | Accelerated Health Systems, LLC                                                          | CUSIP: 04747LAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97864 | PA      | $66498.49     | 0.00%             | 2029-02-01      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Olaplex, Inc                                                                             | Olaplex, Inc                                                                             | CUSIP: 67936UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22589 | PA      | $21726.11     | 0.00%             | 2029-02-17      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                                       | TKC Holdings, Inc.                                                                       | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140521 | PA      | $131035.48    | 0.01%             | 2027-02-14      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                              | Hexion Holdings Corporation                                                              | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4881.25      | 0.00%             | 2030-02-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                              | Hexion Holdings Corporation                                                              | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49412 | PA      | $48238.23     | 0.00%             | 2030-02-09      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                               | Weber-Stephen Products LLC                                                               | CUSIP: 94767KAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94474 | PA      | $94025.07     | 0.01%             | 2027-10-30      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4948.95      | 0.00%             | 2029-03-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246907 | PA      | $244386.25    | 0.02%             | 2029-03-17      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                                                 | Vertiv Group Corporation                                                                 | CUSIP: 92537EAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187040 | PA      | $187178.89    | 0.01%             | 2027-03-02      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                          | ABG Intermediate Holdings 2 LLC                                                          | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    803128 | PA      | $802060.21    | 0.05%             | 2028-12-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Prairie ECI Acquiror LP                                                                  | Prairie ECI Acquiror LP                                                                  | CUSIP: 73955HAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54315 | PA      | $54602.98     | 0.00%             | 2029-08-01      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                                           | Core & Main LP                                                                           | CUSIP: 40416VAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49364 | PA      | $49385.23     | 0.00%             | 2031-02-09      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                             | Organon & Co                                                                             | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159226 | PA      | $156173.48    | 0.01%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Crown Equipment Corporation                                                              | Crown Equipment Corporation                                                              | CUSIP: 22834HAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79862 | PA      | $79662.84     | 0.01%             | 2031-10-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                                        | Rockpoint Gas Storage Partners LP                                                        | CUSIP: 77381HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104475 | PA      | $104784.25    | 0.01%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                                        | Rockpoint Gas Storage Partners LP                                                        | CUSIP: 77381HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69650 | PA      | $69856.16     | 0.00%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                                          | Natgasoline LLC                                                                          | CUSIP: 63232EAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    322806 | PA      | $319981.46    | 0.02%             | 2030-03-25      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                               | Corebridge Financial, Inc.                                                               | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    420000 | PA      | $414684.23    | 0.03%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                               | Corebridge Financial, Inc.                                                               | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1401011.84   | 0.10%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                               | Corebridge Financial, Inc.                                                               | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    111000 | PA      | $93181.77     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Coreweave, Inc.                                                                          | Coreweave, Inc.                                                                          | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143132.76    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan, The Government of                                       | The Hashemite Kingdom of Jordan, The Government of                                       | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $53025.00     | 0.00%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Kilroy Realty, L.P.                                                                      | Kilroy Realty, L.P.                                                                      | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    925000 | PA      | $917461.16    | 0.06%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                                                       | HAT Holdings I LLC                                                                       | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    173000 | PA      | $169169.78    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | Healthcare Realty Holdings, L.P.                                                         | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    201000 | PA      | $198533.75    | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                      | Kinetik Holdings LP                                                                      | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70618.86     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                      | Kinetik Holdings LP                                                                      | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153413.07    | 0.01%             | 2028-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Ministry of Defence State of Israel                                                      | Ministry of Defence State of Israel                                                      | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $87408.99     | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Israel, State of                                                                         | Israel, State of                                                                         | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $184569.60    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.                                                    | Kingston Airport Revenue Finance Ltd.                                                    | CUSIP: 49647QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201754.12    | 0.01%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kobe Us Midco 2 Incorporated                                                             | Kobe Us Midco 2 Incorporated                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234703 | PA      | $210084.92    | 0.01%             | 2026-11-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                        | Ivanhoe Mines Ltd                                                                        | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279337.48    | 0.02%             | 2030-01-23      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-NQM2                                                     | J.P. Morgan Mortgage Trust 2025-NQM2                                                     | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196558 | PA      | $197680.69    | 0.01%             | 2029-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                                                       | Kohl's Corporation                                                                       | CUSIP: 500255AU8<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59940.80     | 0.00%             | 2025-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                                       | Kosmos Energy Ltd.                                                                       | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105964.66    | 0.01%             | 2026-04-04      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Food Company                                                                     | JBS USA Food Company                                                                     | CUSIP: 46590XAL0<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89219.55     | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                                     | JBS USA Food Company                                                                     | CUSIP: 46590XAP1<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $4622781.50   | 0.32%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                                       | Kosmos Energy Ltd.                                                                       | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102827.07    | 0.01%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                                       | Kosmos Energy Ltd.                                                                       | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26647.18     | 0.00%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Food Company                                                                     | JBS USA Food Company                                                                     | CUSIP: 46590XAS5<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1155262.59   | 0.08%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                                     | JBS USA Food Company                                                                     | CUSIP: 46590XAU0<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $192116.53    | 0.01%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                                       | Kosmos Energy Ltd.                                                                       | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    355000 | PA      | $268962.03    | 0.02%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Kronos Acquisition Holdings Inc                                                          | Kronos Acquisition Holdings Inc                                                          | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $99892.76     | 0.01%             | 2031-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Food Company                                                                     | JBS USA Food Company                                                                     | CUSIP: 46590XAZ9<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |    515000 | PA      | $525809.23    | 0.04%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                          | Kronos Acquisition Holdings Inc                                                          | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $40069.67     | 0.00%             | 2032-06-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: —       |
| LGI Homes, Inc.                                                                          | LGI Homes, Inc.                                                                          | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53647.84     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| LGI Homes, Inc.                                                                          | LGI Homes, Inc.                                                                          | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62363.44     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                               | Medco Maple Tree Pte. Ltd.                                                               | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260177.04    | 0.02%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| Pediatrix Medical Group, Inc.                                                            | Pediatrix Medical Group, Inc.                                                            | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $108765.92    | 0.01%             | 2030-02-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                          | LGI Homes, Inc.                                                                          | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128522.56    | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LCPR Senior Secured Financing Designated Activity Company                                | LCPR Senior Secured Financing Designated Activity Company                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | US        |    172000 | PA      | $115593.40    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LCPR Senior Secured Financing Designated Activity Company                                | LCPR Senior Secured Financing Designated Activity Company                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | US        |    121000 | PA      | $71892.77     | 0.00%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| LFS Topco LLC                                                                            | LFS Topco LLC                                                                            | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49147.04     | 0.00%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower, LP                                                                     | Medline Borrower, LP                                                                     | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    361000 | PA      | $370626.58    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                                              | Merchants Fleet Funding LLC                                                              | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-CBDO         | CORP              | US        |    349435 | PA      | $352006.61    | 0.02%             | 2026-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                           | LD Celulose International GmbH                                                           | CUSIP: 50206BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209818.83    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                                     | Ladder Capital Finance Holdings LLLP                                                     | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9995.36      | 0.00%             | 2025-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                                     | Ladder Capital Finance Holdings LLLP                                                     | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63273.33     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Lippert Colipper                                                                         | Lippert Colipper                                                                         | CUSIP: 53631HAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84788 | PA      | $84787.50     | 0.01%             | 2032-03-18      | Floating      | 6.83%                 | No            |                  3 | On Loan: No      |
| Celsius Holdings, Inc                                                                    | Celsius Holdings, Inc                                                                    | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $110522.50    | 0.01%             | 2032-03-21      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                      | Clydesdale Acquisition Holdings Inc                                                      | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    294845 | PA      | $293536.25    | 0.02%             | 2032-03-27      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                      | Clydesdale Acquisition Holdings Inc                                                      | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4977.80      | 0.00%             | 2032-03-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                                     | Methanex Corporation                                                                     | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159312.41    | 0.01%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                                     | Methanex Corporation                                                                     | CUSIP: 59151LAA4<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179392.28    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                      | Clydesdale Acquisition Holdings Inc                                                      | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       155 | PA      | $153.95       | 0.00%             | 2032-03-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding, Inc.                                                           | Vista Management Holding, Inc.                                                           | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2031-03-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding, Inc.                                                           | Vista Management Holding, Inc.                                                           | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82641 | PA      | $82779.27     | 0.01%             | 2031-03-27      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding, Inc.                                                           | Vista Management Holding, Inc.                                                           | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22359 | PA      | $22396.07     | 0.00%             | 2031-03-27      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                                   | Level 3 Financing Inc.                                                                   | CUSIP: 52729KAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    310000 | PA      | $313165.10    | 0.02%             | 2032-03-20      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550000 | PA      | $529287.00    | 0.04%             | 2030-09-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                       | Millicom International Cellular SA                                                       | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | US        |    126000 | PA      | $124412.43    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                       | Millicom International Cellular SA                                                       | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182500.82    | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor Inc                                                                        | Owens & Minor Inc                                                                        | CUSIP: 69073LAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $119349.60    | 0.01%             | 2030-04-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                          | Madison IAQ LLC                                                                          | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $155327.05    | 0.01%             | 2032-03-26      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                       | Millicom International Cellular SA                                                       | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51214.15     | 0.00%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129782.20    | 0.01%             | 2027-05-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | Del Monte Foods, Inc.                                                                    | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142273 | PA      | $127689.68    | 0.01%             | 2028-11-02      | Floating      | 12.41%                | No            |                  3 | On Loan: No      |
| Naked Juice LLC                                                                          | Naked Juice LLC                                                                          | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107615 | PA      | $106485.31    | 0.01%             | 2029-01-24      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145297.06    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89451.73     | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Mineral Resources Limited                                                                | Mineral Resources Limited                                                                | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40838.46     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                  | Minerva Luxembourg S.A.                                                                  | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81027.18     | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Osttra Group Ltd                                                                         | Osttra Group Ltd                                                                         | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $80240.00     | 0.01%             | 2032-05-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Shift4                                                                                   | Shift4                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $25195.25     | 0.00%             | 2032-05-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Misc Capital Two Labuan Ltd                                                              | Misc Capital Two Labuan Ltd                                                              | CUSIP: 60475DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197345.66    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                                    | Miter Brands Acquisition Holdco, Inc.                                                    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51303.28     | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $80440.00     | 0.01%             | 2032-05-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                                                            | MRP Buyer LLC                                                                            | CUSIP: 55351DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66532 | PA      | $65493.02     | 0.00%             | 2032-05-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ModivCare Inc.                                                                           | ModivCare Inc.                                                                           | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $1710.67      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mohegan Escrow Issuer, LLC                                                               | Mohegan Escrow Issuer, LLC                                                               | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67069.29     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MRP Buyer LLC                                                                            | MRP Buyer LLC                                                                            | CUSIP: 55351DAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8468 | PA      | $8335.48      | 0.00%             | 2032-05-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                                                     | Herschend Entertainment Company, LLC                                                     | CUSIP: 42778EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65000 | PA      | $65392.60     | 0.00%             | 2032-05-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                                                        | Alera Group, Inc.                                                                        | CUSIP: 01451PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $130357.50    | 0.01%             | 2032-05-21      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                                                        | Alera Group, Inc.                                                                        | CUSIP: 01451PAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $106924.65    | 0.01%             | 2033-05-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Mohegan Escrow Issuer, LLC                                                               | Mohegan Escrow Issuer, LLC                                                               | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73311.41     | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                  | Molina Healthcare, Inc.                                                                  | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234108.60    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                                                       | CFC Bidco 2022 Ltd                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    140000 | PA      | $139300.00    | 0.01%             | 2032-05-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ahlstrommunksjo Holdings 3 Oy                                                            | Ahlstrommunksjo Holdings 3 Oy                                                            | CUSIP: 78475BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145000 | PA      | $144456.25    | 0.01%             | 2030-05-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                                         | Mong Duong Finance Holdings B.V.                                                         | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | US        |     88088 | PA      | $85839.09     | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| People's Government of Inner Mongolia Autonomous Region                                  | People's Government of Inner Mongolia Autonomous Region                                  | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    200000 | PA      | $207500.00    | 0.01%             | 2029-06-05      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                                   | Morgan Stanley Capital I Trust 2017-H1                                                   | CUSIP: 61691JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $680674.54    | 0.05%             | 2027-03-17      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-NUGS                                                 | Morgan Stanley Capital I Trust 2019-NUGS                                                 | CUSIP: 61692AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $697595.22    | 0.05%             | 2036-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Flutter Financing B.V.                                                                   | Flutter Financing B.V.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $49937.50     | 0.00%             | 2032-05-22      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00488PAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175000 | PA      | $174781.25    | 0.01%             | 2032-06-07      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149990.13    | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998288.50    | 0.07%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170000 | PA      | $164985.00    | 0.01%             | 2030-09-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith Inc                                                                     | Dotdash Meredith Inc                                                                     | CUSIP: 25849KAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170000 | PA      | $169858.90    | 0.01%             | 2032-06-05      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                                                      | Insulet Corporation                                                                      | CUSIP: 45784QAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217526 | PA      | $218793.96    | 0.01%             | 2031-08-04      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror, LLC                                                          | Hamilton Projects Acquiror, LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15000 | PA      | $15043.80     | 0.00%             | 2031-05-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fusion Buyer LLC                                                                         | Fusion Buyer LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    127592 | PA      | $125040.02    | 0.01%             | 2030-06-06      | Floating      | 12.41%                | No            |                  2 | On Loan: No      |
| Bausch Lomb Corp                                                                         | Bausch Lomb Corp                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    220000 | PA      | $220138.60    | 0.02%             | 2030-12-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp                                                                     | Beacon Mobility Corp                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65964 | PA      | $65881.40     | 0.00%             | 2030-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp                                                                     | Beacon Mobility Corp                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9036 | PA      | $9024.85      | 0.00%             | 2030-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                                     | Reworld Holding Corp                                                                     | CUSIP: 22282GAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46945 | PA      | $46944.95     | 0.00%             | 2028-11-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                                     | Reworld Holding Corp                                                                     | CUSIP: 22282GAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2585 | PA      | $2584.62      | 0.00%             | 2028-11-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4344000 | PA      | $4162561.98   | 0.29%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74386.92     | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sizzling Platter LLC                                                                     | Sizzling Platter LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    105198 | PA      | $102042.08    | 0.01%             | 2032-06-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172407.19    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98790.53     | 0.01%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143973.22    | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40776.56     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72462.89     | 0.00%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                                  | Onemain Financial Issuance Trust 2025-1                                                  | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005425.00   | 0.07%             | 2029-10-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Onesky Flight, LLC                                                                       | Onesky Flight, LLC                                                                       | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98885.64     | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Onity Loan Investment Trust 2024-HB2                                                     | Onity Loan Investment Trust 2024-HB2                                                     | CUSIP: 68278DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148523 | PA      | $148178.83    | 0.01%             | 2027-08-25      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                        | 1261229 B.C. Ltd.                                                                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $186658.30    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Ontario Gaming GTA Limited Partnership                                                   | Ontario Gaming GTA Limited Partnership                                                   | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4018.16      | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                    | Open Text Corporation                                                                    | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96987.63     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                    | Open Text Corporation                                                                    | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |    235000 | PA      | $221422.39    | 0.02%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Open Trust 2023-AIR                                                                      | Open Trust 2023-AIR                                                                      | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198429 | PA      | $198428.76    | 0.01%             | 2025-11-17      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Open Trust 2023-AIR                                                                      | Open Trust 2023-AIR                                                                      | CUSIP: 68373BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372000 | PA      | $372232.47    | 0.03%             | 2025-11-17      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust 2025-B                                                            | Oportun Issuance Trust 2025-B                                                            | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $301061.28    | 0.02%             | 2027-11-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation, S.A.B. de C.V.                                                | Orbia Advance Corporation, S.A.B. de C.V.                                                | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59033.10     | 0.00%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| Orbia Advance Corporation, S.A.B. de C.V.                                                | Orbia Advance Corporation, S.A.B. de C.V.                                                | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204493.34    | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                                            | Organon & Co.                                                                            | CUSIP: 68622FAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     98000 | PA      | $94128.71     | 0.01%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                                            | Organon & Co.                                                                            | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45128.20     | 0.00%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                                            | Organon & Co.                                                                            | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    215000 | PA      | $186654.70    | 0.01%             | 2031-04-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Orlen S A                                                                                | Orlen S A                                                                                | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204960.72    | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OT MidCo Inc.                                                                            | OT MidCo Inc.                                                                            | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $162372.01    | 0.01%             | 2030-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119234.08    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132615.74    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70525.00     | 0.00%             | 2031-09-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| The Republic of Rwanda, Government of                                                    | The Republic of Rwanda, Government of                                                    | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | US        |    120000 | PA      | $101700.00    | 0.01%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA Holdings LLC                                                      | SCIL IV LLC / SCIL USA Holdings LLC                                                      | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $93391.76     | 0.01%             | 2026-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SBA Towers, LLC                                                                          | SBA Towers, LLC                                                                          | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    365000 | PA      | $359865.84    | 0.02%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                                          | SBA Towers, LLC                                                                          | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    279000 | PA      | $262551.61    | 0.02%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32147.12     | 0.00%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SLM Corporation                                                                          | SLM Corporation                                                                          | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94308.74     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1 Ltd                                                                          | SLAM 2025-1 Ltd                                                                          | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    605000 | PA      | $615199.45    | 0.04%             | 2032-05-15      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                 | SREIT Commercial Mortgage Trust 2021-MFP                                                 | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1437774 | PA      | $1436875.80   | 0.10%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                 | SREIT Commercial Mortgage Trust 2021-MFP                                                 | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530987 | PA      | $530654.66    | 0.04%             | 2038-11-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                 | SREIT Commercial Mortgage Trust 2021-MFP                                                 | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329665 | PA      | $329458.80    | 0.02%             | 2038-11-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP                                                 | SREIT Commercial Mortgage Trust 2021-MFP                                                 | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216421 | PA      | $216285.77    | 0.01%             | 2038-11-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM Mortgage Trust                                                            | SPGN 2022-TFLM Mortgage Trust                                                            | CUSIP: 78473HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278000 | PA      | $276828.90    | 0.02%             | 2039-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM Mortgage Trust                                                            | SPGN 2022-TFLM Mortgage Trust                                                            | CUSIP: 78473HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $144245.39    | 0.01%             | 2039-02-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Saavi Energia S.a r.l.                                                                   | Saavi Energia S.a r.l.                                                                   | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208064.23    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sable International Finance Limited                                                      | Sable International Finance Limited                                                      | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360487.74    | 0.02%             | 2032-10-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Sabra Health Care Limited Partnership                                                    | Sabra Health Care Limited Partnership                                                    | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1204323.26   | 0.08%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                                 | Safehold GL Holdings LLC                                                                 | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53760.70     | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                                 | Safehold GL Holdings LLC                                                                 | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    131000 | PA      | $114029.36    | 0.01%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                              | Saks Global Enterprises LLC                                                              | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $64408.79     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: —       |
| Sally Holdings, LLC                                                                      | Sally Holdings, LLC                                                                      | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97553.70     | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Samarco Mineracao S/A                                                                    | Samarco Mineracao S/A                                                                    | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | US        |    480423 | PA      | $472559.78    | 0.03%             | 2031-06-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Mesquite Energy, Inc.                                                                    | Mesquite Energy, Inc.                                                                    | CUSIP: 799ESCAK4<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    269000 | PA      | $2690.00      | 0.00%             | 2500-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sapphire Aviation Finance II Limited                                                     | Sapphire Aviation Finance II Limited                                                     | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    434075 | PA      | $413890.43    | 0.03%             | 2027-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance II Limited                                                     | Sapphire Aviation Finance II Limited                                                     | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130023 | PA      | $117931.29    | 0.01%             | 2027-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TAV Havalimanlari Holding Anonim Sirketi                                                 | TAV Havalimanlari Holding Anonim Sirketi                                                 | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46877.89     | 0.00%             | 2028-12-07      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                   | TCO Commercial Mortgage Trust 2024-DPM                                                   | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112000 | PA      | $1111650.61   | 0.08%             | 2029-12-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                   | TCO Commercial Mortgage Trust 2024-DPM                                                   | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271000 | PA      | $270321.90    | 0.02%             | 2029-12-17      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                   | TCO Commercial Mortgage Trust 2024-DPM                                                   | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199500.10    | 0.01%             | 2029-12-17      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                                  | TGS ASA                                                                                  | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154704.53    | 0.01%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TCS Finance Designated Activity Company                                                  | TCS Finance Designated Activity Company                                                  | CUSIP: 87251LAA4<br>LEI: 213800VIPIONINOCLD68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| TKC Holdings, Inc.                                                                       | TKC Holdings, Inc.                                                                       | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $133510.57    | 0.01%             | 2029-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                                       | TKC Holdings, Inc.                                                                       | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $155799.32    | 0.01%             | 2028-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32999.40     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    870000 | PA      | $861132.35    | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38847.46     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER S.a r.l.                                                                      | TMS ISSUER S.a r.l.                                                                      | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113497.53    | 0.01%             | 2032-08-23      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                   | TTM Technologies, Inc.                                                                   | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95467.49     | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294573.18    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326757.17    | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Talos Production Inc.                                                                    | Talos Production Inc.                                                                    | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30765.32     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Talos Production Inc.                                                                    | Talos Production Inc.                                                                    | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56139.85     | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Tanger Properties Limited Partnership                                                    | Tanger Properties Limited Partnership                                                    | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2946675.90   | 0.20%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Tanger Properties Limited Partnership                                                    | Tanger Properties Limited Partnership                                                    | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1429611.88   | 0.10%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                    | Targa Resources Corp.                                                                    | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    447000 | PA      | $450872.36    | 0.03%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                    | Targa Resources Corp.                                                                    | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1085959.46   | 0.07%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                      | Teachers Insurance & Annuity Association of America                                      | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    640000 | PA      | $575673.15    | 0.04%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Tecpetrol                                                                                | Tecpetrol                                                                                | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60781.30     | 0.00%             | 2033-01-22      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7868000 | PA      | $5219926.25   | 0.36%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15598000 | PA      | $8676387.50   | 0.59%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $5154199.50   | 0.35%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36390000 | PA      | $22233438.47  | 1.52%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10630000 | PA      | $7482522.91   | 0.51%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $5457375.00   | 0.37%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13522000 | PA      | $11037861.21  | 0.76%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15441000 | PA      | $13792552.81  | 0.94%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9550000 | PA      | $9104208.87   | 0.62%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23407000 | PA      | $21356144.20  | 1.46%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $6028687.50   | 0.41%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $7435593.36   | 0.51%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5090000 | PA      | $4983229.11   | 0.34%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1110000 | PA      | $1090980.22   | 0.07%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2570000 | PA      | $2556848.80   | 0.18%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6774000 | PA      | $6735102.34   | 0.46%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11078000 | PA      | $10219455.00  | 0.70%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1410000 | PA      | $1419693.75   | 0.10%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95540000 | PA      | $92113992.92  | 6.31%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $402984.36    | 0.03%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    294000 | PA      | $291886.88    | 0.02%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $62862.19     | 0.00%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $108945.70    | 0.01%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $356315.62    | 0.02%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20387500.00  | 1.40%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7638281.25   | 0.52%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6347656.25   | 0.43%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $32690625.00  | 2.24%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10370000 | PA      | $10197436.98  | 0.70%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26600000 | PA      | $26690397.44  | 1.83%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15152343.00  | 1.04%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    294000 | PA      | $303394.21    | 0.02%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29000000 | PA      | $29260547.60  | 2.00%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1461996.11   | 0.10%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3003984.30   | 0.21%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10015625.00  | 0.69%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $3305285.28   | 0.23%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                                            | Fresnillo PLC                                                                            | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144305.20    | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                     | Frontier Communications Parent, Inc.                                                     | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34978.60     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                    | Frontier Communications Holdings, LLC                                                    | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8366.48      | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Global Partners LP                                                                       | Global Partners LP                                                                       | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35486.55     | 0.00%             | 2033-07-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Global Aviation Leasing Co., Ltd.                                                        | Global Aviation Leasing Co., Ltd.                                                        | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $220408.93    | 0.02%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                             | GM Financial Automobile Leasing Trust 2023-3                                             | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148234 | PA      | $148450.53    | 0.01%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                          | Goat Holdco LLC                                                                          | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $137436.37    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Golar LNG Limited                                                                        | Golar LNG Limited                                                                        | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74868.80     | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4970345.50   | 0.34%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2507834.78   | 0.17%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1183283.29   | 0.08%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBJ3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1679618.43   | 0.12%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116936.82    | 0.01%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aegea Finance S.a r.l.                                                                   | Aegea Finance S.a r.l.                                                                   | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211261.18    | 0.01%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc.                                                         | Advantage Sales & Marketing Inc.                                                         | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    135000 | PA      | $105242.06    | 0.01%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI S.A.                                                   | Aeropuertos Dominicanos Siglo XXI S.A.                                                   | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207942.82    | 0.01%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen, S.A.                                                | Aeropuerto Internacional de Tocumen, S.A.                                                | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140500.00    | 0.01%             | 2061-08-11      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-A                                                 | Affirm Asset Securitization Trust 2024-A                                                 | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $301461.99    | 0.02%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-X1                                                | Affirm Asset Securitization Trust 2024-X1                                                | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27179 | PA      | $27193.18     | 0.00%             | 2025-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 17 Ltd                                                                         | AIMCO CLO 17 Ltd                                                                         | CUSIP: 00889JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1099450 | PA      | $1101648.90   | 0.08%             | 2037-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Aimco CLO Series 2018-B                                                                  | Aimco CLO Series 2018-B                                                                  | CUSIP: 00900PAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1188000 | PA      | $1191370.36   | 0.08%             | 2037-04-16      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 22 Ltd                                                                         | AIMCO CLO 22 Ltd                                                                         | CUSIP: 00901UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1878000 | PA      | $1883342.91   | 0.13%             | 2037-04-19      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                    | Air Lease Corporation                                                                    | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145484.52    | 0.01%             | 2500-12-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                    | Air Lease Corporation                                                                    | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3451777.27   | 0.24%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                    | Air Lease Corporation                                                                    | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    961000 | PA      | $961000.00    | 0.07%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                        | Aircastle Limited                                                                        | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    202000 | PA      | $200051.16    | 0.01%             | 2500-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                                                      | ALA Trust 2025-OANA                                                                      | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $783168.75    | 0.05%             | 2030-06-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Safeway Inc.                                                                             | Safeway Inc.                                                                             | CUSIP: 013092AE1<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172176.95    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Safeway Inc.                                                                             | Safeway Inc.                                                                             | CUSIP: 013092AG6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52142.27     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Companies, Inc.                                                               | Albertsons Companies, Inc.                                                               | CUSIP: 01309QAB4<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77410.59     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 1 S.a r.l.                                                              | Albion Financing 1 S.a r.l.                                                              | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153457.11    | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    219414 | PA      | $187998.22    | 0.01%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    518809 | PA      | $459912.88    | 0.03%             | 2047-11-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLLH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     67032 | PA      | $61224.87     | 0.00%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLMF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    273328 | PA      | $250857.85    | 0.02%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLRR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    635691 | PA      | $570636.29    | 0.04%             | 2047-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    386974 | PA      | $355275.47    | 0.02%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLYE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    169417 | PA      | $147878.42    | 0.01%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BM7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    300876 | PA      | $295402.12    | 0.02%             | 2048-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BMAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    197404 | PA      | $181223.92    | 0.01%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BMER5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    206227 | PA      | $190630.51    | 0.01%             | 2049-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BMHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    284393 | PA      | $266019.04    | 0.02%             | 2047-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BMM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    540926 | PA      | $512014.19    | 0.04%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BMRP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    307535 | PA      | $291279.07    | 0.02%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BMUF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    244352 | PA      | $239916.95    | 0.02%             | 2047-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BNBG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1821099 | PA      | $1768972.70   | 0.12%             | 2047-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BNE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     94244 | PA      | $91447.16     | 0.01%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BPFB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    373656 | PA      | $368477.73    | 0.03%             | 2044-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    549078 | PA      | $552796.91    | 0.04%             | 2053-11-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BSMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    179456 | PA      | $179934.49    | 0.01%             | 2054-07-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BTF81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    735571 | PA      | $734468.22    | 0.05%             | 2054-12-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                           | Nigeria, Federal Government of                                                           | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $85162.50     | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                           | Nigeria, Federal Government of                                                           | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $51825.00     | 0.00%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                           | Nigeria, Federal Government of                                                           | CUSIP: 65412JAJ2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $125625.00    | 0.01%             | 2025-11-21      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                           | Nigeria, Federal Government of                                                           | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |    305000 | PA      | $289750.00    | 0.02%             | 2028-09-28      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                                 | AI Aqua Merger Sub, Inc.                                                                 | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148130 | PA      | $147823.01    | 0.01%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                                                          | Go Daddy Operating Company, LLC                                                          | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130850 | PA      | $130899.35    | 0.01%             | 2029-11-09      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                            | CQP Holdco LP                                                                            | CUSIP: 12657QAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    439240 | PA      | $439077.91    | 0.03%             | 2030-12-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fugue Finance B.V.                                                                       | Fugue Finance B.V.                                                                       | CUSIP: N3430BAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98105 | PA      | $98636.41     | 0.01%             | 2032-01-09      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                          | Naked Juice LLC                                                                          | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142580 | PA      | $113112.72    | 0.01%             | 2029-01-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                          | Naked Juice LLC                                                                          | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28125 | PA      | $12972.66     | 0.00%             | 2030-01-24      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| GTT Communications, Inc.                                                                 | GTT Communications, Inc.                                                                 | CUSIP: 36250LAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32395 | PA      | $26077.68     | 0.00%             | 2031-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Aventiv Technologies, LLC                                                                | Aventiv Technologies, LLC                                                                | CUSIP: 05358AAV6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132761 | PA      | $136411.85    | 0.01%             | 2026-03-25      | Floating      | 14.52%                | No            |                  2 | On Loan: No      |
| Sizzling Platter LLC                                                                     | Sizzling Platter LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19802 | PA      | $19207.92     | 0.00%             | 2032-06-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                                                             | Somnigroup International Inc                                                             | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $20033.40     | 0.00%             | 2031-10-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2020-1, Ltd.                                                             | Eaton Vance CLO 2020-1, Ltd.                                                             | CUSIP: 278300AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1146000 | PA      | $1149464.36   | 0.08%             | 2037-10-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2013-1 Ltd                                                               | Eaton Vance CLO 2013-1 Ltd                                                               | CUSIP: 27830BBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $270193.05    | 0.02%             | 2034-01-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                                               | Endo Luxembourg Finance Company I S.a r.l.                                               | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188575 | PA      | $188150.71    | 0.01%             | 2031-04-23      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2019-1, Ltd.                                                             | Eaton Vance CLO 2019-1, Ltd.                                                             | CUSIP: 27830XAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1021000 | PA      | $1023817.96   | 0.07%             | 2037-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                                     | EchoStar Corporation                                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    437603 | PA      | $400283.88    | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp.                                                                              | KUEHG Corp.                                                                              | CUSIP: 50118YAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179964 | PA      | $179964.47    | 0.01%             | 2030-06-12      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                                | Construction Partners Inc                                                                | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109450 | PA      | $109723.63    | 0.01%             | 2031-10-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                                     | EchoStar Corporation                                                                     | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    361262 | PA      | $423680.85    | 0.03%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                                     | EchoStar Corporation                                                                     | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    156238 | PA      | $160626.56    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63179.80     | 0.00%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132CWSY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    355362 | PA      | $333689.43    | 0.02%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                                   | Crown Finance US, Inc.                                                                   | CUSIP: 22834KAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    397824 | PA      | $397326.91    | 0.03%             | 2031-10-31      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                                                          | LaserShip, Inc.                                                                          | CUSIP: 51809EAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168906 | PA      | $97261.22     | 0.01%             | 2029-08-10      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132CWVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     34421 | PA      | $33603.83     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132CXK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    790967 | PA      | $813492.21    | 0.06%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D56A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    143880 | PA      | $129034.13    | 0.01%             | 2035-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D56B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    357947 | PA      | $321013.22    | 0.02%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    439582 | PA      | $394224.93    | 0.03%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14854 | PA      | $13261.41     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    345039 | PA      | $308035.52    | 0.02%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     38741 | PA      | $34586.27     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     24864 | PA      | $22197.40     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     42117 | PA      | $37600.20     | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D6AF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43852 | PA      | $39080.88     | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSFN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $259619.96    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSG22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     61496 | PA      | $48857.20     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSQK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     41393 | PA      | $32963.50     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KLH26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1334860 | PA      | $1118452.93   | 0.08%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    234267 | PA      | $204858.13    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    614750 | PA      | $615598.59    | 0.04%             | 2031-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1545 | PA      | $1546.73      | 0.00%             | 2031-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KM4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    119071 | PA      | $95566.14     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H6W84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    218707 | PA      | $205059.33    | 0.01%             | 2042-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H6WW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    190125 | PA      | $180227.83    | 0.01%             | 2046-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H6X26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    344425 | PA      | $324588.20    | 0.02%             | 2037-04-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLED6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    509772 | PA      | $514388.48    | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    158531 | PA      | $165851.11    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLLK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    352073 | PA      | $352070.61    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLTZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    103048 | PA      | $105905.99    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                             | Cleco Corporate Holdings LLC                                                             | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1396457.76   | 0.10%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    209983 | PA      | $191225.17    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29772 | PA      | $23709.19     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XNHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    107708 | PA      | $112745.49    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XNL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1937028 | PA      | $1785630.67   | 0.12%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XQSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200331 | PA      | $209699.86    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XR6J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    100153 | PA      | $80695.24     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Y6DW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    297790 | PA      | $306886.16    | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Y6EJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    289217 | PA      | $303317.69    | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    490080 | PA      | $504475.32    | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418D2Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31268 | PA      | $27865.72     | 0.00%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418D3L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44977 | PA      | $40055.10     | 0.00%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19689 | PA      | $15660.82     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46535 | PA      | $41442.59     | 0.00%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    522289 | PA      | $434840.88    | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20192 | PA      | $16041.71     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    630724 | PA      | $525120.65    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Building Partners Inc.                                                            | Kodiak Building Partners Inc.                                                            | CUSIP: 50011JAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184538 | PA      | $177539.84    | 0.01%             | 2031-11-26      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 88632NBF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295814 | PA      | $296015.59    | 0.02%             | 2029-03-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Stepstone Group Midco 2 GMBH/ The                                                        | Stepstone Group Midco 2 GMBH/ The                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $144.25       | 0.00%             | 2031-12-04      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Stepstone Group Midco 2 GMBH/ The                                                        | Stepstone Group Midco 2 GMBH/ The                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59850 | PA      | $57555.95     | 0.00%             | 2031-12-04      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GBG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167690 | PA      | $167795.66    | 0.01%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    640349 | PA      | $534934.76    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136ADB57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    401463 | PA      | $371031.31    | 0.03%             | 2033-05-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BA6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    749650 | PA      | $630925.36    | 0.04%             | 2040-07-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BASY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    412450 | PA      | $370454.21    | 0.03%             | 2046-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BG6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    167860 | PA      | $139665.57    | 0.01%             | 2048-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BG6Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    178388 | PA      | $148424.75    | 0.01%             | 2048-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    694000 | PA      | $726379.89    | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    479000 | PA      | $510772.07    | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Chemours Company, The                                                                    | Chemours Company, The                                                                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    295000 | PA      | $276414.29    | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68109.57     | 0.00%             | 2028-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BJET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    284407 | PA      | $225512.70    | 0.02%             | 2049-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BKJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    145206 | PA      | $128034.45    | 0.01%             | 2048-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BKND0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    664155 | PA      | $578505.66    | 0.04%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BKUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    437522 | PA      | $386929.19    | 0.03%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BKWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    232458 | PA      | $201405.84    | 0.01%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BKXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    666696 | PA      | $582437.79    | 0.04%             | 2049-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $113531.13    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                            | Clearway Energy Operating LLC                                                            | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24677.75     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0A62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    137148 | PA      | $143408.49    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0M28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    376985 | PA      | $300917.70    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BL5X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    125464 | PA      | $117531.69    | 0.01%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BL6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2310383 | PA      | $2198466.77   | 0.15%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140W0MZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    140638 | PA      | $117573.86    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X46L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     91632 | PA      | $91062.92     | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BL6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    233995 | PA      | $214993.30    | 0.01%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1477801 | PA      | $1295109.80   | 0.09%             | 2047-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BLFC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    644575 | PA      | $571131.26    | 0.04%             | 2048-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    196340 | PA      | $196320.53    | 0.01%             | 2055-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    359875 | PA      | $360024.79    | 0.02%             | 2055-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    361970 | PA      | $361859.63    | 0.02%             | 2054-09-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    315206 | PA      | $281567.59    | 0.02%             | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X4ET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49564 | PA      | $49255.79     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X4KG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    373046 | PA      | $371777.13    | 0.03%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X4M37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1378721 | PA      | $1294990.68   | 0.09%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X4PY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1466718 | PA      | $1422311.54   | 0.10%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1031553 | PA      | $866574.67    | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    444996 | PA      | $357152.68    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BVVD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1062566 | PA      | $1067797.74   | 0.07%             | 2054-08-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137BLMZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13728 | PA      | $13684.47     | 0.00%             | 2025-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X4QF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    128923 | PA      | $128283.27    | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X55G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40680 | PA      | $36402.03     | 0.00%             | 2040-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    701784 | PA      | $565224.00    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    725719 | PA      | $633934.43    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    140684 | PA      | $122979.32    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFD32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    295845 | PA      | $236427.51    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X6QM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    171315 | PA      | $157720.20    | 0.01%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X72A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21164 | PA      | $18979.85     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PMHC II, Inc.                                                                            | PMHC II, Inc.                                                                            | CUSIP: 69346EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $47911.05     | 0.00%             | 2029-02-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137BUF78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     29925 | PA      | $29758.55     | 0.00%             | 2045-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137BVEX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3360 | PA      | $3351.72      | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137BYNZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    116384 | PA      | $113810.55    | 0.01%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $394113.64    | 0.03%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PMHC II, Inc.                                                                            | PMHC II, Inc.                                                                            | CUSIP: 69346EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $52266.60     | 0.00%             | 2029-02-03      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Sweetwater Borrower, LLC                                                                 | Sweetwater Borrower, LLC                                                                 | CUSIP: 87168EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177525 | PA      | $177525.45    | 0.01%             | 2028-08-03      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    409483 | PA      | $350387.63    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFDS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    299821 | PA      | $291798.82    | 0.02%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137F8AX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    305579 | PA      | $260848.24    | 0.02%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FCYM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     55937 | PA      | $55122.89     | 0.00%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Esdec Solar Group B.V.                                                                   | Esdec Solar Group B.V.                                                                   | CUSIP: N3066KAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255524 | PA      | $187810.28    | 0.01%             | 2028-08-23      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| W.R. Grace & Co.-Conn.                                                                   | W.R. Grace & Co.-Conn.                                                                   | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125369 | PA      | $125421.18    | 0.01%             | 2028-08-11      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Allen Media, LLC                                                                         | Allen Media, LLC                                                                         | CUSIP: 01771JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    372654 | PA      | $236635.59    | 0.02%             | 2027-02-10      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Ali Group North America Corporation                                                      | Ali Group North America Corporation                                                      | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69641 | PA      | $69981.86     | 0.00%             | 2028-10-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| New Arclin U.S. Holding Corp.                                                            | New Arclin U.S. Holding Corp.                                                            | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175843 | PA      | $176261.50    | 0.01%             | 2028-09-22      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Superannuation and Investments US LLC                                                    | Superannuation and Investments US LLC                                                    | CUSIP: Q8800EAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78095 | PA      | $78461.02     | 0.01%             | 2028-09-23      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Electron BidCo Inc.                                                                      | Electron BidCo Inc.                                                                      | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82469 | PA      | $82649.11     | 0.01%             | 2028-10-29      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower, LLC                                                                 | Red Planet Borrower, LLC                                                                 | CUSIP: 57165KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       219 | PA      | $215.78       | 0.00%             | 2028-09-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower, LLC                                                                 | Red Planet Borrower, LLC                                                                 | CUSIP: 57165KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205260 | PA      | $202694.38    | 0.01%             | 2028-09-23      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ConnectWise, LLC                                                                         | ConnectWise, LLC                                                                         | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127632 | PA      | $128164.10    | 0.01%             | 2028-09-23      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    637446 | PA      | $511612.49    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    277680 | PA      | $222084.77    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. Anesthesia Partners, Inc.                                                           | U.S. Anesthesia Partners, Inc.                                                           | CUSIP: 90350HAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43955 | PA      | $43360.25     | 0.00%             | 2028-09-22      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                                                                | Coral-US Co-Borrower, LLC                                                                | CUSIP: G7739PAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $54740.40     | 0.00%             | 2029-09-23      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings, LLC                                                | Specialty Building Products Holdings, LLC                                                | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45270 | PA      | $43134.16     | 0.00%             | 2028-10-05      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings, LLC                                                | Specialty Building Products Holdings, LLC                                                | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12478 | PA      | $11889.56     | 0.00%             | 2028-10-05      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                               | Restoration Hardware, Inc.                                                               | CUSIP: 76133MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $87330.60     | 0.01%             | 2028-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                               | Restoration Hardware, Inc.                                                               | CUSIP: 76133MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117434 | PA      | $113950.67    | 0.01%             | 2028-10-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC                                                      | Waterbridge Midstream Operating LLC                                                      | CUSIP: 94120XAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224325 | PA      | $222842.21    | 0.02%             | 2029-06-22      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                                     | Light and Wonder International, Inc.                                                     | CUSIP: 80875AAW1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184168 | PA      | $184076.16    | 0.01%             | 2029-04-19      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: 26872NAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74438 | PA      | $74265.55     | 0.01%             | 2031-06-18      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Apro, LLC                                                                                | Apro, LLC                                                                                | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133988 | PA      | $133373.84    | 0.01%             | 2031-06-26      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Griffon Corporation                                                                      | Griffon Corporation                                                                      | CUSIP: 39843GAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165021 | PA      | $165226.82    | 0.01%             | 2029-01-24      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                                                              | Jazz Financing Lux S.a.r.l.                                                              | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    243019 | PA      | $243951.84    | 0.02%             | 2028-05-05      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                                         | Kronos Acquisition Holdings Inc.                                                         | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181776 | PA      | $162189.26    | 0.01%             | 2031-06-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| City Football Group Limited                                                              | City Football Group Limited                                                              | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75853 | PA      | $75346.84     | 0.01%             | 2030-07-21      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| City Football Group Limited                                                              | City Football Group Limited                                                              | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177864 | PA      | $176677.65    | 0.01%             | 2030-07-21      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                                                 | Crown Subsea Communications Holding,Inc.                                                 | CUSIP: 22860EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242261 | PA      | $243573.76    | 0.02%             | 2031-01-30      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    229226 | PA      | $200234.89    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    243338 | PA      | $228149.42    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                                          | TripAdvisor Inc                                                                          | CUSIP: 89677NAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79462 | PA      | $79164.20     | 0.01%             | 2031-07-01      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                                              | Project Boost Purchaser LLC                                                              | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122582 | PA      | $122735.65    | 0.01%             | 2031-07-02      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XG7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70533 | PA      | $68818.78     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66928 | PA      | $53172.70     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                                                          | Cano Health LLC                                                                          | CUSIP: 13781HAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91657 | PA      | $74471.26     | 0.01%             | 2029-06-28      | Floating      | 13.80%                | No            |                  3 | On Loan: No      |
| Nuvei Technologies Corp.                                                                 | Nuvei Technologies Corp.                                                                 | CUSIP: 69425BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116663 | PA      | $116800.38    | 0.01%             | 2031-07-19      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp.                                                                 | Nuvei Technologies Corp.                                                                 | CUSIP: 69425BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41843 | PA      | $41892.32     | 0.00%             | 2031-07-19      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp.                                                                 | Nuvei Technologies Corp.                                                                 | CUSIP: 69425BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10819 | PA      | $10832.10     | 0.00%             | 2031-07-19      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    121673 | PA      | $118996.47    | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    506334 | PA      | $475837.17    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                   | TTM Technologies, Inc.                                                                   | CUSIP: 87305VAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102332 | PA      | $102076.17    | 0.01%             | 2030-05-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                                                           | US Radiology Specialists, Inc.                                                           | CUSIP: 90372AAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62133 | PA      | $62223.34     | 0.00%             | 2028-05-10      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings, LLC                                                                   | Ahead DB Holdings, LLC                                                                   | CUSIP: 00866HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94388 | PA      | $94407.68     | 0.01%             | 2031-01-24      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    623633 | PA      | $585014.96    | 0.04%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XHAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    324860 | PA      | $288660.01    | 0.02%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20831 | PA      | $16589.02     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJJE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    514977 | PA      | $519801.60    | 0.04%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    352300 | PA      | $349435.24    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    210452 | PA      | $208740.83    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21330 | PA      | $17045.89     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XKJK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    155372 | PA      | $151660.68    | 0.01%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29263.73     | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                 | Spectrum Management Holding Company, LLC                                                 | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407641.39    | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                 | Spectrum Management Holding Company, LLC                                                 | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1816810.80   | 0.12%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                           | TopBuild Corp.                                                                           | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134520.12    | 0.01%             | 2032-02-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Toucan Finco Ltd.                                                                        | Toucan Finco Ltd.                                                                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $142959.05    | 0.01%             | 2030-05-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                              | Transcontinental Gas Pipe Line Company, LLC                                              | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $148958.88    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                              | Transcontinental Gas Pipe Line Company, LLC                                              | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509000 | PA      | $386633.40    | 0.03%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83847.42     | 0.01%             | 2031-12-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236510.53    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77680.99     | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50280.34     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165772.16    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Transmontaigne Partners LLC                                                              | Transmontaigne Partners LLC                                                              | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67637.81     | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93561.32     | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74214.05     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27774.01     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80271.94     | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Trinet Group, Inc.                                                                       | Trinet Group, Inc.                                                                       | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156222.38    | 0.01%             | 2031-08-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2363393 | PA      | $2036721.50   | 0.14%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     75822 | PA      | $60594.05     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                                      | Tronox Incorporated                                                                      | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    215000 | PA      | $185454.01    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| Truenoord Capital Designated Activity Company                                            | Truenoord Capital Designated Activity Company                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $114122.65    | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $295588.74    | 0.02%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FFWL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    179608 | PA      | $170089.55    | 0.01%             | 2038-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FVE99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    404254 | PA      | $367408.56    | 0.03%             | 2045-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FYBN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    836709 | PA      | $765363.61    | 0.05%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    101048 | PA      | $50650.31     | 0.00%             | 2035-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |     75082 | PA      | $37165.59     | 0.00%             | 2036-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1861171 | PA      | $1755224.00   | 0.12%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    129055 | PA      | $118984.29    | 0.01%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31020 | PA      | $24809.62     | 0.00%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30192 | PA      | $27013.42     | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H3QP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    135541 | PA      | $119667.89    | 0.01%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H3S94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    132704 | PA      | $117050.37    | 0.01%             | 2048-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1937805 | PA      | $1549828.19   | 0.11%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    293603 | PA      | $270303.20    | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     93763 | PA      | $74932.03     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36536 | PA      | $32618.06     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1418386 | PA      | $1224235.92   | 0.08%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14680 | PA      | $13164.85     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H3SE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    134465 | PA      | $117426.48    | 0.01%             | 2047-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H4HQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    134687 | PA      | $117051.25    | 0.01%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    239361 | PA      | $209312.63    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    698486 | PA      | $525749.08    | 0.04%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    303631 | PA      | $242364.88    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1231273 | PA      | $1076702.89   | 0.07%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |     30625 | PA      | $14623.44     | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    114445 | PA      | $43918.27     | 0.00%             | 2034-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2234135 | PA      | $1953669.40   | 0.13%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    552055 | PA      | $492850.72    | 0.03%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    126714 | PA      | $58922.01     | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |     80595 | PA      | $37476.68     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H4N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    845464 | PA      | $734925.41    | 0.05%             | 2050-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H4R85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    585317 | PA      | $510001.28    | 0.03%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    131436 | PA      | $116948.38    | 0.01%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    564230 | PA      | $424695.10    | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $138282.59    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $69203.96     | 0.00%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32670 | PA      | $29166.15     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    181106 | PA      | $161683.61    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $124760.52    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $86721.00     | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    433640 | PA      | $380286.76    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40862 | PA      | $36479.42     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4137270 | PA      | $3298584.98   | 0.23%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22088 | PA      | $19684.33     | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335908 | PA      | $297830.42    | 0.02%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XECK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    260339 | PA      | $228470.44    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XF5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    187812 | PA      | $163824.26    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H56A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    293428 | PA      | $255805.85    | 0.02%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5BG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    167934 | PA      | $150156.66    | 0.01%             | 2047-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1132201 | PA      | $923818.89    | 0.06%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593079 | PA      | $483552.17    | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1792118 | PA      | $1461157.43   | 0.10%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1899811 | PA      | $1679853.29   | 0.12%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q7SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    426764 | PA      | $394475.23    | 0.03%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q85U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    225849 | PA      | $208620.23    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5349998 | PA      | $4730581.79   | 0.32%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176710 | PA      | $144076.33    | 0.01%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500664 | PA      | $426048.83    | 0.03%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1278508 | PA      | $1087168.69   | 0.07%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    661712 | PA      | $562681.19    | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239729 | PA      | $203851.23    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1841331 | PA      | $1501569.47   | 0.10%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1437926 | PA      | $1312336.87   | 0.09%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    849114 | PA      | $774421.10    | 0.05%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1285872 | PA      | $1172759.85   | 0.08%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    293893 | PA      | $268040.89    | 0.02%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    617350 | PA      | $579089.27    | 0.04%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1222715 | PA      | $1179714.03   | 0.08%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1708812 | PA      | $1646980.43   | 0.11%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                                                       | GLP Financing, LLC                                                                       | CUSIP: 361841AT6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    167000 | PA      | $166481.68    | 0.01%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1268664.42   | 0.09%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62047.15     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    190000 | PA      | $134819.11    | 0.01%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    371000 | PA      | $172550.98    | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    145000 | PA      | $100268.95    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105582.35    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CSN Islands XII Corp                                                                     | CSN Islands XII Corp                                                                     | CUSIP: 12642KAB0<br>LEI: 222100BC34RLK5I1BK26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142040.54    | 0.01%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CSN Resources S.A.                                                                       | CSN Resources S.A.                                                                       | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69879.89     | 0.00%             | 2032-04-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CTR Partnership, L.P.                                                                    | CTR Partnership, L.P.                                                                    | CUSIP: 126458AE8<br>LEI: 254900L7G64R08G6RJ22 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105138.52    | 0.01%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                | CNX Resources Corporation                                                                | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45170.37     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                | CNX Resources Corporation                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77748.15     | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                                      | GMF Floorplan Owner Revolving Trust                                                      | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $757283.33    | 0.05%             | 2027-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2954867 | PA      | $2829710.86   | 0.19%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q8C45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    454062 | PA      | $419139.91    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q9MZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    130072 | PA      | $119661.84    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    395243 | PA      | $395864.92    | 0.03%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    588434 | PA      | $597096.47    | 0.04%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    786492 | PA      | $798070.05    | 0.05%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GPD Companies, Inc.                                                                      | GPD Companies, Inc.                                                                      | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61465 | PA      | $58349.28     | 0.00%             | 2029-12-31      | Fixed         | 12.50%                | Yes           |                  2 | On Loan: —       |
| GS Mortgage Securities Corporation Trust 2021-IP                                         | GS Mortgage Securities Corporation Trust 2021-IP                                         | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $705562.15    | 0.05%             | 2026-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-IP                                         | GS Mortgage Securities Corporation Trust 2021-IP                                         | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $109174.96    | 0.01%             | 2026-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    180000 | PA      | $106042.86    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $105533.75    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QAWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50433 | PA      | $48782.12     | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QAWY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48426 | PA      | $46840.57     | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $204782.80    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $197719.60    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-IP                                         | GS Mortgage Securities Corporation Trust 2021-IP                                         | CUSIP: 36262MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99249.93     | 0.01%             | 2026-10-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Forward Air Corporation                                                                  | Forward Air Corporation                                                                  | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $76315.30     | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| CNX Midstream Partners LP                                                                | CNX Midstream Partners LP                                                                | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $132488.27    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CQP Holdco LP                                                                            | CQP Holdco LP                                                                            | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $216969.39    | 0.01%             | 2033-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15005000 | PA      | $15133363.27  | 1.04%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4947851.44   | 0.34%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1682274 | PA      | $1486858.34   | 0.10%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QBRL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    173442 | PA      | $169570.06    | 0.01%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QBVF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    214732 | PA      | $207703.26    | 0.01%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QC2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    115027 | PA      | $112135.38    | 0.01%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| C T Trust                                                                                | C T Trust                                                                                | CUSIP: 12659BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186357.68    | 0.01%             | 2032-02-03      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                         | CVR Energy, Inc.                                                                         | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71811.86     | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912833X96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $6869980.06   | 0.47%             | 2035-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912834AD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $4396945.02   | 0.30%             | 2037-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QCKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1036248 | PA      | $914904.20    | 0.06%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QD6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    175398 | PA      | $140828.67    | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                         | CVR Energy, Inc.                                                                         | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165224.41    | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319712.33    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QEAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    435671 | PA      | $383156.63    | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QEDW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1555817 | PA      | $1368283.68   | 0.09%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16630000 | PA      | $8207164.43   | 0.56%             | 2040-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8320000 | PA      | $3928274.69   | 0.27%             | 2040-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8320000 | PA      | $3766750.21   | 0.26%             | 2041-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327AAB8<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $182651.43    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QFD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    281897 | PA      | $228011.56    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QFPA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    184512 | PA      | $147858.62    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QGAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    195547 | PA      | $156334.88    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QGYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    405792 | PA      | $324165.93    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GTCR W-2 Merger Sub LLC                                                                  | GTCR W-2 Merger Sub LLC                                                                  | CUSIP: 36268NAA8<br>LEI: 254900HJTH4LRJB6QF88 | Long             | DBT              | CORP              | US        |    185000 | PA      | $196489.10    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-RPL2                                            | GS Mortgage-Backed Securities Trust 2024-RPL2                                            | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349345 | PA      | $341409.81    | 0.02%             | 2026-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327BAA8<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    340000 | PA      | $328471.88    | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327TAA9<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    221000 | PA      | $234157.69    | 0.02%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QHM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36107 | PA      | $28787.61     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QHML6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71782 | PA      | $64207.31     | 0.00%             | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    239414 | PA      | $190881.12    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71538 | PA      | $61889.93     | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327TAC5<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121254.08    | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30924.87     | 0.00%             | 2027-06-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                     | Galaxy Pipeline Assets Bidco Limited                                                     | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254726.01    | 0.02%             | 2036-03-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                     | Galaxy Pipeline Assets Bidco Limited                                                     | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | US        |     95830 | PA      | $84950.91     | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming Inc.                                                                   | Genesee & Wyoming Inc.                                                                   | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183911.08    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                     | Genesis Energy, L.P.                                                                     | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193654.73    | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22748.68     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80172.70     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    488203 | PA      | $389237.05    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    327834 | PA      | $280477.64    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18482 | PA      | $17489.64     | 0.00%             | 2051-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMP81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1772062 | PA      | $1656789.40   | 0.11%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    528894 | PA      | $444306.38    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    228921 | PA      | $184518.08    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENM Capital Labuan Limited                                                              | GENM Capital Labuan Limited                                                              | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179421.34    | 0.01%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Geopark Limited                                                                          | Geopark Limited                                                                          | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105453.69    | 0.01%             | 2027-01-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Geopark Limited                                                                          | Geopark Limited                                                                          | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175923.08    | 0.01%             | 2030-01-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| The Ministry of Finance of Georgia                                                       | The Ministry of Finance of Georgia                                                       | CUSIP: 37311PAB6<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $194500.00    | 0.01%             | 2026-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365459.50    | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Unum Group                                                                               | Unum Group                                                                               | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1379224.54   | 0.09%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upgrade Receivables Trust 2024-1                                                         | Upgrade Receivables Trust 2024-1                                                         | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99718 | PA      | $99742.60     | 0.01%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Usiminas International S.A R.L.                                                          | Usiminas International S.A R.L.                                                          | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205001.60    | 0.01%             | 2032-01-27      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                                    | Wrangler Holdco Corp.                                                                    | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $114552.71    | 0.01%             | 2032-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Ghana, Government of                                                                     | Ghana, Government of                                                                     | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |      6000 | PA      | $5805.00      | 0.00%             | 2026-07-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    350883 | PA      | $281617.68    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    405810 | PA      | $325702.60    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ghana, Government of                                                                     | Ghana, Government of                                                                     | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |     65500 | PA      | $61078.75     | 0.00%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana, Government of                                                                     | Ghana, Government of                                                                     | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |      8426 | PA      | $7014.38      | 0.00%             | 2030-01-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                            | USA Compression Finance Corp.                                                            | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135411.15    | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                            | USA Compression Finance Corp.                                                            | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71752.82     | 0.00%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    510865 | PA      | $409380.21    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    855418 | PA      | $710321.81    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    431892 | PA      | $362278.77    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    189762 | PA      | $166295.77    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Republic of Uzbekistan                                                               | The Republic of Uzbekistan                                                               | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $75437.50     | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| VFH Parent LLC                                                                           | VFH Parent LLC                                                                           | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94436.26     | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16015 | PA      | $15150.79     | 0.00%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    612509 | PA      | $488727.00    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNE24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20317 | PA      | $16141.41     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    651130 | PA      | $520357.70    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VTR Comunicaciones SpA                                                                   | VTR Comunicaciones SpA                                                                   | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | US        |    157000 | PA      | $148162.16    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: —       |
| VTR Comunicaciones SpA                                                                   | VTR Comunicaciones SpA                                                                   | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89057.02     | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNHA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17384 | PA      | $16445.61     | 0.00%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    123379 | PA      | $98946.41     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    121510 | PA      | $97333.45     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    127603 | PA      | $101975.11    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    548694 | PA      | $482041.40    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    346772 | PA      | $314466.90    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QNS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    470811 | PA      | $414354.98    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    211584 | PA      | $209797.82    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navoiy Kon-Metallurgiya Kombinati, Aksiyadorlik Jamiyati                                 | Navoiy Kon-Metallurgiya Kombinati, Aksiyadorlik Jamiyati                                 | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204682.07    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54699.82     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24628.64     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58777.55     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62421.32     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                    | Neptune BidCo US Inc.                                                                    | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $131461.74    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 25 Ltd                                                | Neuberger Berman Loan Advisers CLO 25 Ltd                                                | CUSIP: 64131JAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    965000 | PA      | $967669.19    | 0.07%             | 2038-07-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Network I2I Limited                                                                      | Network I2I Limited                                                                      | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49324.69     | 0.00%             | 2500-12-31      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| New Flyer Holdings Inc.                                                                  | New Flyer Holdings Inc.                                                                  | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52760.10     | 0.00%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                                 | New Fortress Energy Inc.                                                                 | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $16866.31     | 0.00%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| The New Home Company Inc.                                                                | The New Home Company Inc.                                                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56023.86     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                     | VICI Properties L.P.                                                                     | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1415546.54   | 0.10%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                     | VICI Properties L.P.                                                                     | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343479.27    | 0.02%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RITHM Capital Corp.                                                                      | RITHM Capital Corp.                                                                      | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45461.24     | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| RITHM Capital Corp.                                                                      | RITHM Capital Corp.                                                                      | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40147.72     | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115056.58    | 0.01%             | 2036-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51087.40     | 0.00%             | 2046-04-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                     | VICI Properties L.P.                                                                     | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    211000 | PA      | $212738.53    | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                   | Viking Cruises Limited                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $102382.95    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Ghana, Government of                                                                     | Ghana, Government of                                                                     | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | US        |     77000 | PA      | $59386.25     | 0.00%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                    | Gilead Sciences, Inc.                                                                    | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1303854 | PA      | $1314415.66   | 0.09%             | 2032-03-15      | Fixed         | 5.79%                 | No            |                  3 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47828.06     | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63210.65     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                                       | Global Partners LP                                                                       | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254426.53    | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I, L.P.                                                                | Harvest Midstream I, L.P.                                                                | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58096.10     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                                 | Virgin Media Finance PLC                                                                 | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137019.83    | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                         | Virgin Media Secured Finance PLC                                                         | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135111.84    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                       | Newell Brands Inc.                                                                       | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126367.52    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Nexa Resources S.A.                                                                      | Nexa Resources S.A.                                                                      | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208700.00    | 0.01%             | 2034-04-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners, LP                                               | XPLR Infrastructure Operating Partners, LP                                               | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82017.52     | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Niagara Energy S.A.C.                                                                    | Niagara Energy S.A.C.                                                                    | CUSIP: 65345YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197500.00    | 0.01%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                           | Nigeria, Federal Government of                                                           | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |    105000 | PA      | $99093.75     | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                           | Nigeria, Federal Government of                                                           | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     10000 | PA      | $9837.50      | 0.00%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | Healthcare Realty Holdings, L.P.                                                         | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    193000 | PA      | $179354.38    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                           | Helios Software Holdings, Inc.                                                           | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77125.23     | 0.01%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                                            | VistaJet Malta Finance P.L.C.                                                            | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215203.58    | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| VistaJet Malta Finance P.L.C.                                                            | VistaJet Malta Finance P.L.C.                                                            | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94606.80     | 0.01%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Nordstrom, Inc.                                                                          | Nordstrom, Inc.                                                                          | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69359.10     | 0.00%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Incorporated                                                        | Northern Oil and Gas Incorporated                                                        | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149573.44    | 0.01%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                         | Gen Digital Inc.                                                                         | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118220.66    | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24590.82     | 0.00%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79687.63     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94099.69     | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146579.55    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115282.78    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Group Holding SA                                                                | VistaJet Group Holding SA                                                                | CUSIP: 92841HAA0<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56491.47     | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| VLS Commercial Mortgage Trust 2020-LAB                                                   | VLS Commercial Mortgage Trust 2020-LAB                                                   | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1251000 | PA      | $1059358.81   | 0.07%             | 2030-10-11      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Herens Holdco S.a r.l.                                                                   | Herens Holdco S.a r.l.                                                                   | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26930.51     | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Hess Corporation                                                                         | Hess Corporation                                                                         | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1006922.51   | 0.07%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VLS Commercial Mortgage Trust 2020-LAB                                                   | VLS Commercial Mortgage Trust 2020-LAB                                                   | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $56591.68     | 0.00%             | 2030-10-11      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                            | Volcan Compania Minera S.A.A.                                                            | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | US        |    271000 | PA      | $268775.45    | 0.02%             | 2030-01-24      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Volofin Finance (Ireland) Designated Activity Company                                    | Volofin Finance (Ireland) Designated Activity Company                                    | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    406115 | PA      | $408876.19    | 0.03%             | 2031-03-17      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| Vornado Realty L.P.                                                                      | Vornado Realty L.P.                                                                      | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    271000 | PA      | $263221.43    | 0.02%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                         | Hess Corporation                                                                         | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    601000 | PA      | $596750.93    | 0.04%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                          | Hess Infrastructure Partners LP                                                          | CUSIP: 428102AE7<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38464.74     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60192.90     | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51884.03     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49235.72     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                          | Hess Infrastructure Partners LP                                                          | CUSIP: 428102AF4<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20081.18     | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                          | Hess Infrastructure Partners LP                                                          | CUSIP: 428102AG2<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123330.96    | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46925.07     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58345.36     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139586.72    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Tiaa Asset Management, LLC                                                               | Tiaa Asset Management, LLC                                                               | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $421688.87    | 0.03%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OCP S.A.                                                                                 | OCP S.A.                                                                                 | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115795.60    | 0.01%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                          | Hess Infrastructure Partners LP                                                          | CUSIP: 428102AH0<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116706.38    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                             | Hess Midstream Operations LP                                                             | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9927.26      | 0.00%             | 2028-06-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Hightower Holdings LLC                                                                   | Hightower Holdings LLC                                                                   | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44849.62     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hightower Holdings LLC                                                                   | Hightower Holdings LLC                                                                   | CUSIP: 43118DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $127617.87    | 0.01%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| OCP S.A.                                                                                 | OCP S.A.                                                                                 | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206050.79    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OCP S.A.                                                                                 | OCP S.A.                                                                                 | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |    110000 | PA      | $83605.24     | 0.01%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO 2020-2 Ltd                                                                      | Voya CLO 2020-2 Ltd                                                                      | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    304000 | PA      | $304439.89    | 0.02%             | 2038-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2024-1 Ltd                                                                      | Voya CLO 2024-1 Ltd                                                                      | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    813000 | PA      | $816658.50    | 0.06%             | 2037-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                   | Hilton Domestic Operating Company Inc.                                                   | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    147000 | PA      | $133086.95    | 0.01%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                   | Hilton Domestic Operating Company Inc.                                                   | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45964.03     | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56029.10     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190491.23    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO 2023-1 Ltd                                                                      | Voya CLO 2023-1 Ltd                                                                      | CUSIP: 92920FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1104033.70   | 0.08%             | 2037-01-21      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $176528.83    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35846.49     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                                    | Walker & Dunlop, Inc.                                                                    | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72128.73     | 0.00%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| OCP S.A.                                                                                 | OCP S.A.                                                                                 | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202676.96    | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 4 Ltd.                                                                | OHA Credit Funding 4 Ltd.                                                                | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1088000 | PA      | $1090165.12   | 0.07%             | 2038-01-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd                                                                 | OHA Credit Funding 6 Ltd                                                                 | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    857000 | PA      | $859816.96    | 0.06%             | 2037-10-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                                                | OHA Credit Funding 5 Ltd.                                                                | CUSIP: 67102QBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    979000 | PA      | $976891.23    | 0.07%             | 2038-02-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                                   | BX Commercial Mortgage Trust 2024-GPA3                                                   | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333826 | PA      | $334139.75    | 0.02%             | 2026-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43403.81     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    371000 | PA      | $384646.15    | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180979.59    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                   | Hilton Domestic Operating Company Inc.                                                   | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51199.65     | 0.00%             | 2032-04-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                   | Hilton Domestic Operating Company Inc.                                                   | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50952.18     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45642.26     | 0.00%             | 2029-04-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68516.77     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 13 Ltd                                                                | OHA Credit Funding 13 Ltd                                                                | CUSIP: 67116CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1592000 | PA      | $1595386.18   | 0.11%             | 2037-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2024-CP1                                                                 | NYMT Loan Trust 2024-CP1                                                                 | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261154 | PA      | $244767.00    | 0.02%             | 2037-08-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fidelity Investment Grade Bond ETF                                                       | Fidelity Investment Grade Bond ETF                                                       | CUSIP: 67120MAA3<br>LEI: 549300X4MUYWBSV82480 | Long             | ABS-CBDO         | CORP              | US        |    374000 | PA      | $374795.87    | 0.03%             | 2038-01-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM10 Trust                                                                     | OBX 2025-NQM10 Trust                                                                     | CUSIP: 67121LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501986.05    | 0.03%             | 2065-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                       | Wand NewCo 3, Inc.                                                                       | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68331.81     | 0.00%             | 2032-01-30      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Wash Multifamily Acquisition Inc.                                                        | Wash Multifamily Acquisition Inc.                                                        | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224388.70    | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1543179.68   | 0.11%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1159651.52   | 0.08%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XII CLO Ltd                                                                | Cedar Funding XII CLO Ltd                                                                | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    857000 | PA      | $854686.96    | 0.06%             | 2038-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding X CLO Ltd                                                                  | Cedar Funding X CLO Ltd                                                                  | CUSIP: 15033XAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    710000 | PA      | $711152.33    | 0.05%             | 2037-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    639000 | PA      | $671347.66    | 0.05%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    649000 | PA      | $682933.75    | 0.05%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    379000 | PA      | $402518.59    | 0.03%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76730.90     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131334.75    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Celulosa Arauco y Constitucion S.A.                                                      | Celulosa Arauco y Constitucion S.A.                                                      | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203720.00    | 0.01%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners, LP                                                             | Delek Logistics Partners, LP                                                             | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49778.49     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2286447.50   | 0.16%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5035073.00   | 0.34%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diamond Escrow Issuer, LLC                                                               | Diamond Escrow Issuer, LLC                                                               | CUSIP: 25259KAA8<br>LEI: 2549002I12VHJWR4RC85 | Long             | DBT              | CORP              | US        |    157000 | PA      | $165312.81    | 0.01%             | 2028-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                            | Discovery Communications, LLC                                                            | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22863.51     | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                            | Discovery Communications, LLC                                                            | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    871000 | PA      | $705459.72    | 0.05%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                 | DISH Network Corporation                                                                 | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122521.85    | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                     | DISH DBS Corporation                                                                     | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $50550.81     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                     | DISH DBS Corporation                                                                     | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $139953.38    | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $79500.00     | 0.01%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |    240000 | PA      | $242700.00    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $76312.50     | 0.01%             | 2028-07-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |     95000 | PA      | $81937.50     | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $315000.00    | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $151500.00    | 0.01%             | 2036-06-01      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $150187.50    | 0.01%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Dotdash Meredith, Inc.                                                                   | Dotdash Meredith, Inc.                                                                   | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63197.29     | 0.00%             | 2032-06-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| DP World Crescent Limited                                                                | DP World Crescent Limited                                                                | CUSIP: 26139PAC7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166496.40    | 0.01%             | 2030-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden 85 CLO Ltd                                                                        | Dryden 85 CLO Ltd                                                                        | CUSIP: 26246BAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1266000 | PA      | $1268359.82   | 0.09%             | 2037-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Dryden 90 CLO, Ltd.                                                                      | Dryden 90 CLO, Ltd.                                                                      | CUSIP: 262484AC2<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-CBDO         | CORP              | US        |    457000 | PA      | $457211.59    | 0.03%             | 2035-02-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Dryden 98 CLO Ltd                                                                        | Dryden 98 CLO Ltd                                                                        | CUSIP: 26248AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    591000 | PA      | $591070.33    | 0.04%             | 2035-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                               | Dryden 37 Senior Loan Fund                                                               | CUSIP: 26253MAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1705000 | PA      | $1707763.81   | 0.12%             | 2037-07-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                            | Duquesne Light Holdings, Inc.                                                            | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    209000 | PA      | $184810.59    | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                            | Duquesne Light Holdings, Inc.                                                            | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    659000 | PA      | $569979.18    | 0.04%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust 2021-ELP                                                   | ELP Commercial Mortgage Trust 2021-ELP                                                   | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2428174 | PA      | $2425138.21   | 0.17%             | 2038-11-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82821.15     | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO 2020-2 Ltd                                                               | Eaton Vance CLO 2020-2 Ltd                                                               | CUSIP: 27829PAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1020000 | PA      | $1022931.48   | 0.07%             | 2037-10-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                                      | Waste Pro USA, Inc.                                                                      | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88402.53     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                              | Wayfair LLC                                                                              | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195680.82    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D6AK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     37204 | PA      | $33155.68     | 0.00%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27114 | PA      | $24147.25     | 0.00%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D9EH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    169587 | PA      | $146754.46    | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D9F25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     96387 | PA      | $85744.02     | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1356198.11   | 0.09%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust 2023-HB1                                                     | Ocwen Loan Investment Trust 2023-HB1                                                     | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48617 | PA      | $46899.70     | 0.00%             | 2026-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D9FB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    960184 | PA      | $828137.36    | 0.06%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D9JP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     33514 | PA      | $29659.19     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132D9RA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1585859 | PA      | $1365838.11   | 0.09%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23872 | PA      | $18965.55     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368020.50    | 0.03%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3063500.00   | 0.21%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DN4S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    280460 | PA      | $278179.19    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DNFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    165435 | PA      | $144304.87    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DNXG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    740170 | PA      | $747104.68    | 0.05%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    428338 | PA      | $426060.15    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    665452 | PA      | $660041.39    | 0.05%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    972991 | PA      | $965079.14    | 0.07%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRE RC Pitney Road PA LP                                                                 | BRE RC Pitney Road PA LP                                                                 | CUSIP: 43283QAC4<br>LEI: 549300N3VQTF7M2MTD40 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111761.20    | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                      | Hilton Grand Vacations Borrower LLC                                                      | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72103.11     | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392235.00    | 0.03%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    741000 | PA      | $583538.24    | 0.04%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                                                       | Horizon Aircraft Finance I Limited                                                       | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    128802 | PA      | $118497.64    | 0.01%             | 2025-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corporation, The                                                           | Howard Hughes Corporation, The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138007.41    | 0.01%             | 2029-02-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPGJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     51034 | PA      | $40688.28     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     51395 | PA      | $41073.08     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                              | Wayfair LLC                                                                              | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272077.79    | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                           | The Democratic Socialist Republic of Sri Lanka                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |     23508 | PA      | $15985.44     | 0.00%             | 2035-06-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76927.68     | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112736.17    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2023457.25   | 0.14%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82368.75     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                                    | Howard Midstream Energy Partners, LLC                                                    | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $146941.45    | 0.01%             | 2028-07-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                                    | Howard Midstream Energy Partners, LLC                                                    | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $63103.91     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                           | The Democratic Socialist Republic of Sri Lanka                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |     37135 | PA      | $29800.84     | 0.00%             | 2036-05-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                           | The Democratic Socialist Republic of Sri Lanka                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |     74302 | PA      | $59813.11     | 0.00%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: —       |
| Presidence de la Republique de Cote d'Ivoire                                             | Presidence de la Republique de Cote d'Ivoire                                             | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $181500.00    | 0.01%             | 2033-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                             | Petroleos de Venezuela, S.A.                                                             | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |   8990000 | PA      | $966425.00    | 0.07%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                                     | Hudbay Minerals Inc.                                                                     | CUSIP: 443628AJ1<br>LEI: 549300XKYRPJ5NQCYC63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69592.15     | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties, L.P.                                                          | Hudson Pacific Properties, L.P.                                                          | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2244174.73   | 0.15%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Cogent Communications Group, LLC                                                         | Cogent Communications Group, LLC                                                         | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155329.03    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Colgate Energy Partners III, LLC                                                         | Colgate Energy Partners III, LLC                                                         | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150549.03    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     30000 | PA      | $28729.44     | 0.00%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     10000 | PA      | $8152.45      | 0.00%             | 2041-01-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MDGH - GMTN B.V.                                                                         | MDGH - GMTN B.V.                                                                         | CUSIP: 55276VAJ1<br>LEI: 213800L53ZH5KG593W13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187573.10    | 0.01%             | 2029-11-07      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| MDGH GMTN (RSC) Ltd.                                                                     | MDGH GMTN (RSC) Ltd.                                                                     | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182719.94    | 0.01%             | 2053-05-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $165735.80    | 0.01%             | 2031-09-22      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5787331.06   | 0.40%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) Ltd.                                                                     | MDGH GMTN (RSC) Ltd.                                                                     | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191715.34    | 0.01%             | 2033-11-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MFA 2024-RPL1 Trust                                                                      | MFA 2024-RPL1 Trust                                                                      | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180644 | PA      | $169905.86    | 0.01%             | 2066-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                                    | MC Brazil Downstream Trading S.a r.l.                                                    | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | US        |    218930 | PA      | $173716.47    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust 2021-STOR                                                  | MHP Commercial Mortgage Trust 2021-STOR                                                  | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603000 | PA      | $603000.24    | 0.04%             | 2038-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                | MGM Resorts International                                                                | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96530.76     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MKS Inc.                                                                                 | MKS Inc.                                                                                 | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118290.45    | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    675000 | PA      | $596640.60    | 0.04%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    325000 | PA      | $263459.79    | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DPYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    326845 | PA      | $337033.15    | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    466789 | PA      | $471016.05    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc.                                                            | Spirit Aviation Holdings Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       856 | NS      | $4271.44      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Golar LNG Limited                                                                        | Golar LNG Limited                                                                        | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | US        |    140000 | PA      | $140281.04    | 0.01%             | 2025-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1208759.81   | 0.08%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    788000 | PA      | $809915.46    | 0.06%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQGL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    155132 | PA      | $123975.66    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQRR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    263094 | PA      | $263092.44    | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golar LNG Limited                                                                        | Golar LNG Limited                                                                        | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | US        |    200000 | PA      | $201305.64    | 0.01%             | 2029-09-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy, Inc.                                                                    | Mesquite Energy, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |      3883 | NS      | $781686.73    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSD25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    101213 | PA      | $105946.23    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSD33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    264825 | PA      | $276912.37    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACNR Holdings Inc.                                                                       | ACNR Holdings Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2220 | NS      | $210100.80    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Old Claimco, LLC                                                                         | Old Claimco, LLC                                                                         | CUSIP: N/A<br>LEI: 549300MWTY75LB8TRO50       | Long             | EC               | CORP              | US        |      5023 | NS      | $59070.48     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    993000 | PA      | $983688.64    | 0.07%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                                       | MIWD Holdco II LLC                                                                       | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23785.12     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSD41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     71430 | PA      | $74432.55     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSUB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    305766 | PA      | $318618.34    | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                                                          | MPT Operating Partnership, L.P.                                                          | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    452000 | PA      | $417329.36    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MPT Operating Partnership, L.P.                                                          | MPT Operating Partnership, L.P.                                                          | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47260.53     | 0.00%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59932.55     | 0.00%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                             | Petroleos de Venezuela, S.A.                                                             | CUSIP: 716558AE1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |    330000 | PA      | $47985.17     | 0.00%             | 2035-05-17      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                                                          | MPT Operating Partnership, L.P.                                                          | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106279.42    | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                                                          | MPT Operating Partnership, L.P.                                                          | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99478.38     | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Limetree Bay Cayman Limited                                                              | Limetree Bay Cayman Limited                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        28 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| New Cineworld Ltd.                                                                       | New Cineworld Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5408 | NS      | $117948.48    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| PETRONAS Capital Limited                                                                 | PETRONAS Capital Limited                                                                 | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48065.79     | 0.00%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                 | PETRONAS Capital Limited                                                                 | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $68802.33     | 0.00%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $152437.50    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $100687.50    | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    285000 | PA      | $246801.17    | 0.02%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    115000 | PA      | $94659.61     | 0.01%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    835000 | PA      | $855555.53    | 0.06%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    662000 | PA      | $685887.81    | 0.05%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    149710 | PA      | $157184.75    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KMFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1521477 | PA      | $1277192.53   | 0.09%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19534 | PA      | $15537.71     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    240505 | PA      | $210237.67    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Travelport Worldwide Limited                                                             | Travelport Worldwide Limited                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        17 | NS      | $27552.24     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cano Health, Inc.                                                                        | Cano Health, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     14652 | NS      | $183736.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29715.53     | 0.00%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42517.80     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KMUX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    142324 | PA      | $124546.05    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KMVT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    132478 | PA      | $105374.13    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74957.76     | 0.01%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   8860000 | PA      | $6408881.00   | 0.44%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $28500.00     | 0.00%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $82937.12     | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cano Health, Inc.                                                                        | Cano Health, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       610 | NS      | $2336.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings LP                                                                      | Alliant Holdings LP                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     47301 | PA      | $47125.99     | 0.00%             | 2199-12-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KMXD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    942066 | PA      | $755511.75    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KN5B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    227752 | PA      | $182651.20    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                           | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAV3<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96551.46     | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corporation                                                                | Realty Income Corporation                                                                | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    238000 | PA      | $233415.72    | 0.02%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47020 | PA      | $37737.80     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    185534 | PA      | $148039.54    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    272408 | PA      | $237955.39    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    525906 | PA      | $440317.18    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                | Realty Income Corporation                                                                | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    133000 | PA      | $125526.24    | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Redfin Corporation                                                                       | Redfin Corporation                                                                       | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    320000 | PA      | $286400.00    | 0.02%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    639796 | PA      | $513499.22    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47271 | PA      | $39326.68     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                                 | Azul Secured Finance LLP                                                                 | CUSIP: 05501WAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100895 | PA      | $126166.31    | 0.01%             | 2030-01-28      | Variable      | 15.02%                | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2022- DKLX                                    | BAMLL Commercial Mortgage Securities Trust 2022- DKLX                                    | CUSIP: 05530SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559561 | PA      | $557811.85    | 0.04%             | 2039-01-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNRU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     67420 | PA      | $61270.99     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    808101 | PA      | $647317.46    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNVT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     50062 | PA      | $43668.11     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    254962 | PA      | $231289.31    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2022- DKLX                                    | BAMLL Commercial Mortgage Securities Trust 2022- DKLX                                    | CUSIP: 05530SAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106108 | PA      | $105304.53    | 0.01%             | 2039-01-18      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1864547 | PA      | $1562267.16   | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1313874 | PA      | $1193609.14   | 0.08%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KPFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    629488 | PA      | $549676.86    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petrorio Luxembourg Trading S.A. R.L.                                                    | Petrorio Luxembourg Trading S.A. R.L.                                                    | CUSIP: 71677WAA0<br>LEI: 222100466T5WZDU1B498 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75391.43     | 0.01%             | 2026-06-09      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| The Philippines, Government of                                                           | The Philippines, Government of                                                           | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $23924.04     | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    103058 | PA      | $91841.27     | 0.01%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKQZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     63615 | PA      | $56760.13     | 0.00%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2611100.26   | 0.18%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3846677.64   | 0.26%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38380HES7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213706 | PA      | $190369.34    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38381BSP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133419 | PA      | $132638.69    | 0.01%             | 2049-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Regions Bank                                                                             | Regions Bank                                                                             | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518711.60    | 0.04%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica Oriental Del Uruguay                                            | Gobierno De La Republica Oriental Del Uruguay                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $138207.30    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38381RQS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77863 | PA      | $76636.87     | 0.01%             | 2049-02-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382BUU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    370367 | PA      | $362692.42    | 0.02%             | 2049-12-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Europe LLC                                                      | Graham Packaging Company Europe LLC                                                      | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4976.75      | 0.00%             | 2028-08-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Gran Tierra Energy Inc.                                                                  | Gran Tierra Energy Inc.                                                                  | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114287.92    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS11                                                | Morgan Stanley Capital I Trust 2016-UBS11                                                | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $683008.76    | 0.05%             | 2026-08-17      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                 | Morgan Stanley & Co. LLC                                                                 | CUSIP: 61768HAV8<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | ABS-MBS          | CORP              | US        |    449297 | PA      | $443247.68    | 0.03%             | 2029-01-18      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica Oriental Del Uruguay                                            | Gobierno De La Republica Oriental Del Uruguay                                            | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $73954.58     | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                     | Resideo Funding Inc.                                                                     | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61502.68     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $49808.20     | 0.00%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    325000 | PA      | $327506.73    | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                                 | New Fortress Energy Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7503 | NS      | $24909.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                                                | Diamond Sports Group, LLC                                                                | CUSIP: N/A<br>LEI: 5493002K6DHWNZH8YA34       | Long             | EC               | CORP              | US        |       190 | NS      | $2612.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Graphic Packaging International, LLC                                                     | Graphic Packaging International, LLC                                                     | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42170.76     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I, L.P.                                                                | Harvest Midstream I, L.P.                                                                | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147368.50    | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                           | JH North America Holdings Inc.                                                           | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25415.96     | 0.00%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                         | JNL Government Money Market Fund                                                         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  17194983 | NS      | $17194982.58  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KPGS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    208196 | PA      | $206584.64    | 0.01%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    351237 | PA      | $349506.35    | 0.02%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     77819 | PA      | $77162.03     | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KQF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     72453 | PA      | $71841.62     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                                              | Merchants Fleet Funding LLC                                                              | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-CBDO         | CORP              | US        |    561130 | PA      | $564609.19    | 0.04%             | 2027-08-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Metalsa, S.A.P.I. de C.V.                                                                | Metalsa, S.A.P.I. de C.V.                                                                | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123025.26    | 0.01%             | 2031-05-04      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| The Philippines, Government of                                                           | The Philippines, Government of                                                           | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $45393.25     | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                           | The Philippines, Government of                                                           | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $206603.20    | 0.01%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $210500.00    | 0.01%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                 | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                 | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    487384 | PA      | $489087.95    | 0.03%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BTXR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    917540 | PA      | $917320.24    | 0.06%             | 2054-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUVN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    470735 | PA      | $470439.72    | 0.03%             | 2055-02-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                                     | Methanex Corporation                                                                     | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95460.27     | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                                     | Methanex Corporation                                                                     | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69144.68     | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO 2025-21 Ltd                                               | Morgan Stanley Eaton Vance CLO 2025-21 Ltd                                               | CUSIP: 617921AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1085000 | PA      | $1086947.58   | 0.07%             | 2038-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $52324.85     | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KQGP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     67000 | PA      | $68836.88     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KR5R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    219807 | PA      | $225696.88    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    621279 | PA      | $629040.81    | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRFA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    312160 | PA      | $315377.04    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRJV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    326111 | PA      | $335155.58    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRJW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    277425 | PA      | $284685.30    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                           | The Philippines, Government of                                                           | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $194557.00    | 0.01%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Limited                                                         | Phoenix Aviation Capital Limited                                                         | CUSIP: 71910DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $97298.10     | 0.01%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRJX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    288898 | PA      | $296368.16    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRM76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    313468 | PA      | $322162.08    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    275320 | PA      | $282524.94    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRTR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    330341 | PA      | $334364.60    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $212528.00    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |     25000 | PA      | $26494.75     | 0.00%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    325204 | PA      | $328454.32    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRVG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    442523 | PA      | $436435.16    | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                                              | Western Digital Corporation                                                              | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    106000 | PA      | $98379.25     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                                              | Western Digital Corporation                                                              | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54850.61     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KRVL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1040729 | PA      | $1053406.17   | 0.07%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYR84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13398 | PA      | $12373.55     | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYSK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    546255 | PA      | $504480.36    | 0.03%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    134904 | PA      | $116111.06    | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BUW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    220346 | PA      | $220241.01    | 0.02%             | 2054-09-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QKR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    787364 | PA      | $665129.36    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| On Semiconductor Corporation                                                             | On Semiconductor Corporation                                                             | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58031.90     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| On Semiconductor Corporation                                                             | On Semiconductor Corporation                                                             | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    107000 | PA      | $125906.90    | 0.01%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                          | Western Midstream Operating, LP                                                          | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4136473.58   | 0.28%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Western Southern Global Funding                                                          | Western Southern Global Funding                                                          | CUSIP: 95954A2A0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361000 | PA      | $364898.62    | 0.03%             | 2030-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holding S A De C V                                                 | Buffalo Energy Mexico Holding S A De C V                                                 | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123750.00    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    139485 | PA      | $119769.67    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H6RW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    163743 | PA      | $156228.87    | 0.01%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H77F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    238513 | PA      | $226980.60    | 0.02%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H8BP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    143566 | PA      | $144581.76    | 0.01%             | 2048-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQER2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    547035 | PA      | $560839.06    | 0.04%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22616 | PA      | $21388.45     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H8HT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    390906 | PA      | $386601.09    | 0.03%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H9AA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    390987 | PA      | $388883.88    | 0.03%             | 2044-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                              | Westpac Banking Corporation                                                              | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | US        |    558000 | PA      | $540721.53    | 0.04%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Wex, Inc.                                                                                | Wex, Inc.                                                                                | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151304.23    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HAFW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    397391 | PA      | $395548.46    | 0.03%             | 2053-08-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HCYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    286487 | PA      | $286256.74    | 0.02%             | 2054-06-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $208794.80    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $206605.60    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HFYT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    529593 | PA      | $527818.68    | 0.04%             | 2054-10-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HJEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    290721 | PA      | $290643.24    | 0.02%             | 2055-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HJQ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    340706 | PA      | $340945.67    | 0.02%             | 2054-10-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HJZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    186596 | PA      | $185633.18    | 0.01%             | 2055-02-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                     | United Rentals (North America), Inc.                                                     | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144393.73    | 0.01%             | 2034-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HKUC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    328272 | PA      | $327038.55    | 0.02%             | 2055-04-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138WKXE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1920911 | PA      | $1825622.96   | 0.13%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140FKFZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12047 | PA      | $11143.15     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140GPNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43156 | PA      | $39864.32     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Acrisure Investment Holdings, LLC                                                        | Acrisure Investment Holdings, LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6374 | NS      | $153485.92    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Fusion Parent, LLC                                                                       | Fusion Parent, LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2659 | NS      | $138480.72    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140H5CG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    437796 | PA      | $403304.14    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140HBKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     55021 | PA      | $50686.37     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140HKKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    371430 | PA      | $341257.93    | 0.02%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140HL4Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41306 | PA      | $40083.09     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140HMV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65274 | PA      | $63341.95     | 0.00%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140HPZW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38378 | PA      | $37241.35     | 0.00%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140J8CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1290719 | PA      | $1254416.69   | 0.09%             | 2036-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140J8DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    996035 | PA      | $969152.80    | 0.07%             | 2036-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                         | Wheels Fleet Lease Funding 1 LLC                                                         | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    891171 | PA      | $895165.04    | 0.06%             | 2028-02-18      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                    | Whirlpool Corporation                                                                    | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9747.98      | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 180 Medical, Inc.                                                                        | 180 Medical, Inc.                                                                        | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214010.55    | 0.01%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                      | Restaurant Brands International Limited Partnership                                      | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68693.24     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    186158 | PA      | $181178.23    | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    391836 | PA      | $396853.45    | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    416540 | PA      | $420702.36    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSVD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1330247 | PA      | $1347281.58   | 0.09%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SGUS LLC UNSUB 11% 12/15/29 144A                                                         | SGUS LLC UNSUB 11% 12/15/29 144A                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     46364 | PA      | $44509.44     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                                          | Traverse Midstream Partners LLC                                                          | CUSIP: 89435TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58704 | PA      | $58776.97     | 0.00%             | 2028-02-16      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QTDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    591916 | PA      | $600421.14    | 0.04%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QTDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     96775 | PA      | $97953.36     | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QTEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    769595 | PA      | $796834.70    | 0.05%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QTLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    567378 | PA      | $591228.01    | 0.04%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QU2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    426749 | PA      | $441519.79    | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QU6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    375283 | PA      | $380909.29    | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    236848 | PA      | $237324.45    | 0.02%             | 2025-12-11      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                                                                       | Altice France S.A.                                                                       | CUSIP: F6628DAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19949 | PA      | $17505.23     | 0.00%             | 2026-07-13      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| P.F. Chang's China Bistro Inc.                                                           | P.F. Chang's China Bistro Inc.                                                           | CUSIP: 69345YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99884 | PA      | $86970.22     | 0.01%             | 2026-03-01      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| P.F. Chang's China Bistro Inc.                                                           | P.F. Chang's China Bistro Inc.                                                           | CUSIP: 69345YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       265 | PA      | $230.85       | 0.00%             | 2026-03-01      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    237371 | PA      | $241803.38    | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    308079 | PA      | $318886.43    | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1024109 | PA      | $1043230.55   | 0.07%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    989455 | PA      | $1007929.46   | 0.07%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PCI Gaming Authority                                                                     | PCI Gaming Authority                                                                     | CUSIP: 70455DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57267 | PA      | $57211.66     | 0.00%             | 2026-05-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting, Inc.                                                               | Nexstar Broadcasting, Inc.                                                               | CUSIP: 65336RAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118649 | PA      | $118612.24    | 0.01%             | 2026-07-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    767407 | PA      | $769320.31    | 0.05%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1092552 | PA      | $1112951.24   | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                                                        | DCert Buyer, Inc.                                                                        | CUSIP: 24022KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    771292 | PA      | $763255.49    | 0.05%             | 2026-07-31      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| United FP Holdings, LLC                                                                  | United FP Holdings, LLC                                                                  | CUSIP: 91132UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    652450 | PA      | $627004.92    | 0.04%             | 2026-12-30      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    353436 | PA      | $365669.82    | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    993807 | PA      | $1018262.76   | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                                | Zayo Group Holdings, Inc.                                                                | CUSIP: 98919XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140494 | PA      | $133357.10    | 0.01%             | 2027-02-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| United FP Holdings, LLC                                                                  | United FP Holdings, LLC                                                                  | CUSIP: 91132UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53380 | PA      | $51644.86     | 0.00%             | 2026-12-30      | Floating      | 13.04%                | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    841845 | PA      | $866771.12    | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    663050 | PA      | $675429.74    | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QV4N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    143134 | PA      | $150246.16    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVB78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1346962 | PA      | $1372111.30   | 0.09%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95968 | PA      | $99019.28     | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1456082 | PA      | $1483268.33   | 0.10%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                                               | Gainwell Acquisition Corp.                                                               | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68270 | PA      | $65658.20     | 0.00%             | 2027-08-17      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                         | SkyMiles IP Ltd.                                                                         | CUSIP: 24736CBS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75123 | PA      | $75489.80     | 0.01%             | 2027-09-16      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1                                                                             | AASET 2024-1                                                                             | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    710880 | PA      | $724812.97    | 0.05%             | 2031-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1                                                                             | AASET 2024-1                                                                             | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    647543 | PA      | $661271.31    | 0.05%             | 2031-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.                                                 | Travelport Finance (Luxembourg) S.a.r.l.                                                 | CUSIP: L9308UAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113955 | PA      | $87389.73     | 0.01%             | 2028-09-29      | Floating      | 15.54%                | No            |                  2 | On Loan: No      |
| Array Technologies, Inc.                                                                 | Array Technologies, Inc.                                                                 | CUSIP: 04270YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171982 | PA      | $171121.70    | 0.01%             | 2027-10-07      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                               | Weber-Stephen Products LLC                                                               | CUSIP: 94767KAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70000 | PA      | $69427.40     | 0.00%             | 2027-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                               | Weber-Stephen Products LLC                                                               | CUSIP: 94767KAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340628 | PA      | $337841.68    | 0.02%             | 2027-10-20      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings, LLC                                                          | Aruba Investments Holdings, LLC                                                          | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67428 | PA      | $63045.37     | 0.00%             | 2027-10-28      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings, LLC                                                          | Aruba Investments Holdings, LLC                                                          | CUSIP: 04317JAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $130900.00    | 0.01%             | 2028-10-28      | Floating      | 12.18%                | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                      | LBM Acquisition LLC                                                                      | CUSIP: 50179JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $19692.80     | 0.00%             | 2027-12-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| WOOF Holdings, Inc                                                                       | WOOF Holdings, Inc                                                                       | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192227 | PA      | $124947.81    | 0.01%             | 2027-12-16      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| AASET 2020-1 Trust                                                                       | AASET 2020-1 Trust                                                                       | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86718 | PA      | $83639.45     | 0.01%             | 2027-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AASET 2020-1 Trust                                                                       | AASET 2020-1 Trust                                                                       | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64964 | PA      | $55062.75     | 0.00%             | 2027-01-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                                                         | Pike Corporation                                                                         | CUSIP: 72108PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90552 | PA      | $91017.58     | 0.01%             | 2028-01-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| RVR Dealership Holdings, LLC                                                             | RVR Dealership Holdings, LLC                                                             | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186840 | PA      | $170543.71    | 0.01%             | 2028-02-08      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| AlixPartners, LLP                                                                        | AlixPartners, LLP                                                                        | CUSIP: 01642PBB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202638 | PA      | $203323.00    | 0.01%             | 2028-02-04      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings, Inc.                                                               | TricorBraun Holdings, Inc.                                                               | CUSIP: 00184NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212198 | PA      | $211863.02    | 0.01%             | 2028-01-29      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC                                        | Foundation Building Materials Holding Company LLC                                        | CUSIP: 35039KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9862.50      | 0.00%             | 2028-02-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC                                        | Foundation Building Materials Holding Company LLC                                        | CUSIP: 35039KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49793 | PA      | $49107.97     | 0.00%             | 2028-02-03      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83594 | PA      | $83472.05     | 0.01%             | 2028-02-05      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                                                        | DCert Buyer, Inc.                                                                        | CUSIP: 24022KAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225000 | PA      | $194625.00    | 0.01%             | 2029-02-16      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                      | Restaurant Brands International Limited Partnership                                      | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46627.50     | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                      | Restaurant Brands International Limited Partnership                                      | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71916.42     | 0.00%             | 2029-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Spin Holdco Inc.                                                                         | Spin Holdco Inc.                                                                         | CUSIP: 84850XAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1147772 | PA      | $1004300.21   | 0.07%             | 2028-02-26      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                                                        | Spa Holdings 3 Oy                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47654 | PA      | $47520.46     | 0.00%             | 2028-03-18      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                                                        | Spa Holdings 3 Oy                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43171 | PA      | $43049.92     | 0.00%             | 2028-03-18      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                              | DG Investment Intermediate Holdings 2, Inc.                                              | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157938 | PA      | $157778.64    | 0.01%             | 2028-03-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QL3M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15620 | PA      | $14787.99     | 0.00%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QL6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3835817 | PA      | $3207960.92   | 0.22%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, LP                                                       | Piedmont Operating Partnership, LP                                                       | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    207000 | PA      | $172418.37    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                                                         | Pike Corporation                                                                         | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69907.13     | 0.00%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                                                       | AASET 2021-2 Trust                                                                       | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1090116 | PA      | $996039.15    | 0.07%             | 2028-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AASET 2025-1                                                                             | AASET 2025-1                                                                             | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    564819 | PA      | $565044.63    | 0.04%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  3 | On Loan: No      |
| WIN Waste Innovations Holdings, Inc.                                                     | WIN Waste Innovations Holdings, Inc.                                                     | CUSIP: 38723BAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    273885 | PA      | $270719.34    | 0.02%             | 2028-03-31      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| BW Gas & Convenience Holdings, LLC                                                       | BW Gas & Convenience Holdings, LLC                                                       | CUSIP: 05604YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120980 | PA      | $120274.29    | 0.01%             | 2028-03-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Company PJSC                                                   | Abu Dhabi National Energy Company PJSC                                                   | CUSIP: 00388WAG6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40661.95     | 0.00%             | 2030-04-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi National Energy Company PJSC                                                   | Abu Dhabi National Energy Company PJSC                                                   | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72864.17     | 0.00%             | 2049-10-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi National Energy Company PJSC                                                   | Abu Dhabi National Energy Company PJSC                                                   | CUSIP: 00388WAM3<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197608.76    | 0.01%             | 2033-04-24      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi National Energy Company PJSC                                                   | Abu Dhabi National Energy Company PJSC                                                   | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191174.62    | 0.01%             | 2037-03-09      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                      | Hilton Grand Vacations Borrower LLC                                                      | CUSIP: 43283LAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    378382 | PA      | $377969.42    | 0.03%             | 2028-05-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LCPR Loan Financing LLC                                                                  | LCPR Loan Financing LLC                                                                  | CUSIP: 50183CAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $19374.90     | 0.00%             | 2028-09-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc.                                                                 | Michaels Companies, Inc.                                                                 | CUSIP: 59408UAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133043 | PA      | $111228.98    | 0.01%             | 2028-04-08      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Tory Burch LLC                                                                           | Tory Burch LLC                                                                           | CUSIP: 89148GAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177610 | PA      | $176500.43    | 0.01%             | 2028-04-14      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    696777 | PA      | $562280.15    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLFK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    262130 | PA      | $225861.98    | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc.                                                                  | SCIH Salt Holdings Inc.                                                                  | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99290 | PA      | $99247.80     | 0.01%             | 2027-03-16      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc.                                                                  | SCIH Salt Holdings Inc.                                                                  | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20110 | PA      | $20101.53     | 0.00%             | 2027-03-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                    | Whirlpool Corporation                                                                    | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156434.12    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                    | Whirlpool Corporation                                                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125390.80    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Company PJSC                                             | Abu Dhabi Developmental Holding Company PJSC                                             | CUSIP: 00402D2B0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208011.28    | 0.01%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Company PJSC                                             | Abu Dhabi Developmental Holding Company PJSC                                             | CUSIP: 00402D2D6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $184990.72    | 0.01%             | 2054-10-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLFM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    386772 | PA      | $331714.75    | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66461 | PA      | $59193.53     | 0.00%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                          | Acadia Healthcare Company, Inc.                                                          | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72211.19     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38449.86     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38997.06     | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46549.53     | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493317 | PA      | $495497.43    | 0.03%             | 2028-05-04      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                           | Lonza Group AG                                                                           | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $22738.75     | 0.00%             | 2028-04-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                            | Williams Companies, Inc., The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1018330.99   | 0.07%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                                  | Williams Scotsman, Inc.                                                                  | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92503.25     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46473.98     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAM5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46935.65     | 0.00%             | 2029-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                                  | Williams Scotsman, Inc.                                                                  | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67505.09     | 0.00%             | 2030-04-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Structured Trust VIII                                                      | Willis Engine Structured Trust VIII                                                      | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    770000 | PA      | $777364.74    | 0.05%             | 2031-06-16      | Fixed         | 5.58%                 | No            |                  3 | On Loan: No      |
| Willis Engine Structured Trust VII                                                       | Willis Engine Structured Trust VII                                                       | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    578690 | PA      | $594893.69    | 0.04%             | 2029-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                                                                 | Windstream Services, LLC                                                                 | CUSIP: 97381AAA0<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188521.12    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Pike Corporation                                                                         | Pike Corporation                                                                         | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108839.17    | 0.01%             | 2031-01-31      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Pine Street Trust II                                                                     | Pine Street Trust II                                                                     | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906365.30    | 0.06%             | 2049-02-15      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                          | Wolfspeed, Inc.                                                                          | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    496000 | PA      | $123999.50    | 0.01%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                          | Wolfspeed, Inc.                                                                          | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $171013.39    | 0.01%             | 2030-06-23      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                               | Wolverine World Wide, Inc.                                                               | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94102.70     | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                                 | World Omni Auto Receivables Trust 2023-C                                                 | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    303968 | PA      | $305293.73    | 0.02%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    389482 | PA      | $346384.45    | 0.02%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1367092 | PA      | $1145459.43   | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                           | Lonza Group AG                                                                           | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272566 | PA      | $247912.51    | 0.02%             | 2028-04-29      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                                                                         | ACProducts, Inc.                                                                         | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167900 | PA      | $126344.58    | 0.01%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                                | XPO, Inc.                                                                                | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104735.81    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                                                | XPO, Inc.                                                                                | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50754.81     | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners, LP                                               | XPLR Infrastructure Operating Partners, LP                                               | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96124.09     | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners, LP                                               | XPLR Infrastructure Operating Partners, LP                                               | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96489.67     | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: —       |
| Plains All American Pipeline, L.P.                                                       | Plains All American Pipeline, L.P.                                                       | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380447.35    | 0.03%             | 2500-12-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                       | Plains All American Pipeline, L.P.                                                       | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    188000 | PA      | $179638.64    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLM78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1754423 | PA      | $1469996.52   | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30960 | PA      | $24626.29     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master                                                                    | Planet Fitness Master                                                                    | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |    624645 | PA      | $593193.87    | 0.04%             | 2049-12-05      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| PT. Indonesia Asahan Aluminium                                                           | PT. Indonesia Asahan Aluminium                                                           | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132418.14    | 0.01%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50704.66     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |    310000 | PA      | $253425.00    | 0.02%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Retail Properties of America, Inc.                                                       | Retail Properties of America, Inc.                                                       | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57862.34     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                   | Reynolds American Inc.                                                                   | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965546.70    | 0.07%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PTT Treasury Center Company Limited                                                      | PTT Treasury Center Company Limited                                                      | CUSIP: 74446T2C6<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33514.50     | 0.00%             | 2070-07-16      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2024-RCF4, LLC                                                                      | PRPM 2024-RCF4, LLC                                                                      | CUSIP: 74448JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155517 | PA      | $152651.21    | 0.01%             | 2028-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                               | MajorDrive Holdings IV LLC                                                               | CUSIP: 56085UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49741 | PA      | $48704.84     | 0.00%             | 2028-05-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                               | MajorDrive Holdings IV LLC                                                               | CUSIP: 56085UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74922 | PA      | $73361.65     | 0.01%             | 2028-05-12      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                                               | X.Ai Corp.                                                                               | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101032.30    | 0.01%             | 2030-06-30      | Fixed         | 12.50%                | Yes           |                  2 | On Loan: No      |
| YPF S.A.                                                                                 | YPF S.A.                                                                                 | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59869.22     | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $83137.50     | 0.01%             | 2032-05-29      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners, L.P.                                                                  | Archrock Partners, L.P.                                                                  | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91740.23     | 0.01%             | 2032-09-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914908BB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240994 | PA      | $232258.35    | 0.02%             | 2028-05-06      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Conair Holdings, LLC                                                                     | Conair Holdings, LLC                                                                     | CUSIP: 20600RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129444 | PA      | $94063.00     | 0.01%             | 2028-05-13      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                                       | Puget Energy, Inc.                                                                       | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    516000 | PA      | $498665.03    | 0.03%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                                       | Puget Energy, Inc.                                                                       | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $1971664.44   | 0.14%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Riot Platforms, Inc.                                                                     | Riot Platforms, Inc.                                                                     | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43880.34     | 0.00%             | 2030-01-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                  | Sasol Financing USA LLC                                                                  | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225139.04    | 0.02%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production B.V.                                                           | Yinson Boronia Production B.V.                                                           | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | US        |    327089 | PA      | $348150.13    | 0.02%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production B.V.                                                          | Yinson Bergenia Production B.V.                                                          | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81110.75     | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                  | Sasol Financing USA LLC                                                                  | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28730.89     | 0.00%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | GB        |    125000 | PA      | $102783.63    | 0.01%             | 2046-10-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                    | Ardagh Metal Packaging Finance Public Limited Company                                    | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | US        |    109000 | PA      | $99465.62     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Ardagh Metal Packaging Finance Public Limited Company                                    | Ardagh Metal Packaging Finance Public Limited Company                                    | CUSIP: 03969YAC2<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60165.44     | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | GB        |    110000 | PA      | $91472.70     | 0.01%             | 2047-10-04      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $67932.00     | 0.00%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                        | Yum! Brands, Inc.                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    360000 | PA      | $347341.59    | 0.02%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                           | ZF North America Capital, Inc.                                                           | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75165.09     | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                           | ZF North America Capital, Inc.                                                           | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105922.25    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Minstry of Finance, Lebenon Republic of                                                  | Minstry of Finance, Lebenon Republic of                                                  | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    217000 | PA      | $40687.50     | 0.00%             | 2500-12-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAT6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    385000 | PA      | $360541.34    | 0.02%             | 2030-10-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAU3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $232555.50    | 0.02%             | 2060-04-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                           | American Rock Salt Company LLC                                                           | CUSIP: 02932JAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34462 | PA      | $27963.14     | 0.00%             | 2028-06-04      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| CWGS Group, LLC                                                                          | CWGS Group, LLC                                                                          | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122468 | PA      | $119597.56    | 0.01%             | 2028-05-25      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $167351.00    | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    250000 | PA      | $154283.75    | 0.01%             | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    623500 | PA      | $554614.37    | 0.04%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1406540 | PA      | $1178511.63   | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cosan Overseas Limited                                                                   | Cosan Overseas Limited                                                                   | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | DBT              | CORP              | KY        |    190000 | PA      | $191662.50    | 0.01%             | 2500-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Minstry of Finance, Lebenon Republic of                                                  | Minstry of Finance, Lebenon Republic of                                                  | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | US        |     98000 | PA      | $18375.00     | 0.00%             | 2500-12-31      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CWGS Group, LLC                                                                          | CWGS Group, LLC                                                                          | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6521 | PA      | $6368.56      | 0.00%             | 2028-05-25      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                                                         | EAB Global, Inc.                                                                         | CUSIP: 26835CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112221 | PA      | $109977.04    | 0.01%             | 2028-08-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MTN (Mauritius) Investments Limited                                                      | MTN (Mauritius) Investments Limited                                                      | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | DE        |     70000 | PA      | $70560.49     | 0.00%             | 2026-10-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Mining Company                                                             | Saudi Arabian Mining Company                                                             | CUSIP: 55407NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203484.74    | 0.01%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QM6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     75837 | PA      | $68920.28     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QM7H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17875 | PA      | $16909.95     | 0.00%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                                    | Macquarie Airfinance Holdings Limited                                                    | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88878.64     | 0.01%             | 2029-03-30      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Academy, Ltd.                                                                            | Academy, Ltd.                                                                            | CUSIP: 00400YAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55797 | PA      | $55563.99     | 0.00%             | 2027-11-05      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Optiv Security, Inc.                                                                     | Optiv Security, Inc.                                                                     | CUSIP: 68405PAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137925 | PA      | $110487.39    | 0.01%             | 2026-08-17      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |   1209068 | PA      | $967254.46    | 0.07%             | 2030-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    996508 | PA      | $675134.17    | 0.05%             | 2035-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    484275 | PA      | $348072.75    | 0.02%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    245000 | PA      | $153737.50    | 0.01%             | 2041-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    936533 | PA      | $752245.06    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    370268 | PA      | $329343.08    | 0.02%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    126918 | PA      | $110945.12    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84969 | PA      | $75399.73     | 0.01%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                          | Ministry of Diwan Amiri Affairs                                                          | CUSIP: 74727PAV3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |    220000 | PA      | $196339.66    | 0.01%             | 2046-06-02      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                          | Ministry of Diwan Amiri Affairs                                                          | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |    275000 | PA      | $246380.20    | 0.02%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    137704 | PA      | $115947.19    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ares XLI CLO Ltd.                                                                        | Ares XLI CLO Ltd.                                                                        | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | US        |   2135000 | PA      | $2136643.95   | 0.15%             | 2034-04-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QMKN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2794946 | PA      | $2536535.49   | 0.17%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                                     | Ladder Capital Finance Holdings LLLP                                                     | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67811.25     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                          | Ministry of Diwan Amiri Affairs                                                          | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |    285000 | PA      | $241260.20    | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Qatarenergy                                                                              | Qatarenergy                                                                              | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313463.35    | 0.02%             | 2026-09-12      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Golden Entertainment, Inc.                                                               | Golden Entertainment, Inc.                                                               | CUSIP: 38101JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196277 | PA      | $196400.92    | 0.01%             | 2030-05-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc.                                                                    | Bleriot US Bidco Inc.                                                                    | CUSIP: 09353TAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64364 | PA      | $64484.64     | 0.00%             | 2028-10-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                                    | Ontario Gaming GTA LP                                                                    | CUSIP: C6907UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128001 | PA      | $126600.32    | 0.01%             | 2030-07-11      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company, L.P.                                               | Calpine Construction Finance Company, L.P.                                               | CUSIP: 13134NAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84575 | PA      | $84520.87     | 0.01%             | 2030-07-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Qatarenergy                                                                              | Qatarenergy                                                                              | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175437.38    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Qatarenergy                                                                              | Qatarenergy                                                                              | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $236305.72    | 0.02%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Lakeside Park CLO Ltd                                                                    | Lakeside Park CLO Ltd                                                                    | CUSIP: 51218YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    658000 | PA      | $656122.07    | 0.04%             | 2038-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                               | Lamb Weston Holdings, Inc.                                                               | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163798.81    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JP Intermediate B, LLC                                                                   | JP Intermediate B, LLC                                                                   | CUSIP: 46650KAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128049 | PA      | $3841.48      | 0.00%             | 2027-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                                   | Chemours Company (The)                                                                   | CUSIP: 16384YAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219212 | PA      | $218389.84    | 0.01%             | 2028-08-10      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Qatarenergy                                                                              | Qatarenergy                                                                              | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $81225.11     | 0.01%             | 2041-07-12      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Queen Mergerco, Inc.                                                                     | Queen Mergerco, Inc.                                                                     | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $273592.70    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344690.99    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103152.93    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18297.23     | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ares LIV CLO Ltd                                                                         | Ares LIV CLO Ltd                                                                         | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    643000 | PA      | $643000.00    | 0.04%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ares LVIII CLO Ltd.                                                                      | Ares LVIII CLO Ltd.                                                                      | CUSIP: 04018AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    908000 | PA      | $912704.35    | 0.06%             | 2038-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties, LP                                                                 | RHP Hotel Properties, LP                                                                 | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97808.11     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RR 7 Ltd                                                                                 | RR 7 Ltd                                                                                 | CUSIP: 74980EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1141000 | PA      | $1142813.05   | 0.08%             | 2037-01-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares LV CLO Ltd                                                                          | Ares LV CLO Ltd                                                                          | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    652000 | PA      | $653349.64    | 0.04%             | 2037-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Ares LIX CLO Ltd                                                                         | Ares LIX CLO Ltd                                                                         | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    521000 | PA      | $521441.29    | 0.04%             | 2034-04-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| RFNA, LP                                                                                 | RFNA, LP                                                                                 | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71626.08     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| RR 34 LTD                                                                                | RR 34 LTD                                                                                | CUSIP: 74988WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    478000 | PA      | $479995.17    | 0.03%             | 2039-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                                 | Radiology Partners, Inc.                                                                 | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     10489 | PA      | $10342.43     | 0.00%             | 2030-02-15      | Variable      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                                 | Radiology Partners, Inc.                                                                 | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40099.95     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RailWorks Holdings, LP                                                                   | RailWorks Holdings, LP                                                                   | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $178947.40    | 0.01%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Rand Parent LLC                                                                          | Rand Parent LLC                                                                          | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $323052.11    | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Anywhere Real Estate Group LLC                                                           | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39506.72     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Anywhere Real Estate Group LLC                                                           | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15588.67     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Anywhere Real Estate Group LLC                                                           | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     90800 | PA      | $84786.21     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    315000 | PA      | $304138.17    | 0.02%             | 2029-04-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    285000 | PA      | $248062.58    | 0.02%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27628.76     | 0.00%             | 2049-04-16      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    380000 | PA      | $337779.76    | 0.02%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $82384.04     | 0.01%             | 2050-11-24      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $38911.95     | 0.00%             | 2070-11-24      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182616.36    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MATIV Holdings, Inc.                                                                     | MATIV Holdings, Inc.                                                                     | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86105.78     | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Seadrill Finance Limited                                                                 | Seadrill Finance Limited                                                                 | CUSIP: 81172QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45827.68     | 0.00%             | 2030-08-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                | Seagate Data Storage Technology Pte. Ltd.                                                | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10179.18     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                       | Seagate HDD Cayman                                                                       | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167644.53    | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                       | Seagate HDD Cayman                                                                       | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69431.32     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                                                   | Sealed Air Corporation                                                                   | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99938.31     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corporation                                                                   | Sealed Air Corporation                                                                   | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51828.96     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Seaspan Corporation                                                                      | Seaspan Corporation                                                                      | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41710.16     | 0.00%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Select Medical Corporation                                                               | Select Medical Corporation                                                               | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160966.08    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Senegal, Government of                                                                   | Senegal, Government of                                                                   | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | US        |    115000 | PA      | $75612.50     | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                                                | Sensata Technologies B.V.                                                                | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76060.24     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Sensata Technologies, Inc.                                                               | Sensata Technologies, Inc.                                                               | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154239.86    | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Seplat Energy PLC                                                                        | Seplat Energy PLC                                                                        | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198356.77    | 0.01%             | 2030-03-21      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Serbia                                                     | Government of the Republic of Serbia                                                     | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $78843.75     | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Serbia                                                     | Government of the Republic of Serbia                                                     | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $125937.50    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Service Corporation International                                                        | Service Corporation International                                                        | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45495.06     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                           | Sisecam UK PLC                                                                           | CUSIP: 829688AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $131514.00    | 0.01%             | 2032-05-02      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: —       |
| Sixth Street Lending Partners                                                            | Sixth Street Lending Partners                                                            | CUSIP: 829932AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    841000 | PA      | $856508.63    | 0.06%             | 2030-07-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Specialty Lending, Inc.                                                     | Sixth Street Specialty Lending, Inc.                                                     | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    514000 | PA      | $525859.32    | 0.04%             | 2029-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd                                                                  | Sixth Street CLO XX Ltd                                                                  | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    697000 | PA      | $697000.00    | 0.05%             | 2038-07-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                         | SkyMiles IP Ltd.                                                                         | CUSIP: 830867AA5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      3278 | PA      | $3270.74      | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                                           | Smyrna Ready Mix Concrete, LLC                                                           | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120647.25    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Snap Inc.                                                                                | Snap Inc.                                                                                | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92300.19     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale                                                                         | Societe Generale                                                                         | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1461483.15   | 0.10%             | 2026-12-14      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                               | Ares Strategic Income Fund                                                               | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1345340.11   | 0.09%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                               | Ares Strategic Income Fund                                                               | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    592000 | PA      | $593857.81    | 0.04%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale                                                                         | Societe Generale                                                                         | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |    884000 | PA      | $899470.00    | 0.06%             | 2029-04-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sotheby's, Inc.                                                                          | Sotheby's, Inc.                                                                          | CUSIP: 835898AH0<br>LEI: 549300BWO4DK4JOFBM30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168086.28    | 0.01%             | 2027-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    320000 | PA      | $236373.35    | 0.02%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: —       |
| Sotera Health Holdings, LLC                                                              | Sotera Health Holdings, LLC                                                              | CUSIP: 83600WAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72742.78     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $59393.75     | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                    | Open Text Corporation                                                                    | CUSIP: 68371YAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168370 | PA      | $168181.42    | 0.01%             | 2030-01-31      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                                       | Finastra USA, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    168869 | PA      | $169079.72    | 0.01%             | 2029-09-13      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                                       | Finastra USA, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3944 | PA      | $3948.79      | 0.00%             | 2029-09-13      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| CPM Holdings, Inc.                                                                       | CPM Holdings, Inc.                                                                       | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49238 | PA      | $48029.85     | 0.00%             | 2028-09-18      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $59700.00     | 0.00%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $56531.25     | 0.00%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products, Inc.                                                   | Bombardier Recreational Products, Inc.                                                   | CUSIP: 09776MAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    126545 | PA      | $126624.88    | 0.01%             | 2029-12-13      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club, Inc.                                                                | BJ's Wholesale Club, Inc.                                                                | CUSIP: 09179FAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78918 | PA      | $79242.16     | 0.01%             | 2029-02-03      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                               | Ares Strategic Income Fund                                                               | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    732000 | PA      | $732023.50    | 0.05%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28350.90     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $48062.50     | 0.00%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |    140000 | PA      | $105175.00    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $58500.00     | 0.00%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $198250.00    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                          | South Bow Canadian Infrastructure Holdings Ltd.                                          | CUSIP: 836720AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15530.73     | 0.00%             | 2055-03-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                          | South Bow Canadian Infrastructure Holdings Ltd.                                          | CUSIP: 836720AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $109694.01    | 0.01%             | 2055-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8863.62      | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CMG Media Corporation                                                                    | CMG Media Corporation                                                                    | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23780.91     | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Cenub Qaz Dehlizi, Qapali Sehmdar Cemiyyeti                                              | Cenub Qaz Dehlizi, Qapali Sehmdar Cemiyyeti                                              | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161896.21    | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                                    | Ahlstrom Holding 3 Oy                                                                    | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23823.02     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                                            | INEOS Quattro Holdings UK Ltd                                                            | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191729 | PA      | $178068.08    | 0.01%             | 2029-03-09      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                                                                  | ClubCorp Holdings, Inc.                                                                  | CUSIP: 18948TAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    236496 | PA      | $236377.67    | 0.02%             | 2028-10-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96652.94     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84263.35     | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC                                                          | BCPE Flavor Debt Merger Sub LLC                                                          | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $148221.86    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                                   | Brandywine Operating Partnership, L.P.                                                   | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1138763.05   | 0.08%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                                                     | Spirit Airlines, LLC                                                                     | CUSIP: 84859BAC5<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |     40676 | PA      | $29172.79     | 0.00%             | 2030-03-12      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28409.71     | 0.00%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Arthur US Finco Inc                                                                      | Arthur US Finco Inc                                                                      | CUSIP: G0563HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138424 | PA      | $128560.99    | 0.01%             | 2030-11-08      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99000 | PA      | $98010.00     | 0.01%             | 2029-05-29      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                             | Aspire Bakeries Holdings LLC                                                             | CUSIP: 02106XAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99023 | PA      | $99177.41     | 0.01%             | 2030-12-16      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Sk Neptune Husky Finance S.A.R.L                                                         | Sk Neptune Husky Finance S.A.R.L                                                         | CUSIP: L8038JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14252 | PA      | $2707.97      | 0.00%             | 2033-04-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| CSAIL 2018-CX12 Commercial Mortgage Trust                                                | CSAIL 2018-CX12 Commercial Mortgage Trust                                                | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $206499.55    | 0.01%             | 2028-05-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                              | Block, Inc.                                                                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50494.64     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                              | Block, Inc.                                                                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    301000 | PA      | $310707.96    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                                  | Braskem Idesa, S.A.P.I.                                                                  | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55566.57     | 0.00%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                         | Braskem Netherlands Finance B.V.                                                         | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47208.17     | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Securus Technologies Holdings, Inc.                                                      | Securus Technologies Holdings, Inc.                                                      | CUSIP: 05358AAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174052 | PA      | $1305.39      | 0.00%             | 2025-11-01      | Floating      | 13.61%                | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                                                       | OMNIA Partners LLC                                                                       | CUSIP: 68218HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193719 | PA      | $194001.90    | 0.01%             | 2030-07-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                              | Energean Israel Finance Ltd                                                              | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | US        |    260000 | PA      | $256425.00    | 0.02%             | 2026-03-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DP World Salaam                                                                          | DP World Salaam                                                                          | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | US        |    200000 | PA      | $200250.00    | 0.01%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                                     | Gobierno de la Republica del Ecuador                                                     | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | US        |    309071 | PA      | $268505.43    | 0.02%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                        | Polaris Newco LLC                                                                        | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $19469.40     | 0.00%             | 2028-06-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                        | Polaris Newco LLC                                                                        | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    859003 | PA      | $836213.51    | 0.06%             | 2028-06-03      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                        | Polaris Newco LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95000 | PA      | $91972.35     | 0.01%             | 2029-06-04      | Floating      | 13.43%                | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                                                       | OMNIA Partners LLC                                                                       | CUSIP: 68218HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34634 | PA      | $34684.12     | 0.00%             | 2030-07-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                               | Zelis Payments Buyer, Inc.                                                               | CUSIP: 98932TAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158000 | PA      | $156835.55    | 0.01%             | 2029-09-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                         | Braskem Netherlands Finance B.V.                                                         | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | US        |    235000 | PA      | $186502.75    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                         | Braskem Netherlands Finance B.V.                                                         | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159239.13    | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2023-RPL 1                                               | Bravo Residential Funding Trust 2023-RPL 1                                               | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542229 | PA      | $541737.78    | 0.04%             | 2063-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2025-NQM5                                                | BRAVO Residential Funding Trust 2025-NQM5                                                | CUSIP: 10569RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300741.63    | 0.02%             | 2065-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd.                                                                     | WEC US Holdings Ltd.                                                                     | CUSIP: 92943LAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335317 | PA      | $335289.69    | 0.02%             | 2031-01-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                                    | Dave & Buster's, Inc.                                                                    | CUSIP: 23833EAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114622 | PA      | $110829.55    | 0.01%             | 2029-06-29      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| SRM Escrow Issuer, LLC                                                                   | SRM Escrow Issuer, LLC                                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119724.50    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | Standard Building Solutions Inc.                                                         | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92135.42     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $256500.00    | 0.02%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |    115000 | PA      | $123050.00    | 0.01%             | 2037-01-20      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products, Inc.                                                   | Bombardier Recreational Products, Inc.                                                   | CUSIP: 09776MAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12809 | PA      | $12795.66     | 0.00%             | 2031-01-22      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM, LLC                                                                        | Ensemble RCM, LLC                                                                        | CUSIP: 29359BAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207295 | PA      | $208049.81    | 0.01%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |    170000 | PA      | $160650.00    | 0.01%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    271000 | PA      | $255630.26    | 0.02%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Fitness International, LLC                                                               | Fitness International, LLC                                                               | CUSIP: 33818XAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69125 | PA      | $69194.13     | 0.00%             | 2029-01-30      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                               | Caesars Entertainment Inc.                                                               | CUSIP: 12768EAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69125 | PA      | $68995.74     | 0.00%             | 2031-01-24      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170963.03    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    119975 | PA      | $81063.73     | 0.01%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC                                        | Foundation Building Materials Holding Company LLC                                        | CUSIP: 35039KAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163548 | PA      | $159809.45    | 0.01%             | 2031-01-25      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC                                        | Foundation Building Materials Holding Company LLC                                        | CUSIP: 35039KAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98375 | PA      | $96125.98     | 0.01%             | 2031-01-25      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                                 | UKG Inc.                                                                                 | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    636826 | PA      | $639068.04    | 0.04%             | 2031-01-30      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 55024EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174545 | PA      | $178834.96    | 0.01%             | 2028-06-01      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Osmose Utilities Services, Inc.                                                          | Osmose Utilities Services, Inc.                                                          | CUSIP: 68835HAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9698 | PA      | $9079.49      | 0.00%             | 2028-06-18      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                          | Madison IAQ LLC                                                                          | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132584 | PA      | $132618.02    | 0.01%             | 2028-06-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Artera Services, LLC                                                                     | Artera Services, LLC                                                                     | CUSIP: 73937UAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187923 | PA      | $156701.26    | 0.01%             | 2031-02-07      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance, S.A.                                                        | Consolidated Energy Finance, S.A.                                                        | CUSIP: L1957LAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9425.00      | 0.00%             | 2030-11-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2342000 | PA      | $2006053.22   | 0.14%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2643000 | PA      | $2364391.06   | 0.16%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Star Holdings                                                                            | Star Holdings                                                                            | CUSIP: 85513AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61354.33     | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19663.79     | 0.00%             | 2026-07-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Energy Finance, S.A.                                                        | Consolidated Energy Finance, S.A.                                                        | CUSIP: L1957LAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112512 | PA      | $106042.55    | 0.01%             | 2030-11-07      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                                    | Applied Systems, Inc.                                                                    | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190535 | PA      | $191249.71    | 0.01%             | 2031-02-07      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57903.68     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60723.25     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                     | Cotiviti Corporation                                                                     | CUSIP: 22164MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201199 | PA      | $200068.19    | 0.01%             | 2031-02-21      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                     | Cotiviti Corporation                                                                     | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $55206.25     | 0.00%             | 2031-02-21      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                   | Radiology Partners Inc                                                                   | CUSIP: 75041EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97881 | PA      | $97691.37     | 0.01%             | 2029-01-31      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                                                                | PRA Health Sciences, Inc.                                                                | CUSIP: L5000DAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22256 | PA      | $22384.35     | 0.00%             | 2028-07-03      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    208000 | PA      | $188531.14    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSHD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1067004 | PA      | $1078000.33   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                      | Station Casinos LLC                                                                      | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171712 | PA      | $171919.89    | 0.01%             | 2031-03-07      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries, Inc.                                                                | Zekelman Industries, Inc.                                                                | CUSIP: 98931YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84336 | PA      | $84297.91     | 0.01%             | 2031-01-24      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                       | Groupe Solmax Inc.                                                                       | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62928 | PA      | $52545.27     | 0.00%             | 2028-06-28      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                       | Groupe Solmax Inc.                                                                       | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49095 | PA      | $40994.40     | 0.00%             | 2028-06-28      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| CD&R Hydra Buyer Inc.                                                                    | CD&R Hydra Buyer Inc.                                                                    | CUSIP: 12508KAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192562 | PA      | $189240.80    | 0.01%             | 2031-03-15      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg S.A.R.L.                                                                 | ICON Luxembourg S.A.R.L.                                                                 | CUSIP: L5000DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89326 | PA      | $89842.67     | 0.01%             | 2028-07-03      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    533958 | PA      | $548766.93    | 0.04%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    380098 | PA      | $390045.87    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                       | Groupe Solmax Inc.                                                                       | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34196 | PA      | $28553.54     | 0.00%             | 2028-06-28      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                                                                       | Groupe Solmax Inc.                                                                       | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34136 | PA      | $28503.94     | 0.00%             | 2028-06-28      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77494.67     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20650.49     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GTBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    338907 | PA      | $348412.31    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GTEA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31936 | PA      | $33583.30     | 0.00%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III, LLC                                                                    | TGP Holdings III, LLC                                                                    | CUSIP: 87251RAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4446.45      | 0.00%             | 2028-06-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III, LLC                                                                    | TGP Holdings III, LLC                                                                    | CUSIP: 87251RAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194907 | PA      | $173328.93    | 0.01%             | 2028-06-24      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GTVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    217965 | PA      | $227484.51    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                          | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339000 | PA      | $323759.58    | 0.02%             | 2033-07-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Navoiyuran, Davlat Korxonasi                                                             | Navoiyuran, Davlat Korxonasi                                                             | CUSIP: 85679AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199919.49    | 0.01%             | 2030-07-02      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Vlada Crne Gore                                                                          | Vlada Crne Gore                                                                          | CUSIP: 857305AA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    200000 | PA      | $207000.00    | 0.01%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                               | Air Canada                                                                               | CUSIP: C0102MAS4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64350 | PA      | $64330.05     | 0.00%             | 2031-03-14      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Chromalloy Corporation                                                                   | Chromalloy Corporation                                                                   | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89150 | PA      | $89212.01     | 0.01%             | 2031-03-21      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $94911.93     | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                      | Station Casinos LLC                                                                      | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46024.45     | 0.00%             | 2032-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                         | Marriott Ownership Resorts, Inc.                                                         | CUSIP: 57163KAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165874 | PA      | $165873.52    | 0.01%             | 2031-03-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                          | TransDigm, Inc.                                                                          | CUSIP: 89364MCB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48881 | PA      | $49044.51     | 0.00%             | 2030-02-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                          | TransDigm, Inc.                                                                          | CUSIP: 89364MCC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    645702 | PA      | $647774.62    | 0.04%             | 2028-08-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                                                   | Rackspace Finance, LLC                                                                   | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272134 | PA      | $122914.92    | 0.01%             | 2028-03-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                                                   | Rackspace Finance, LLC                                                                   | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63401 | PA      | $63445.54     | 0.00%             | 2028-05-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                                    | Avantor Funding, Inc.                                                                    | CUSIP: 05350NAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10692 | PA      | $10727.83     | 0.00%             | 2027-11-08      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| At Home Group Inc.                                                                       | At Home Group Inc.                                                                       | CUSIP: 04651BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120593 | PA      | $6994.41      | 0.00%             | 2028-07-24      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II, LLC                                                                 | AP Core Holdings II, LLC                                                                 | CUSIP: 00187GAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107420 | PA      | $96428.49     | 0.01%             | 2027-07-21      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                   | Aramark Services, Inc.                                                                   | CUSIP: 03852JAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $85045.90     | 0.01%             | 2028-04-06      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                                   | Aramark Services, Inc.                                                                   | CUSIP: 03852JAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113357 | PA      | $113498.73    | 0.01%             | 2030-06-24      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II, LLC                                                                 | AP Core Holdings II, LLC                                                                 | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135000 | PA      | $120888.45    | 0.01%             | 2027-07-21      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Anticimex International AB                                                               | Anticimex International AB                                                               | CUSIP: W8189EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83699 | PA      | $83824.50     | 0.01%             | 2028-07-21      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| SupplyOne, Inc                                                                           | SupplyOne, Inc                                                                           | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29626 | PA      | $29699.81     | 0.00%             | 2031-03-27      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 62937NBC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54586 | PA      | $54653.84     | 0.00%             | 2031-03-27      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Carnelian Point Holdings, L.P.                                                           | Carnelian Point Holdings, L.P.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        97 | NS      | $283.24       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 55024EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174191 | PA      | $171861.71    | 0.01%             | 2029-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC                                                      | Waterbridge Midstream Operating LLC                                                      | CUSIP: 94120YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54588 | PA      | $54371.33     | 0.00%             | 2029-05-07      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corporation                                                                | Expand Energy Corporation                                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      4705 | NS      | $550202.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OCWEN Loan Investment Trust 2024-HB1                                                     | OCWEN Loan Investment Trust 2024-HB1                                                     | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51942 | PA      | $49974.73     | 0.00%             | 2027-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Priority Holdings, LLC                                                                   | Priority Holdings, LLC                                                                   | CUSIP: 74275TAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34543 | PA      | $34577.59     | 0.00%             | 2031-05-16      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                                                                   | SS&C Technologies Inc.                                                                   | CUSIP: 78466DBJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    215146 | PA      | $216109.98    | 0.01%             | 2031-05-09      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                                 | Oak Hill Credit Partners                                                                 | CUSIP: 67706JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1393000 | PA      | $1397261.19   | 0.10%             | 2037-04-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                                 | Oak Hill Credit Partners                                                                 | CUSIP: 67706JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250505.50    | 0.02%             | 2037-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 14-R Ltd                                                              | OHA Credit Funding 14-R Ltd                                                              | CUSIP: 67706QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    594000 | PA      | $594512.03    | 0.04%             | 2038-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bapco Energies B.S.C. Closed                                                             | Bapco Energies B.S.C. Closed                                                             | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112744.42    | 0.01%             | 2027-10-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Needle Holdings LLC                                                                      | Needle Holdings LLC                                                                      | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12230 | PA      | $2935.24      | 0.00%             | 2028-04-30      | Floating      | 8.30%                 | No            |                  3 | On Loan: No      |
| Darktrace PLC                                                                            | Darktrace PLC                                                                            | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149375 | PA      | $149431.76    | 0.01%             | 2031-07-02      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                                                            | Darktrace PLC                                                                            | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9908.30      | 0.00%             | 2032-07-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                                                            | Darktrace PLC                                                                            | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $104037.15    | 0.01%             | 2032-07-02      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                                       | JPMDB Commercial Mortgage Securities Trust 2016-C4                                       | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212105 | PA      | $208537.81    | 0.01%             | 2026-09-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                                       | JPMDB Commercial Mortgage Securities Trust 2016-C4                                       | CUSIP: 46646RAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31194 | PA      | $30804.43     | 0.00%             | 2026-06-17      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Bapco Energies B.S.C. Closed                                                             | Bapco Energies B.S.C. Closed                                                             | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     40000 | PA      | $42349.91     | 0.00%             | 2028-11-07      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Oleoducto Central S.A.                                                                   | Oleoducto Central S.A.                                                                   | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96279.65     | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                                         | CPI Holdco B LLC                                                                         | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124062 | PA      | $123628.28    | 0.01%             | 2031-05-10      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                                                               | Broadstreet Partners, Inc.                                                               | CUSIP: 11132VAX7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198654 | PA      | $198848.96    | 0.01%             | 2031-05-10      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                         | Olin Corporation                                                                         | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    256000 | PA      | $246668.65    | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                         | Olin Corporation                                                                         | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152714.27    | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                                                               | Broadstreet Partners, Inc.                                                               | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20335 | PA      | $20354.60     | 0.00%             | 2031-05-10      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                                            | Maximus, Inc.                                                                            | CUSIP: 57779FAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44550 | PA      | $44308.54     | 0.00%             | 2031-05-21      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119334.47    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153043.62    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                                         | GVC Holdings (Gibraltar) Limited                                                         | CUSIP: X3000CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81329 | PA      | $81353.76     | 0.01%             | 2027-03-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320000 | PA      | $296249.60    | 0.02%             | 2029-01-15      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5012357.00   | 0.34%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    852000 | PA      | $811274.83    | 0.06%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855031AU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    321887 | PA      | $296364.69    | 0.02%             | 2029-08-22      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror, LLC                                                          | Hamilton Projects Acquiror, LLC                                                          | CUSIP: 40444KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47750 | PA      | $47889.43     | 0.00%             | 2031-05-22      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                         | Proofpoint, Inc.                                                                         | CUSIP: 74345HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134320 | PA      | $134334.68    | 0.01%             | 2028-08-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | Del Monte Foods, Inc.                                                                    | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237252 | PA      | $130488.52    | 0.01%             | 2029-02-15      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1172786.96   | 0.08%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $953563.29    | 0.07%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | US        |     25000 | PA      | $25329.00     | 0.00%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    370000 | PA      | $377778.88    | 0.03%             | 2028-01-17      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Government of the Sultanate of Oman                                                      | Government of the Sultanate of Oman                                                      | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    125000 | PA      | $128724.88    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $75884.13     | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1812381.92   | 0.12%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4897426.52   | 0.34%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465500.00    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    677000 | PA      | $625815.62    | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3798052.88   | 0.26%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                            | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                            | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500872.80    | 0.03%             | 2026-12-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Stonemor Inc.                                                                            | Stonemor Inc.                                                                            | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $152722.83    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3532000 | PA      | $3493562.30   | 0.24%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1293332.30   | 0.09%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | Del Monte Foods, Inc.                                                                    | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38506 | PA      | $21178.15     | 0.00%             | 2029-02-15      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                                                                | Ryan Specialty Group, LLC                                                                | CUSIP: 78350UAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152535 | PA      | $152280.58    | 0.01%             | 2031-09-11      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                          | TransDigm, Inc.                                                                          | CUSIP: 89364MCD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124062 | PA      | $124228.74    | 0.01%             | 2032-09-05      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                           | American Rock Salt Company LLC                                                           | CUSIP: 02932JAT4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12832 | PA      | $12832.50     | 0.00%             | 2028-06-09      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    995995 | PA      | $1019191.42   | 0.07%             | 2031-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Telekom Srbija A.D. Beograd                                                              | Telekom Srbija A.D. Beograd                                                              | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224554.08    | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TELUS Corporation                                                                        | TELUS Corporation                                                                        | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97601.12     | 0.01%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                                        | TELUS Corporation                                                                        | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48412.80     | 0.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                           | American Rock Salt Company LLC                                                           | CUSIP: 02932JAU1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8176 | PA      | $8175.58      | 0.00%             | 2028-06-09      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| American Rock Salt Company LLC                                                           | American Rock Salt Company LLC                                                           | CUSIP: 02932JAU1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2693 | PA      | $2693.01      | 0.00%             | 2028-06-12      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                 | Tencent Holdings Limited                                                                 | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39619.49     | 0.00%             | 2029-04-11      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                 | Tencent Holdings Limited                                                                 | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49280.30     | 0.00%             | 2026-01-26      | Fixed         | 1.81%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                                                   | Froneri Lux Finco Sarl                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85597 | PA      | $84581.18     | 0.01%             | 2031-09-16      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                                                   | Froneri Lux Finco Sarl                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43856 | PA      | $43335.00     | 0.00%             | 2031-09-16      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Byju's Alpha, Inc.                                                                       | Byju's Alpha, Inc.                                                                       | CUSIP: Y8800HAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158002 | PA      | $10401.24     | 0.00%             | 2026-11-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fanatics Commerce Intermediate Holdco, LLC                                               | Fanatics Commerce Intermediate Holdco, LLC                                               | CUSIP: 30709UAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33588 | PA      | $33503.81     | 0.00%             | 2028-11-24      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                     | Ascend Learning, LLC                                                                     | CUSIP: 04349HAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79934 | PA      | $79913.79     | 0.01%             | 2029-11-18      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                                                | Flynn Restaurant Group LP                                                                | CUSIP: 34410JAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77751 | PA      | $78062.36     | 0.01%             | 2028-11-22      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                                                   | Froneri Lux Finco Sarl                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22764 | PA      | $22493.74     | 0.00%             | 2031-09-16      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants, LLC                                                          | Raising Cane's Restaurants, LLC                                                          | CUSIP: 75101XAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24812 | PA      | $24936.56     | 0.00%             | 2031-09-10      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| USALCO, LLC                                                                              | USALCO, LLC                                                                              | CUSIP: 91732NAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72165 | PA      | $72485.24     | 0.00%             | 2031-09-17      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| USALCO, LLC                                                                              | USALCO, LLC                                                                              | CUSIP: 91732NAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7473 | PA      | $7505.71      | 0.00%             | 2031-09-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LIDS Holdings, Inc.                                                                      | LIDS Holdings, Inc.                                                                      | CUSIP: 53173EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22800 | PA      | $22572.00     | 0.00%             | 2026-12-03      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll, LLC                                                               | Cast and Crew Payroll, LLC                                                               | CUSIP: 14835JAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265743 | PA      | $250843.13    | 0.02%             | 2028-12-30      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                 | Tencent Holdings Limited                                                                 | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59582.35     | 0.00%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44416.48     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Epicor Software Corporation                                                              | Epicor Software Corporation                                                              | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242168 | PA      | $242655.13    | 0.02%             | 2031-05-23      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                                                          | Go Daddy Operating Company, LLC                                                          | CUSIP: 38017BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104259 | PA      | $104338.62    | 0.01%             | 2031-05-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Byju's Alpha, Inc.                                                                       | Byju's Alpha, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3943 | PA      | $3903.53      | 0.00%             | 2026-04-24      | Floating      | 12.32%                | No            |                  3 | On Loan: No      |
| Byju's Alpha, Inc.                                                                       | Byju's Alpha, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $845.56       | 0.00%             | 2026-04-24      | Floating      | 12.33%                | No            |                  3 | On Loan: No      |
| US Fertility Enterprises LLC                                                             | US Fertility Enterprises LLC                                                             | CUSIP: 90356EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61863 | PA      | $62017.71     | 0.00%             | 2031-10-03      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| US Fertility Enterprises LLC                                                             | US Fertility Enterprises LLC                                                             | CUSIP: 90356EAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       904 | PA      | $906.61       | 0.00%             | 2031-10-03      | Floating      | 8.78%                 | No            |                  3 | On Loan: No      |
| Sotera Health Holdings, LLC                                                              | Sotera Health Holdings, LLC                                                              | CUSIP: 83600VAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89325 | PA      | $89604.59     | 0.01%             | 2031-05-30      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                      | LBM Acquisition LLC                                                                      | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276911 | PA      | $257873.14    | 0.02%             | 2031-06-06      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| US Fertility Enterprises LLC                                                             | US Fertility Enterprises LLC                                                             | CUSIP: 90356EAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1922 | PA      | $1926.54      | 0.00%             | 2031-10-03      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                                   | Connect Holding II LLC                                                                   | CUSIP: 20752KAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92336 | PA      | $84616.16     | 0.01%             | 2031-04-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                                   | Connect Holding II LLC                                                                   | CUSIP: 20752KAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100854 | PA      | $92422.05     | 0.01%             | 2031-04-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                                   | Connect Holding II LLC                                                                   | CUSIP: 20752KAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5248 | PA      | $4809.32      | 0.00%             | 2031-04-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    540000 | PA      | $540426.87    | 0.04%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    561000 | PA      | $546766.14    | 0.04%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    588000 | PA      | $560256.40    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    629000 | PA      | $569467.67    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                                   | Connect Holding II LLC                                                                   | CUSIP: 20752KAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11561 | PA      | $10594.37     | 0.00%             | 2031-04-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                                   | Connect Holding II LLC                                                                   | CUSIP: 20752KAR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25547 | PA      | $18553.63     | 0.00%             | 2031-10-03      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    867000 | PA      | $895663.37    | 0.06%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                             | Alcoa Nederland Holding B.V.                                                             | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | US        |    265000 | PA      | $277885.04    | 0.02%             | 2031-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1038449 | PA      | $1011511.23   | 0.07%             | 2030-09-12      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Help At Home, Inc.                                                                       | Help At Home, Inc.                                                                       | CUSIP: 40467AAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    312677 | PA      | $302793.16    | 0.02%             | 2031-09-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| ATI Inc.                                                                                 | ATI Inc.                                                                                 | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29377.78     | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ATI Inc.                                                                                 | ATI Inc.                                                                                 | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10509.09     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914908BG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74250 | PA      | $72641.00     | 0.00%             | 2029-01-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Assetmark Financial Holdings, Inc.                                                       | Assetmark Financial Holdings, Inc.                                                       | CUSIP: 36269YAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164175 | PA      | $164380.22    | 0.01%             | 2031-06-03      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                             | Mitchell International, Inc.                                                             | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168725 | PA      | $168455.04    | 0.01%             | 2031-06-05      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                         | Gen Digital Inc.                                                                         | CUSIP: 66877AAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    239766 | PA      | $239317.45    | 0.02%             | 2029-01-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                     | Alpha Generation LLC                                                                     | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $39916.80     | 0.00%             | 2031-09-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                     | Alpha Generation LLC                                                                     | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129350 | PA      | $129080.95    | 0.01%             | 2031-09-19      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XV, Ltd.                                                                     | Allegro CLO XV, Ltd.                                                                     | CUSIP: 01749WAL7<br>LEI: 254900AAPS2B2Z2RDL27 | Long             | ABS-CBDO         | CORP              | US        |    893000 | PA      | $891954.30    | 0.06%             | 2038-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XII, Ltd.                                                                    | Allegro CLO XII, Ltd.                                                                    | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | US        |   1461000 | PA      | $1465236.90   | 0.10%             | 2037-07-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1771583.94   | 0.12%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1539967.35   | 0.11%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XIII, Ltd.                                                                   | Allegro CLO XIII, Ltd.                                                                   | CUSIP: 01750WAC3<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | US        |    716000 | PA      | $717167.08    | 0.05%             | 2034-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95535.73     | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20403.12     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72227.33     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    161000 | PA      | $168310.17    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116548.15    | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F020679<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9550000 | PA      | $7556435.59   | 0.52%             | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F020687<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11250000 | PA      | $8906393.25   | 0.61%             | 2055-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1134407.98   | 0.08%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    921000 | PA      | $943949.02    | 0.06%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                                                        | Dragon Buyer, Inc                                                                        | CUSIP: 26143FAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89775 | PA      | $89887.22     | 0.01%             | 2031-09-24      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                                    | Dave & Buster's, Inc.                                                                    | CUSIP: 23833EAY0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109450 | PA      | $104210.63    | 0.01%             | 2031-09-26      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F022675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1475000 | PA      | $1222808.93   | 0.08%             | 2055-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F022683<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1400000 | PA      | $1161069.70   | 0.08%             | 2055-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F030678<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |   -500000 | PA      | $-432656.50   | -0.03%            | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F032674<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $360015.68    | 0.02%             | 2055-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jamaica, The Government of                                                               | Jamaica, The Government of                                                               | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $40818.75     | 0.00%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120891.91    | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F032682<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1550000 | PA      | $1394879.26   | 0.10%             | 2055-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F042673<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4275000 | PA      | $4087634.45   | 0.28%             | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100884.03    | 0.01%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113375.42    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                                                   | Cushman & Wakefield U.S. Borrower, LLC                                                   | CUSIP: 23340DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66325 | PA      | $66573.72     | 0.00%             | 2030-01-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                                  | Belron Finance 2019 LLC                                                                  | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242938 | PA      | $243783.49    | 0.02%             | 2031-10-01      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                              | DG Investment Intermediate Holdings 2, Inc.                                              | CUSIP: 23344MAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4948 | PA      | $4923.17      | 0.00%             | 2028-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Golden State Food LLC                                                                    | Golden State Food LLC                                                                    | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79402 | PA      | $79698.16     | 0.01%             | 2031-10-07      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                                    | Jefferies Finance LLC                                                                    | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24175.51     | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                                    | Jefferies Finance LLC                                                                    | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149534.01    | 0.01%             | 2031-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |   -200000 | PA      | $-196046.82   | -0.01%            | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |   -975000 | PA      | $-974923.37   | -0.07%            | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48855 | PA      | $48894.21     | 0.00%             | 2031-06-06      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                                                     | Medline Borrower, LP                                                                     | CUSIP: 58503UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    443565 | PA      | $443782.58    | 0.03%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company                                                 | 1011778 B.C. Unlimited Liability Company                                                 | CUSIP: C6901LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163115 | PA      | $162230.96    | 0.01%             | 2030-09-23      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: C8000CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213316 | PA      | $212515.63    | 0.01%             | 2030-05-06      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4425000 | PA      | $4496388.97   | 0.31%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F062689<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1700000 | PA      | $1752328.38   | 0.12%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sabert Corporation                                                                       | Sabert Corporation                                                                       | CUSIP: 78516EAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122599 | PA      | $123212.34    | 0.01%             | 2026-12-10      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc.                                                                           | Modivcare Inc.                                                                           | CUSIP: 60783LAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79202 | PA      | $57553.64     | 0.00%             | 2031-06-17      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    670000 | PA      | $671558.35    | 0.05%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    353000 | PA      | $340334.72    | 0.02%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26938.00     | 0.00%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1507474.11   | 0.10%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                                   | Chart Industries, Inc.                                                                   | CUSIP: 16115EAT4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $85079.90     | 0.01%             | 2030-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                                       | Greystar Real Estate Partners, LLC                                                       | CUSIP: 39806LAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78558 | PA      | $78655.87     | 0.01%             | 2030-08-21      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    537000 | PA      | $553031.17    | 0.04%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    606000 | PA      | $620500.31    | 0.04%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                       | AmWINS Group, Inc.                                                                       | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48585.45     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                       | AmWINS Group, Inc.                                                                       | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50956.13     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Harbourvest Partners, LLC                                                                | Harbourvest Partners, LLC                                                                | CUSIP: 41165QAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219164 | PA      | $219164.22    | 0.02%             | 2030-04-22      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                                 | Amentum Government Services Holdings LLC                                                 | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255363 | PA      | $254724.33    | 0.02%             | 2031-07-31      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                           | Amsted Industries Incorporated                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101594.34    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-7                                                          | Angel Oak Mortgage Trust 2025-7                                                          | CUSIP: 03466TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $411478.30    | 0.03%             | 2070-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Angola, Government of                                                                    | Angola, Government of                                                                    | CUSIP: 035198AA8<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |    190000 | PA      | $190712.50    | 0.01%             | 2025-11-12      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Angola, Government of                                                                    | Angola, Government of                                                                    | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $118125.00    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5BQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1123388 | PA      | $992656.34    | 0.07%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5F77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    204901 | PA      | $183075.82    | 0.01%             | 2047-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Angola, Government of                                                                    | Angola, Government of                                                                    | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     50000 | PA      | $39625.00     | 0.00%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Angola, Government of                                                                    | Angola, Government of                                                                    | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $119137.50    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                                                            | Graham Packaging Company Inc.                                                            | CUSIP: 38469EAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147063 | PA      | $147267.44    | 0.01%             | 2027-08-04      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                      | Lightning Power LLC                                                                      | CUSIP: 53229LAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188575 | PA      | $188784.32    | 0.01%             | 2031-08-08      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                             | Antero Midstream Partners LP                                                             | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99307.05     | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Antofagasta PLC                                                                          | Antofagasta PLC                                                                          | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175743.76    | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| M2S Group Holdings Inc                                                                   | M2S Group Holdings Inc                                                                   | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    348555 | PA      | $336355.67    | 0.02%             | 2031-08-21      | Floating      | 9.03%                 | No            |                  3 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | Del Monte Foods, Inc.                                                                    | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157822 | PA      | $141645.23    | 0.01%             | 2028-08-31      | Floating      | 15.47%                | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |    235000 | PA      | $238818.75    | 0.02%             | 2027-01-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |    185000 | PA      | $134356.25    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Empire Today, LLC                                                                        | Empire Today, LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15328 | PA      | $12032.12     | 0.00%             | 2029-08-30      | Floating      | 10.04%                | No            |                  3 | On Loan: No      |
| Empire Today, LLC                                                                        | Empire Today, LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8077 | PA      | $6340.34      | 0.00%             | 2029-08-03      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                               | The Arab Republic of Egypt                                                               | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |     15000 | PA      | $11512.50     | 0.00%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Axian Telecom Holding & Management PLC                                                   | Axian Telecom Holding & Management PLC                                                   | CUSIP: 05465QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $318416.55    | 0.02%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Axian Telecom                                                                            | Axian Telecom                                                                            | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | US        |    261000 | PA      | $265812.19    | 0.02%             | 2027-02-16      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Limited                                                                   | Azorra Finance Limited                                                                   | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62481.14     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5FF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    171026 | PA      | $148923.65    | 0.01%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5J24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    171026 | PA      | $148923.75    | 0.01%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Limited                                                                   | Azorra Finance Limited                                                                   | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71392.07     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR                                      | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                      | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415666 | PA      | $387636.22    | 0.03%             | 2032-11-05      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Empire Today, LLC                                                                        | Empire Today, LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49134 | PA      | $14740.28     | 0.00%             | 2029-08-03      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                         | CVR Energy, Inc.                                                                         | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58471 | PA      | $58373.50     | 0.00%             | 2027-12-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                           | Jefferson Capital Holdings LLC                                                           | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98408.14     | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                      | Suzano Austria GmbH                                                                      | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56110.00     | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies Corp                                                              | John Bean Technologies Corp                                                              | CUSIP: 47783YAP4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34912 | PA      | $34999.78     | 0.00%             | 2031-10-09      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies Corp                                                              | John Bean Technologies Corp                                                              | CUSIP: 47783YAP4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9975 | PA      | $9999.94      | 0.00%             | 2031-10-09      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| VM Consolidated, Inc.                                                                    | VM Consolidated, Inc.                                                                    | CUSIP: 00215NAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121703 | PA      | $122159.13    | 0.01%             | 2028-03-24      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co.                                                              | TCP Sunbelt Acquisition Co.                                                              | CUSIP: 87233DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104738 | PA      | $104737.50    | 0.01%             | 2031-10-11      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXXII                                                                       | Symphony CLO XXXII                                                                       | CUSIP: 87168NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    926000 | PA      | $926111.12    | 0.06%             | 2035-04-23      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 43 Ltd                                                                      | Symphony CLO 43 Ltd                                                                      | CUSIP: 87170BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    856000 | PA      | $858160.54    | 0.06%             | 2037-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR                                      | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                      | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92845.55     | 0.01%             | 2032-11-05      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                                 | Azul Secured Finance LLP                                                                 | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $13478.37     | 0.00%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| Sandisk Corp                                                                             | Sandisk Corp                                                                             | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342000 | PA      | $339862.50    | 0.02%             | 2031-12-12      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                                            | Truist Insurance Holdings LLC                                                            | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207903 | PA      | $207859.57    | 0.01%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Azorra Soar TLB Finance Ltd                                                              | Azorra Soar TLB Finance Ltd                                                              | CUSIP: G0754AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79400 | PA      | $79697.75     | 0.01%             | 2029-10-10      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance B.V.                                                                     | Nouryon Finance B.V.                                                                     | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109373 | PA      | $109783.57    | 0.01%             | 2028-04-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVI, Ltd.                                                                  | Symphony CLO XXVI, Ltd.                                                                  | CUSIP: 87190GAC5<br>LEI: 54930002F1MQXJG7J014 | Long             | ABS-CBDO         | CORP              | US        |   1781225 | PA      | $1781734.38   | 0.12%             | 2033-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                                                    | Chamberlain Group Inc                                                                    | CUSIP: 15963CAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78933 | PA      | $79013.98     | 0.01%             | 2028-10-22      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5J57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    155458 | PA      | $139033.11    | 0.01%             | 2047-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5KC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    302621 | PA      | $272365.81    | 0.02%             | 2047-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance B.V.                                                                     | Nouryon Finance B.V.                                                                     | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29402 | PA      | $29511.81     | 0.00%             | 2028-04-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Archkey Solutions LLC                                                                    | Archkey Solutions LLC                                                                    | CUSIP: 48205CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107317 | PA      | $108014.80    | 0.01%             | 2031-10-10      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Archkey Solutions LLC                                                                    | Archkey Solutions LLC                                                                    | CUSIP: 48205CAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12414 | PA      | $12494.48     | 0.00%             | 2031-10-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Epic Crude Services, LP                                                                  | Epic Crude Services, LP                                                                  | CUSIP: 29428XAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114712 | PA      | $114975.19    | 0.01%             | 2031-10-09      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                                 | Azul Secured Finance LLP                                                                 | CUSIP: 05501WAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91802 | PA      | $1140.58      | 0.00%             | 2029-08-28      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2022- DKLX                                    | BAMLL Commercial Mortgage Securities Trust 2022- DKLX                                    | CUSIP: 05530SAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90691 | PA      | $89866.31     | 0.01%             | 2039-01-18      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383259.32    | 0.03%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2030862.46   | 0.14%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6998.43      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AASET 2022-1 Limited                                                                     | AASET 2022-1 Limited                                                                     | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1116227 | PA      | $1110144.00   | 0.08%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                                     | Endeavour Mining PLC                                                                     | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201497.21    | 0.01%             | 2030-05-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $617273.79    | 0.04%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253868.02    | 0.02%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56086.57     | 0.00%             | 2500-12-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $471173.07    | 0.03%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    925000 | PA      | $947443.09    | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    197628 | PA      | $169467.61    | 0.01%             | 2050-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5VK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    204062 | PA      | $177737.42    | 0.01%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    327000 | PA      | $313533.75    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    930000 | PA      | $779548.69    | 0.05%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H5ZA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    123574 | PA      | $112896.80    | 0.01%             | 2049-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    166667 | PA      | $149290.04    | 0.01%             | 2047-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Luxembourg Investment Company 428 S.a r.l.                                               | Luxembourg Investment Company 428 S.a r.l.                                               | CUSIP: L6124KAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57527 | PA      | $1768.96      | 0.00%             | 2028-10-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                                         | EP Purchaser LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30000 | PA      | $29415.00     | 0.00%             | 2028-11-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Energean PLC                                                                             | Energean PLC                                                                             | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | US        |    294000 | PA      | $288314.28    | 0.02%             | 2027-04-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Enfragen Energia Sur SA.                                                                 | Enfragen Energia Sur SA.                                                                 | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | US        |    420000 | PA      | $375276.80    | 0.03%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Enpro Inc.                                                                               | Enpro Inc.                                                                               | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112473.13    | 0.01%             | 2033-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                                           | Entegris, Inc.                                                                           | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165871.73    | 0.01%             | 2029-05-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corporation                                                              | Entegris Escrow Corporation                                                              | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19683.75     | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corporation                                                              | Entegris Escrow Corporation                                                              | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81160.36     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-2, LLC                                                   | Enterprise Fleet Financing 2024-2, LLC                                                   | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    353741 | PA      | $355628.88    | 0.02%             | 2026-05-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                                         | ERO Copper Corp.                                                                         | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184180.34    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| ESKOM Holdings                                                                           | ESKOM Holdings                                                                           | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151126.78    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| ESKOM Holdings                                                                           | ESKOM Holdings                                                                           | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26233.62     | 0.00%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                                                    | Excelerate Energy Limited Partnership                                                    | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94847.39     | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Majordrive Holdings IV, LLC                                                              | Majordrive Holdings IV, LLC                                                              | CUSIP: 56085RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $59305.91     | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Marb Bondco PLC                                                                          | Marb Bondco PLC                                                                          | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66510.58     | 0.00%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Mars, Incorporated                                                                       | Mars, Incorporated                                                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    899000 | PA      | $910828.50    | 0.06%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mars, Incorporated                                                                       | Mars, Incorporated                                                                       | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    675000 | PA      | $684286.79    | 0.05%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                                                          | NEXUS Buyer LLC                                                                          | CUSIP: 65343UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $54508.85     | 0.00%             | 2029-10-29      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                                    | Phoenix Guarantor Inc                                                                    | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103953 | PA      | $104223.94    | 0.01%             | 2031-02-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137H6K38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    188011 | PA      | $168313.74    | 0.01%             | 2050-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140LNLL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    406838 | PA      | $340881.72    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hanger, Inc.                                                                             | Hanger, Inc.                                                                             | CUSIP: 41043BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70697 | PA      | $70765.21     | 0.00%             | 2031-10-16      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Hanger, Inc.                                                                             | Hanger, Inc.                                                                             | CUSIP: 41043BAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7757 | PA      | $7764.11      | 0.00%             | 2031-10-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico           | BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico           | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192294.25    | 0.01%             | 2033-01-18      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| LBM Acquisition, LLC                                                                     | LBM Acquisition, LLC                                                                     | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43516.92     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BCPE Ulysses Intermediate, Inc.                                                          | BCPE Ulysses Intermediate, Inc.                                                          | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $91668.58     | 0.01%             | 2027-04-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BCRED BSL Static CLO 2025-1 Ltd                                                          | BCRED BSL Static CLO 2025-1 Ltd                                                          | CUSIP: 05556KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    875000 | PA      | $873254.38    | 0.06%             | 2035-07-24      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                            | BMP 2024-MF23                                                                            | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749000 | PA      | $749936.47    | 0.05%             | 2026-06-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                            | BMP 2024-MF23                                                                            | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $370462.91    | 0.03%             | 2026-06-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140LYNN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37853 | PA      | $33586.59     | 0.00%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140LYRP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    159797 | PA      | $128252.78    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                            | BMP 2024-MF23                                                                            | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $261326.25    | 0.02%             | 2026-06-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                                                       | BX Trust 2025-ROIC                                                                       | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2618000 | PA      | $2601632.79   | 0.18%             | 2027-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                                                       | BX Trust 2025-ROIC                                                                       | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383000 | PA      | $380126.47    | 0.03%             | 2027-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                                                       | BX Trust 2025-ROIC                                                                       | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $535274.19    | 0.04%             | 2027-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140M2MT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    306544 | PA      | $246893.95    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140M7PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104600 | PA      | $83461.21     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hanger, Inc.                                                                             | Hanger, Inc.                                                                             | CUSIP: 41043BAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1365 | PA      | $1366.71      | 0.00%             | 2031-10-16      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                                 | CACI International, Inc.                                                                 | CUSIP: 12718FAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74667 | PA      | $74433.71     | 0.01%             | 2031-10-16      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                                                   | BofA Auto Trust 2025-1                                                                   | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200960.60    | 0.01%             | 2029-11-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150788.53    | 0.01%             | 2500-12-31      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| BWXT Government Group, Inc.                                                              | BWXT Government Group, Inc.                                                              | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63553.21     | 0.00%             | 2028-06-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-SOAR                                                   | BX Commercial Mortgage Trust 2021-SOAR                                                   | CUSIP: 05608WAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419957 | PA      | $419826.26    | 0.03%             | 2038-06-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-LBA                                                                        | BX Trust 2021-LBA                                                                        | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99937.45     | 0.01%             | 2028-02-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                               | BX 2021-PAC Mortgage Trust                                                               | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1203000 | PA      | $1200368.20   | 0.08%             | 2038-11-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140N0HG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23941 | PA      | $23955.53     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140N1UX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18598 | PA      | $18609.12     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                               | BX 2021-PAC Mortgage Trust                                                               | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $179212.55    | 0.01%             | 2038-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                               | BX 2021-PAC Mortgage Trust                                                               | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $239644.33    | 0.02%             | 2038-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                               | BX 2021-PAC Mortgage Trust                                                               | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $232537.48    | 0.02%             | 2038-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC Mortgage Trust                                                               | BX 2021-PAC Mortgage Trust                                                               | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813000 | PA      | $808934.27    | 0.06%             | 2038-11-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                                                              | Amynta Agency Borrower Inc.                                                              | CUSIP: 57810JAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98445 | PA      | $98409.69     | 0.01%             | 2031-12-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                                                              | Amynta Agency Borrower Inc.                                                              | CUSIP: 57810JAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34442 | PA      | $34429.15     | 0.00%             | 2031-12-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140N2L82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39581 | PA      | $39605.18     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q7JB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    273075 | PA      | $252414.04    | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                                 | CACI International, Inc.                                                                 | CUSIP: 12718FAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4933 | PA      | $4917.94      | 0.00%             | 2031-10-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                                                           | NCR Atleos LLC                                                                           | CUSIP: 63001PAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83410 | PA      | $83951.89     | 0.01%             | 2029-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                        | BX Trust 2022-IND                                                                        | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697217 | PA      | $697653.02    | 0.05%             | 2037-04-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                        | BX Trust 2022-IND                                                                        | CUSIP: 05609WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427000 | PA      | $427400.61    | 0.03%             | 2037-04-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19073 | PA      | $15173.58     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43414 | PA      | $38690.65     | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                        | BX Trust 2022-IND                                                                        | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96600 | PA      | $96720.82     | 0.01%             | 2037-04-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                        | BX Trust 2022-IND                                                                        | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80501 | PA      | $80651.45     | 0.01%             | 2037-04-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84493 | PA      | $70345.73     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    339674 | PA      | $308268.83    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                              | Hexion Holdings Corporation                                                              | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    466621 | PA      | $465356.94    | 0.03%             | 2029-03-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc.                                                             | CHG Healthcare Services Inc.                                                             | CUSIP: 12541HAW3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121745 | PA      | $122117.25    | 0.01%             | 2028-09-29      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                    | BX Commercial Mortgage Trust 2022-LP2                                                    | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824781 | PA      | $824265.42    | 0.06%             | 2039-02-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                    | BX Commercial Mortgage Trust 2022-LP2                                                    | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399700 | PA      | $399200.64    | 0.03%             | 2039-02-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                                            | MH Sub I, LLC                                                                            | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    637111 | PA      | $552164.76    | 0.04%             | 2031-12-11      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Barnes Group Inc                                                                         | Barnes Group Inc                                                                         | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94762 | PA      | $94857.26     | 0.01%             | 2031-12-11      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                                | Renaissance Holding Corp.                                                                | CUSIP: 75972JAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199526 | PA      | $180726.57    | 0.01%             | 2030-04-05      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                                                       | II-VI Incorporated                                                                       | CUSIP: 45173JAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246389 | PA      | $246492.54    | 0.02%             | 2029-07-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                    | BX Commercial Mortgage Trust 2022-LP2                                                    | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328300 | PA      | $327479.44    | 0.02%             | 2039-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                    | BX Commercial Mortgage Trust 2022-LP2                                                    | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328300 | PA      | $327479.38    | 0.02%             | 2039-02-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| St. George Warehousing & Trucking Co. of CA, Inc.                                        | St. George Warehousing & Trucking Co. of CA, Inc.                                        | CUSIP: 78477PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33327 | PA      | $27994.69     | 0.00%             | 2029-10-07      | Floating      | 12.67%                | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL4                                                    | BX Commercial Mortgage Trust 2024-XL4                                                    | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1249053 | PA      | $1251004.46   | 0.09%             | 2026-02-17      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL4                                                    | BX Commercial Mortgage Trust 2024-XL4                                                    | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117424 | PA      | $117681.06    | 0.01%             | 2026-02-17      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    478997 | PA      | $480789.82    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31427MKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    783111 | PA      | $794852.95    | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                                                    | BX Commercial Mortgage Trust 2024-XL5                                                    | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2415168 | PA      | $2417433.11   | 0.17%             | 2026-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                                                    | BX Commercial Mortgage Trust 2024-XL5                                                    | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412630 | PA      | $413146.02    | 0.03%             | 2026-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                                     | Reworld Holding Corp                                                                     | CUSIP: 22282GAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103878 | PA      | $104007.49    | 0.01%             | 2028-11-30      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                                     | Reworld Holding Corp                                                                     | CUSIP: 22282GAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8021 | PA      | $8030.75      | 0.00%             | 2028-11-30      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                                                   | Jane Street Group, LLC                                                                   | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247517 | PA      | $247197.44    | 0.02%             | 2031-12-10      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                                                     | Berlin Packaging LLC                                                                     | CUSIP: 08511LBC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168845 | PA      | $169395.13    | 0.01%             | 2031-06-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                                                    | BX Commercial Mortgage Trust 2024-XL5                                                    | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547842 | PA      | $548527.19    | 0.04%             | 2026-03-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust 2024-CNYN                                                                       | BX Trust 2024-CNYN                                                                       | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1696951 | PA      | $1699601.97   | 0.12%             | 2029-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust 2024-CNYN                                                                       | BX Trust 2024-CNYN                                                                       | CUSIP: 05612HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270237 | PA      | $270658.80    | 0.02%             | 2029-04-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2024-CNYN                                                                       | BX Trust 2024-CNYN                                                                       | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224917 | PA      | $225268.76    | 0.02%             | 2029-04-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2018-BIOA                                                   | BX Commercial Mortgage Trust 2018-BIOA                                                   | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    888000 | PA      | $884391.88    | 0.06%             | 2027-02-16      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BW Real Estate Inc.                                                                      | BW Real Estate Inc.                                                                      | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122633.77    | 0.01%             | 2500-12-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC                                         | Roper Industrial Products Investment Company LLC                                         | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103511 | PA      | $103219.79    | 0.01%             | 2029-11-23      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                                                            | RealPage, Inc                                                                            | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59850 | PA      | $59850.00     | 0.00%             | 2028-04-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C10 Mortgage Trust                                                             | BMO 2025-5C10 Mortgage Trust                                                             | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1152651.75   | 0.08%             | 2030-04-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                            | BLP Commercial Mortgage Trust                                                            | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534190 | PA      | $534857.56    | 0.04%             | 2026-03-16      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| EG Group Limited                                                                         | EG Group Limited                                                                         | CUSIP: N2820EAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199102 | PA      | $199740.69    | 0.01%             | 2028-02-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                                                             | Primary Products Finance LLC                                                             | CUSIP: 74167NAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111341 | PA      | $110668.78    | 0.01%             | 2029-04-01      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GQAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    548228 | PA      | $572856.89    | 0.04%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GQAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    561872 | PA      | $585534.42    | 0.04%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government of Commonwealth of the Bahamas                                                | Government of Commonwealth of the Bahamas                                                | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $204500.00    | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                       | Kingdom of Bahrain                                                                       | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $40893.75     | 0.00%             | 2034-05-18      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Primary Products Finance LLC                                                             | Primary Products Finance LLC                                                             | CUSIP: 74167NAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6393 | PA      | $6354.07      | 0.00%             | 2029-04-01      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                                                 | Talen Energy Supply, LLC                                                                 | CUSIP: 87422LAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54725 | PA      | $54836.09     | 0.00%             | 2031-12-10      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                                                     | Berlin Packaging LLC                                                                     | CUSIP: 08511LBC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26804 | PA      | $26891.48     | 0.00%             | 2031-06-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                                                     | Berlin Packaging LLC                                                                     | CUSIP: 08511LBC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21106 | PA      | $21174.39     | 0.00%             | 2031-06-09      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GQF72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     84591 | PA      | $86804.98     | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GQYC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    805137 | PA      | $841244.79    | 0.06%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                                                      | Horizon US Finco LP                                                                      | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86480 | PA      | $84390.10     | 0.01%             | 2031-12-16      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                                                      | Horizon US Finco LP                                                                      | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86650 | PA      | $84556.08     | 0.01%             | 2031-12-16      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                                                     | Berlin Packaging LLC                                                                     | CUSIP: 08511LBC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       850 | PA      | $852.38       | 0.00%             | 2031-06-09      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| BIFM US Finance LLC                                                                      | BIFM US Finance LLC                                                                      | CUSIP: G0757GAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89102 | PA      | $89453.30     | 0.01%             | 2028-05-31      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                                                      | Horizon US Finco LP                                                                      | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85956 | PA      | $83878.20     | 0.01%             | 2031-12-16      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                                          | Whatabrands LLC                                                                          | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162307 | PA      | $162314.99    | 0.01%             | 2028-08-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GS5C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    461757 | PA      | $475861.85    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GT6J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     80034 | PA      | $84235.78     | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201133.48    | 0.01%             | 2500-12-31      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                | Banco de Credito del Peru                                                                | CUSIP: 05971U2H9<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114443.65    | 0.01%             | 2035-03-10      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Flutter Financing B.V.                                                                   | Flutter Financing B.V.                                                                   | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190378 | PA      | $189663.83    | 0.01%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Bakelite US Holdco, Inc.                                                                 | Bakelite US Holdco, Inc.                                                                 | CUSIP: 05710LAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154225 | PA      | $152008.79    | 0.01%             | 2031-12-16      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Johnstone Supply LLC                                                                     | Johnstone Supply LLC                                                                     | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114138 | PA      | $114298.43    | 0.01%             | 2031-06-09      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Derby Buyer LLC                                                                          | Derby Buyer LLC                                                                          | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128380 | PA      | $127752.08    | 0.01%             | 2030-11-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Bank 2017-BNK6                                                                           | Bank 2017-BNK6                                                                           | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29155 | PA      | $28871.63     | 0.00%             | 2026-07-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3709690.25   | 0.25%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1185165.34   | 0.08%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2776115.10   | 0.19%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3800440.04   | 0.26%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5307740.55   | 0.36%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                              | Bank Gospodarstwa Krajowego                                                              | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $201715.80    | 0.01%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                              | Bank Gospodarstwa Krajowego                                                              | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $197987.60    | 0.01%             | 2054-07-09      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank 2018-BNK13                                                                          | Bank 2018-BNK13                                                                          | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493892.05    | 0.03%             | 2028-07-17      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Bank 2020-BNK25                                                                          | Bank 2020-BNK25                                                                          | CUSIP: 06539WBD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $55150.72     | 0.00%             | 2063-01-18      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                                                          | MED ParentCo LP                                                                          | CUSIP: 58401DAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130466 | PA      | $130838.88    | 0.01%             | 2031-04-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK21                                                                          | Bank 2019-BNK21                                                                          | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94000 | PA      | $86590.53     | 0.01%             | 2029-09-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank 2022-BNK44                                                                          | Bank 2022-BNK44                                                                          | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3815000 | PA      | $3995417.84   | 0.27%             | 2032-10-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2507347.50   | 0.17%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2001078.09   | 0.14%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                                                                    | Life Time Fitness Inc                                                                    | CUSIP: 50218KAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154225 | PA      | $154533.45    | 0.01%             | 2031-10-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| EMG Utica, LLC                                                                           | EMG Utica, LLC                                                                           | CUSIP: 26869HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79800 | PA      | $80199.00     | 0.01%             | 2029-10-24      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1149409.24   | 0.08%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1488591.39   | 0.10%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Flexera Software LLC                                                                     | Flexera Software LLC                                                                     | CUSIP: 33937KAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192173 | PA      | $192103.64    | 0.01%             | 2028-03-03      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    891772 | PA      | $888588.47    | 0.06%             | 2030-11-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034747.50   | 0.07%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC                                                        | Southern Veterinary Partners, LLC                                                        | CUSIP: 84410HAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184288 | PA      | $184361.22    | 0.01%             | 2031-10-30      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| St. George Warehousing & Trucking Co. of CA, Inc.                                        | St. George Warehousing & Trucking Co. of CA, Inc.                                        | CUSIP: 78477PAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71146 | PA      | $21343.90     | 0.00%             | 2029-10-03      | Floating      | 11.92%                | No            |                  3 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                            | Dynasty Acquisition Co., Inc.                                                            | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118936 | PA      | $118952.32    | 0.01%             | 2031-10-24      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                            | Dynasty Acquisition Co., Inc.                                                            | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45240 | PA      | $45246.32     | 0.00%             | 2031-10-24      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                                | USI, Inc.                                                                                | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29441 | PA      | $29339.65     | 0.00%             | 2030-09-27      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                                | USI, Inc.                                                                                | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129348 | PA      | $129085.80    | 0.01%             | 2029-11-23      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                               | Zelis Payments Buyer, Inc.                                                               | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99500 | PA      | $98864.20     | 0.01%             | 2031-10-24      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                                    | Citadel Securities LP                                                                    | CUSIP: 17288YAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238038 | PA      | $238902.32    | 0.02%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Charter NEX US, Inc.                                                                     | Charter NEX US, Inc.                                                                     | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183508 | PA      | $184082.07    | 0.01%             | 2030-12-01      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                                    | United Airlines, Inc.                                                                    | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157454 | PA      | $157520.27    | 0.01%             | 2031-02-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Worldwide Express Operations, LLC                                                        | Worldwide Express Operations, LLC                                                        | CUSIP: 00435UAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188078 | PA      | $187989.65    | 0.01%             | 2028-07-26      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234820 | PA      | $235167.53    | 0.02%             | 2031-03-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment, LLC                                                                   | ECL Entertainment, LLC                                                                   | CUSIP: 26826TAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59054 | PA      | $58979.70     | 0.00%             | 2030-08-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                                                    | CMG Media Corporation                                                                    | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4831.95      | 0.00%             | 2029-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                                                    | CMG Media Corporation                                                                    | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    457888 | PA      | $442497.91    | 0.03%             | 2029-06-18      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Epic Creations Inc                                                                       | Epic Creations Inc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1331 | PA      | $1331.28      | 0.00%             | 2025-11-01      | Floating      | 14.33%                | No            |                  3 | On Loan: No      |
| GEN II Fund Services LLC                                                                 | GEN II Fund Services LLC                                                                 | CUSIP: 69381MAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109725 | PA      | $109725.00    | 0.01%             | 2031-11-19      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| UFC Holdings, LLC                                                                        | UFC Holdings, LLC                                                                        | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $79861.09     | 0.01%             | 2031-11-13      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                                      | IVC Acquisition Ltd                                                                      | CUSIP: C9600DAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182368 | PA      | $183223.08    | 0.01%             | 2028-12-06      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                                                   | Cushman & Wakefield U.S. Borrower, LLC                                                   | CUSIP: 23340DAV4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115028 | PA      | $115435.42    | 0.01%             | 2030-01-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75963 | PA      | $76248.34     | 0.01%             | 2031-11-21      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62152 | PA      | $62384.99     | 0.00%             | 2031-11-21      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11538 | PA      | $11581.73     | 0.00%             | 2031-11-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                                 | Project Alpha Intermediate Holding, Inc.                                                 | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $109175.00    | 0.01%             | 2032-11-22      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                                 | Project Alpha Intermediate Holding, Inc.                                                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222706 | PA      | $223665.62    | 0.02%             | 2030-10-28      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                                  | Ellucian Holdings, Inc.                                                                  | CUSIP: 28917XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55855 | PA      | $55960.19     | 0.00%             | 2029-10-29      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| TPC Group Inc.                                                                           | TPC Group Inc.                                                                           | CUSIP: 87266EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194512 | PA      | $186732.00    | 0.01%             | 2031-11-22      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc.                                               | Axalta Coating Systems U.S. Holdings, Inc.                                               | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46574 | PA      | $46687.73     | 0.00%             | 2029-12-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                                                            | VS Buyer, LLC                                                                            | CUSIP: 91834WAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79401 | PA      | $79698.75     | 0.01%             | 2031-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                                               | BCP Renaissance Parent LLC                                                               | CUSIP: 05549PAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120447 | PA      | $120785.37    | 0.01%             | 2028-10-31      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                                                          | LaserShip, Inc.                                                                          | CUSIP: 51809EAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59528 | PA      | $58649.86     | 0.00%             | 2029-01-02      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Chobani, LLC                                                                             | Chobani, LLC                                                                             | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174193 | PA      | $174592.14    | 0.01%             | 2027-10-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                                | Great Outdoors Group, LLC                                                                | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2157090 | PA      | $2151028.53   | 0.15%             | 2032-01-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Recess Holdings, Inc.                                                                    | Recess Holdings, Inc.                                                                    | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88878 | PA      | $89067.69     | 0.01%             | 2030-02-21      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                                | HUB International Limited                                                                | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    578860 | PA      | $580463.24    | 0.04%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                                | HUB International Limited                                                                | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1700 | PA      | $1704.28      | 0.00%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                                   | Genesys Cloud Services Holdings II LLC                                                   | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69825 | PA      | $69773.33     | 0.00%             | 2032-01-23      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                       | AmWINS Group, Inc.                                                                       | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238800 | PA      | $238842.98    | 0.02%             | 2032-01-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Townsquare Media, Inc.                                                                   | Townsquare Media, Inc.                                                                   | CUSIP: 89223EAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44719 | PA      | $39799.69     | 0.00%             | 2031-01-17      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65081.15     | 0.00%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72793.33     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141412.86    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62982.91     | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Company S.A R.L.                                                  | Tengizchevroil Finance Company S.A R.L.                                                  | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83970.99     | 0.01%             | 2030-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TermoCandelaria Power SA                                                                 | TermoCandelaria Power SA                                                                 | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205225.12    | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Tesla Auto Lease Trust 2024-A                                                            | Tesla Auto Lease Trust 2024-A                                                            | CUSIP: 88166VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28682 | PA      | $28694.26     | 0.00%             | 2026-06-22      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                         | Teva Pharmaceutical Finance Netherlands III B.V.                                         | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218037.24    | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                         | Teva Pharmaceutical Finance Netherlands III B.V.                                         | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275425.06    | 0.02%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-A                                                            | Tesla Auto Lease Trust 2023-A                                                            | CUSIP: 88167PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105384 | PA      | $105479.42    | 0.01%             | 2025-08-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                                            | Tesla Auto Lease Trust 2023-B                                                            | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    438015 | PA      | $439286.79    | 0.03%             | 2025-12-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                          | Teva Pharmaceutical Finance Netherlands IV B.V.                                          | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273928.65    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                                                          | NEXUS Buyer LLC                                                                          | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250470 | PA      | $251156.45    | 0.02%             | 2031-07-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                                                                | Coral-US Co-Borrower, LLC                                                                | CUSIP: G7739PAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160000 | PA      | $158049.60    | 0.01%             | 2032-01-24      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                     | Ascend Learning, LLC                                                                     | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149625 | PA      | $149532.23    | 0.01%             | 2028-12-11      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93922 | PA      | $93775.87     | 0.01%             | 2032-01-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28148 | PA      | $28104.47     | 0.00%             | 2032-01-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24760 | PA      | $24721.47     | 0.00%             | 2032-01-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ARES Loan Funding V, Ltd.                                                                | ARES Loan Funding V, Ltd.                                                                | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1092000 | PA      | $1095177.72   | 0.08%             | 2037-07-27      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                                             | ARI Fleet Lease Trust 2024-B                                                             | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    213588 | PA      | $214924.95    | 0.01%             | 2027-02-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corporation                                                                  | Aris Mining Corporation                                                                  | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203978.37    | 0.01%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Aris Water Holdings, LLC                                                                 | Aris Water Holdings, LLC                                                                 | CUSIP: 04041NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $149467.75    | 0.01%             | 2030-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| The Government of the Republic of Armenia                                                | The Government of the Republic of Armenia                                                | CUSIP: 042207AD2<br>LEI: 2549008QLWTFS81EUF38 | Long             | DBT              | NUSS              | US        |     65000 | PA      | $56062.50     | 0.00%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| The Government of the Republic of Armenia                                                | The Government of the Republic of Armenia                                                | CUSIP: 042207AE0<br>LEI: 2549008QLWTFS81EUF38 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $194250.00    | 0.01%             | 2035-03-12      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Artera Services, LLC                                                                     | Artera Services, LLC                                                                     | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    392000 | PA      | $325761.72    | 0.02%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources - Utica, LLC                                                            | Ascent Resources - Utica, LLC                                                            | CUSIP: 04364VBA0<br>LEI: 549300XIJBVTOE7Q8Q14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50750.96     | 0.00%             | 2033-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Ashton Woods USA L.L.C.                                                                  | Ashton Woods USA L.L.C.                                                                  | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71303.40     | 0.00%             | 2030-04-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Limited                                                    | Aston Martin Capital Holdings Limited                                                    | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109189.25    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    952000 | PA      | $978184.00    | 0.07%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Thunderbolt II Aircraft Lease Limited                                                    | Thunderbolt II Aircraft Lease Limited                                                    | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    544702 | PA      | $536095.55    | 0.04%             | 2025-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Thunderbolt III Aircraft Lease Limited                                                   | Thunderbolt III Aircraft Lease Limited                                                   | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    494123 | PA      | $474358.11    | 0.03%             | 2026-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    175000 | PA      | $173468.75    | 0.01%             | 2026-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    205000 | PA      | $203718.75    | 0.01%             | 2026-10-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $2153065.07   | 0.15%             | 2027-01-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Auna S.A.A.                                                                              | Auna S.A.A.                                                                              | CUSIP: 05151AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157600 | PA      | $166184.54    | 0.01%             | 2029-12-18      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $35175.00     | 0.00%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $56156.25     | 0.00%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avantor, Inc.                                                                            | Avantor, Inc.                                                                            | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58930.76     | 0.00%             | 2028-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                              | Avis Budget Car Rental, LLC                                                              | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73237.57     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $80750.00     | 0.01%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $158231.25    | 0.01%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    345000 | PA      | $388987.50    | 0.03%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    235000 | PA      | $258793.75    | 0.02%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20532 | PA      | $20499.76     | 0.00%             | 2032-01-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20482 | PA      | $20450.22     | 0.00%             | 2032-01-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2888783.09   | 0.20%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    134000 | PA      | $139752.81    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27155 | PA      | $27112.81     | 0.00%             | 2032-01-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Minimax Viking GmbH                                                                      | Minimax Viking GmbH                                                                      | CUSIP: 55404TAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $80300.00     | 0.01%             | 2032-02-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Cogentrix Finance Holdco I LLC                                                           | Cogentrix Finance Holdco I LLC                                                           | CUSIP: 19239LAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99750 | PA      | $99912.59     | 0.01%             | 2032-02-13      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                                                           | Sinclair Television Group Inc.                                                           | CUSIP: 829229AV5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72893 | PA      | $62032.24     | 0.00%             | 2030-12-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III, LLC                                                                | Windsor Holdings III, LLC                                                                | CUSIP: 97360BAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181734 | PA      | $181688.68    | 0.01%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93682.47     | 0.01%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    503000 | PA      | $512937.32    | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V.                                              | Axalta Coating Systems Dutch Holding B B.V.                                              | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158083.17    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                                 | Equitable Holdings, Inc.                                                                 | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    257000 | PA      | $256498.03    | 0.02%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     90000 | PA      | $99562.50     | 0.01%             | 2030-07-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $204750.00    | 0.01%             | 2034-05-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi Anonim Sirketi                                             | Turkiye Ihracat Kredi Bankasi Anonim Sirketi                                             | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $200036.60    | 0.01%             | 2028-07-03      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Coherent Corp.                                                                           | Coherent Corp.                                                                           | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142459.99    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Aydem Yenilenebilir Enerji Anonim Sirketi                                                | Aydem Yenilenebilir Enerji Anonim Sirketi                                                | CUSIP: 054644AA7<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178824.16    | 0.01%             | 2027-02-02      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                    | Axon Enterprise, Inc.                                                                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118306.67    | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    836000 | PA      | $808678.68    | 0.06%             | 2027-08-10      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    699000 | PA      | $699030.06    | 0.05%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                                 | UKG Inc.                                                                                 | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93398.31     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                          | U.S. Foods Inc.                                                                          | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78690.06     | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                          | U.S. Foods Inc.                                                                          | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51706.35     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                          | U.S. Foods Inc.                                                                          | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80095.62     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings Corporation                                                                 | UWM Holdings Corporation                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150197.26    | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| U.S. Acute Care Solutions, LLC                                                           | U.S. Acute Care Solutions, LLC                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $165197.59    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $53437.50     | 0.00%             | 2041-08-01      | Variable      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    159599 | PA      | $97355.39     | 0.01%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |    174936 | PA      | $89436.03     | 0.01%             | 2034-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Beacon Mobility Financial Corp.                                                          | Beacon Mobility Financial Corp.                                                          | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $86746.82     | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                                   | Beazer Homes USA, Inc.                                                                   | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76111.69     | 0.01%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                                    | Belron UK Finance PLC                                                                    | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151082.61    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                         | Benchmark 2019-B9 Mortgage Trust                                                         | CUSIP: 08160JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280818 | PA      | $279063.86    | 0.02%             | 2028-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                         | Benchmark 2018-B4 Mortgage Trust                                                         | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $104274.25    | 0.01%             | 2028-06-16      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B12 Mortgage Trust                                                        | Benchmark 2019-B12 Mortgage Trust                                                        | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6533604 | PA      | $177734.92    | 0.01%             | 2052-08-16      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                         | Benchmark 2018-B7 Mortgage Trust                                                         | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99216.19     | 0.01%             | 2028-10-17      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                        | Benchmark 2019-B10 Mortgage Trust                                                        | CUSIP: 08162VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151215 | PA      | $146956.68    | 0.01%             | 2028-11-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                        | Benchmark 2019-B14 Mortgage Trust                                                        | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4521623 | PA      | $93541.53     | 0.01%             | 2062-12-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B27 Mortgage Trust                                                        | Benchmark 2021-B27 Mortgage Trust                                                        | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2028989 | PA      | $102293.29    | 0.01%             | 2054-07-17      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Government of the People's Republic of Benin                                             | Government of the People's Republic of Benin                                             | CUSIP: 08205QAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    200000 | PA      | $189000.00    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Bermuda, Government of                                                                   | Bermuda, Government of                                                                   | CUSIP: 085209AD6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | US        |    215000 | PA      | $210219.48    | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Bermuda, Government of                                                                   | Bermuda, Government of                                                                   | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $39306.54     | 0.00%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Bethpage Park CLO, Ltd.                                                                  | Bethpage Park CLO, Ltd.                                                                  | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    638000 | PA      | $638909.79    | 0.04%             | 2035-01-16      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global PLC                                                              | Biocon Biologics Global PLC                                                              | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57015.93     | 0.00%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Limited                                              | Blackbird Capital II Aircraft Lease Limited                                              | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    880465 | PA      | $819800.72    | 0.06%             | 2028-07-17      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                           | Blackstone Private Credit Fund                                                           | CUSIP: 09261HBA4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1235771.67   | 0.08%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                           | Blackstone Private Credit Fund                                                           | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1709466.40   | 0.12%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO, Ltd.                                                                 | Blueberry Park CLO, Ltd.                                                                 | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1264000 | PA      | $1266779.54   | 0.09%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1344142.50   | 0.09%             | 2033-01-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $552663.66    | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    166000 | PA      | $159163.56    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $532393.85    | 0.04%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                                    | Capstone Copper Corp.                                                                    | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87045.68     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-11 LTD                                                               | CARLYLE US CLO 2021-11 LTD                                                               | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1277000 | PA      | $1280309.98   | 0.09%             | 2037-07-27      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2021-10 LTD                                                               | Carlyle US CLO 2021-10 LTD                                                               | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    728000 | PA      | $729299.48    | 0.05%             | 2038-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97111.33     | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132270.01    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142592.10    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corporation                                                               | Carrier Global Corporation                                                               | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    121000 | PA      | $128782.62    | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    198000 | PA      | $197029.04    | 0.01%             | 2025-10-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78517.90     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151722.55    | 0.01%             | 2029-09-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    145000 | PA      | $155280.17    | 0.01%             | 2030-05-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     57645 | PA      | $59153.54     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2021-1                                              | Castlelake Aircraft Structured Trust 2021-1                                              | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42019 | PA      | $40837.97     | 0.00%             | 2028-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Vi CLO, Ltd.                                                               | Cedar Funding Vi CLO, Ltd.                                                               | CUSIP: 15032DAR2<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | US        |   6596000 | PA      | $6611830.40   | 0.45%             | 2034-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XV CLO Ltd                                                                 | Cedar Funding XV CLO Ltd                                                                 | CUSIP: 15032QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1052000 | PA      | $1051994.74   | 0.07%             | 2035-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XVII CLO, Ltd.                                                             | Cedar Funding XVII CLO, Ltd.                                                             | CUSIP: 15033PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    877000 | PA      | $878390.92    | 0.06%             | 2036-07-21      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                                        | Masterbrand, Inc.                                                                        | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45982.91     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Moss Creek Resources Holdings, Inc.                                                      | Moss Creek Resources Holdings, Inc.                                                      | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106998.06    | 0.01%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                                                    | NBM US Holdings, Inc.                                                                    | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120596.26    | 0.01%             | 2029-08-06      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| NBK Tier 1 Financing Limited                                                             | NBK Tier 1 Financing Limited                                                             | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193011.22    | 0.01%             | 2500-12-31      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: —       |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9012.82      | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97046.81     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NFE Fing LLC                                                                             | NFE Fing LLC                                                                             | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415661 | PA      | $186085.22    | 0.01%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37745.78     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55240.34     | 0.00%             | 2031-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101003.93    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107180.47    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190241.37    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NYMT Loan Trust 2022-CP1                                                                 | NYMT Loan Trust 2022-CP1                                                                 | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120549 | PA      | $112306.28    | 0.01%             | 2027-09-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd.                                                                   | Nabors Industries Ltd.                                                                   | CUSIP: 629571AB6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    114000 | PA      | $101263.84    | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Nabors Industries, Inc.                                                                  | Nabors Industries, Inc.                                                                  | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79066.40     | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                  | Nabors Industries, Inc.                                                                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23934.46     | 0.00%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                  | Nabors Industries, Inc.                                                                  | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52126.99     | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| Tullow Oil PLC                                                                           | Tullow Oil PLC                                                                           | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | US        |    361000 | PA      | $311620.95    | 0.02%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    180000 | PA      | $147825.00    | 0.01%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |    175000 | PA      | $123375.00    | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti Basbakanlik                                                          | Turkiye Cumhuriyeti Basbakanlik                                                          | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | US        |     30000 | PA      | $25387.50     | 0.00%             | 2045-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4091271.96   | 0.28%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5123000 | PA      | $5051454.23   | 0.35%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1548539.40   | 0.11%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    722000 | PA      | $740662.47    | 0.05%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1136427.32   | 0.08%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1276741.57   | 0.09%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                           | Wells Fargo Commercial Mortgage Trust 2020-C55                                           | CUSIP: 95002EAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186474 | PA      | $179690.35    | 0.01%             | 2029-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-FCMT                                          | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                          | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688000 | PA      | $684620.48    | 0.05%             | 2031-05-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Securities, Inc.                                         | Wells Fargo Commercial Mortgage Securities, Inc.                                         | CUSIP: 95003TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300754.71    | 0.02%             | 2026-08-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Securities, Inc.                                         | Wells Fargo Commercial Mortgage Securities, Inc.                                         | CUSIP: 95003TAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $596999.28    | 0.04%             | 2026-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                 | Wesco Distribution, Inc.                                                                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149833.97    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Western Alliance Bancorporation                                                          | Western Alliance Bancorporation                                                          | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157508.40    | 0.01%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Digital Corporation                                                              | Western Digital Corporation                                                              | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24938.59     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                                     | Gobierno de la Republica del Ecuador                                                     | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | US        |    195000 | PA      | $140887.50    | 0.01%             | 2035-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Czechoslovak Group a.s.                                                                  | Czechoslovak Group a.s.                                                                  | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | US        |    200000 | PA      | $201790.40    | 0.01%             | 2031-01-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AFLAC Incorporated                                                                       | AFLAC Incorporated                                                                       | CUSIP: N/A<br>LEI: 549300N0B7DOGLXWPP39       | Long             | EC               | CORP              | US        |      2071 | NS      | $33784.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                           | The Democratic Socialist Republic of Sri Lanka                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |     39652 | PA      | $37173.82     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                           | The Democratic Socialist Republic of Sri Lanka                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |     55400 | PA      | $49167.50     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| The Democratic Socialist Republic of Sri Lanka                                           | The Democratic Socialist Republic of Sri Lanka                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | US        |    154244 | PA      | $123395.20    | 0.01%             | 2033-03-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                                   | Fiesta Purchaser, Inc.                                                                   | CUSIP: 31659LAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70096 | PA      | $70228.35     | 0.00%             | 2031-02-12      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                                   | Fiesta Purchaser, Inc.                                                                   | CUSIP: 31659LAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58607 | PA      | $58717.33     | 0.00%             | 2031-02-12      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                          | CommScope, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    190000 | PA      | $192078.60    | 0.01%             | 2029-12-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                          | CommScope, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    350000 | PA      | $353829.00    | 0.02%             | 2029-12-15      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Twitter, Inc.                                                                            | Twitter, Inc.                                                                            | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    645000 | PA      | $626727.15    | 0.04%             | 2199-12-31      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| WIN Waste Innovations Holdings, Inc.                                                     | WIN Waste Innovations Holdings, Inc.                                                     | CUSIP: 38723BAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94762 | PA      | $94999.41     | 0.01%             | 2028-03-27      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                               | BCPE Empire Holdings, Inc.                                                               | CUSIP: 05550HAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $79062.70     | 0.01%             | 2030-12-26      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                              | Kaseya Inc.                                                                              | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    284038 | PA      | $285014.59    | 0.02%             | 2032-03-05      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc.                                                                              | Kaseya Inc.                                                                              | CUSIP: 48578AAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100031.00    | 0.01%             | 2033-03-07      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                                   | TK Elevator Midco GmbH                                                                   | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161028 | PA      | $161376.08    | 0.01%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                                       | Avient Corporation                                                                       | CUSIP: 73179YAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28082 | PA      | $28162.00     | 0.00%             | 2029-08-29      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                                | Madison Safety & Flow LLC                                                                | CUSIP: 55822DAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39700 | PA      | $39749.63     | 0.00%             | 2031-09-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Newly Weds Foods Inc                                                                     | Newly Weds Foods Inc                                                                     | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    245000 | PA      | $244387.50    | 0.02%             | 2032-03-05      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                                  | New Fortress Energy Inc                                                                  | CUSIP: 64439HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $29577.90     | 0.00%             | 2028-10-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                                  | New Fortress Energy Inc                                                                  | CUSIP: 64439HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1096635 | PA      | $589748.40    | 0.04%             | 2028-10-30      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a.r.l.                                                          | Loire Finco Luxembourg S.a.r.l.                                                          | CUSIP: L7000HAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30800 | PA      | $30877.00     | 0.00%             | 2030-01-31      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a.r.l.                                                          | Loire Finco Luxembourg S.a.r.l.                                                          | CUSIP: L7000HAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24200 | PA      | $24260.50     | 0.00%             | 2030-01-31      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                                                             | Somnigroup International Inc                                                             | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    215050 | PA      | $215409.13    | 0.01%             | 2031-10-24      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Beach Acquistion Bidco LLC                                                               | Beach Acquistion Bidco LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    120000 | PA      | $120600.00    | 0.01%             | 2032-06-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Xai Corp                                                                                 | Xai Corp                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $47604.00     | 0.00%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                   | Radiology Partners Inc                                                                   | CUSIP: 75041EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $123906.25    | 0.01%             | 2032-06-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                                     | Crown Finance US Inc                                                                     | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65000 | PA      | $64918.75     | 0.00%             | 2031-10-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Limited                                                            | Alpha Star Holding IX Limited                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $202505.33    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                    | Axon Enterprise, Inc.                                                                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103303.70    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                                      | Baytex Energy Corp.                                                                      | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114523.51    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco, LLC                                                             | Beach Acquisition Bidco, LLC                                                             | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197619.10    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd                                                                   | Beechwood Park CLO Ltd                                                                   | CUSIP: 07355TAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1382000 | PA      | $1384523.53   | 0.09%             | 2035-01-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    778000 | PA      | $792429.33    | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    291000 | PA      | $299540.94    | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    373000 | PA      | $394113.11    | 0.03%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    283000 | PA      | $304503.73    | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    303000 | PA      | $328892.53    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    456000 | PA      | $499383.20    | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    430000 | PA      | $472422.38    | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16087.58     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48742.99     | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62943.65     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93762.11     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc.                                                                          | Bombardier Inc.                                                                          | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62150.87     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                                    | Boston Properties Limited Partnership                                                    | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    740000 | PA      | $777228.73    | 0.05%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clover CLO 2019-1 Ltd                                                                    | Clover CLO 2019-1 Ltd                                                                    | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1044000 | PA      | $1038365.53   | 0.07%             | 2035-04-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                                          | Brand Industrial Services, Inc.                                                          | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133673.49    | 0.01%             | 2030-08-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                                   | Brandywine Operating Partnership, L.P.                                                   | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    189000 | PA      | $178672.16    | 0.01%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Canacol Energy Ltd.                                                                      | Canacol Energy Ltd.                                                                      | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | US        |    366000 | PA      | $129164.72    | 0.01%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2123000 | PA      | $2030515.33   | 0.14%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $2132897.40   | 0.15%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1016957.79   | 0.07%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1635989.76   | 0.11%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1387704.72   | 0.10%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Celtic Resources Holdings Designated Activity Company                                    | Celtic Resources Holdings Designated Activity Company                                    | CUSIP: 15119CAA7<br>LEI: 213800BMR8PHADXZAB66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 4.13%                 | Yes           |                  3 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                     | CEMEX S.A.B. de C.V.                                                                     | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306407.45    | 0.02%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                     | CEMEX S.A.B. de C.V.                                                                     | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202334.20    | 0.01%             | 2500-12-31      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    540000 | PA      | $532390.64    | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    840000 | PA      | $820973.50    | 0.06%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    495000 | PA      | $456688.49    | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1040888.35   | 0.07%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    520000 | PA      | $445630.12    | 0.03%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | Cenovus Energy Inc.                                                                      | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38652.28     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | Cenovus Energy Inc.                                                                      | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |     89000 | PA      | $78985.26     | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | Cenovus Energy Inc.                                                                      | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1210762.28   | 0.08%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | Cenovus Energy Inc.                                                                      | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | US        |    140000 | PA      | $94989.37     | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DP World Limited                                                                         | DP World Limited                                                                         | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93239.06     | 0.01%             | 2048-09-25      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust 2023-STE2                                                  | DTP Commercial Mortgage Trust 2023-STE2                                                  | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282000 | PA      | $288458.34    | 0.02%             | 2029-01-18      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Davita Inc.                                                                              | Davita Inc.                                                                              | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215621.12    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Davita Inc.                                                                              | Davita Inc.                                                                              | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155544.96    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Davita Inc.                                                                              | Davita Inc.                                                                              | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92922.69     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners, LP                                                             | Delek Logistics Partners, LP                                                             | CUSIP: 24665FAC6<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266096.64    | 0.02%             | 2028-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners, LP                                                             | Delek Logistics Partners, LP                                                             | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39455.15     | 0.00%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     20423 | PA      | $16225.57     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    929183 | PA      | $932661.20    | 0.06%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    966479 | PA      | $966473.11    | 0.07%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GTWB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     70428 | PA      | $74081.76     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GUBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    301328 | PA      | $310061.75    | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GUDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     37498 | PA      | $39584.08     | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GUDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    121920 | PA      | $128130.47    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3142GUDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    132285 | PA      | $138734.83    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                               | Fertitta Entertainment LLC                                                               | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    255000 | PA      | $235503.68    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fiesta Purchaser Inc.                                                                    | Fiesta Purchaser Inc.                                                                    | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $90189.68     | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fiesta Purchaser Inc.                                                                    | Fiesta Purchaser Inc.                                                                    | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52888.01     | 0.00%             | 2032-09-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: —       |
| First Quantum Minerals Ltd                                                               | First Quantum Minerals Ltd                                                               | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20010.15     | 0.00%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                               | First Quantum Minerals Ltd                                                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    185000 | PA      | $196454.16    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                               | First Quantum Minerals Ltd                                                               | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153846.26    | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Five Corners Funding Trust II                                                            | Five Corners Funding Trust II                                                            | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1587698.41   | 0.11%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Flatiron RR CLO 30 Ltd                                                                   | Flatiron RR CLO 30 Ltd                                                                   | CUSIP: 33882MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905000 | PA      | $902874.16    | 0.06%             | 2038-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 32 Ltd                                                                      | Flatiron CLO 32 Ltd                                                                      | CUSIP: 33882RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    849000 | PA      | $849000.00    | 0.06%             | 2038-10-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 20 Ltd                                                                      | Flatiron CLO 20 Ltd                                                                      | CUSIP: 33883MAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1862000 | PA      | $1864603.08   | 0.13%             | 2036-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 21 Ltd                                                                      | Flatiron CLO 21 Ltd                                                                      | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1103000 | PA      | $1108942.96   | 0.08%             | 2037-10-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 26 Ltd.                                                                     | Flatiron CLO 26 Ltd.                                                                     | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1041000 | PA      | $1044932.90   | 0.07%             | 2038-01-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Company                                             | Flutter Treasury Designated Activity Company                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141050.00    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1689850.83   | 0.12%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc.                                                                      | Forestar Group Inc.                                                                      | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146097.48    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                 | Fortress Transportation And Infrastructure Investors LLC                                 | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100679.72    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                 | Fortress Transportation And Infrastructure Investors LLC                                 | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41314.72     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Foundation Building Materials, Inc.                                                      | Foundation Building Materials, Inc.                                                      | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82627.85     | 0.01%             | 2029-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Graphic Packaging International, LLC                                                     | Graphic Packaging International, LLC                                                     | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96989.37     | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                                                                 | Green Lakes Park CLO LLC                                                                 | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905000 | PA      | $905002.72    | 0.06%             | 2038-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a r.l.                                                       | GreenSaif Pipelines Bidco S.a r.l.                                                       | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205890.00    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a r.l.                                                       | GreenSaif Pipelines Bidco S.a r.l.                                                       | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206419.50    | 0.01%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Grifols Escrow Issuer S.A.                                                               | Grifols Escrow Issuer S.A.                                                               | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52774.17     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Grubhub Holdings Inc.                                                                    | Grubhub Holdings Inc.                                                                    | CUSIP: 40010PAA6<br>LEI: 529900CR2K1AJ5W4RR39 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101850.25    | 0.01%             | 2027-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| GRUMA, S.A.B. de C.V.                                                                    | GRUMA, S.A.B. de C.V.                                                                    | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188896.50    | 0.01%             | 2054-12-09      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Grupo Kuo, S.A.B. De C.V.                                                                | Grupo Kuo, S.A.B. De C.V.                                                                | CUSIP: 40052CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $137913.01    | 0.01%             | 2027-07-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte S.a r.l.                                                                     | Guara Norte S.a r.l.                                                                     | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | US        |    153658 | PA      | $145434.49    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |     10000 | PA      | $9837.50      | 0.00%             | 2030-06-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $68250.00     | 0.00%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |    125000 | PA      | $122500.00    | 0.01%             | 2032-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | US        |     20000 | PA      | $20400.00     | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Debt Price 2L Term Loans                                                                 | Debt Price 2L Term Loans                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39795 | PA      | $39647.30     | 0.00%             | 2029-12-11      | Floating      | 13.00%                | No            |                  3 | On Loan: No      |
| KNS Acquisition Corp.                                                                    | KNS Acquisition Corp.                                                                    | CUSIP: 94950EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88578 | PA      | $87913.44     | 0.01%             | 2030-04-19      | Floating      | 9.44%                 | No            |                  3 | On Loan: No      |
| KNS Acquisition Corp.                                                                    | KNS Acquisition Corp.                                                                    | CUSIP: 94950EAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83806 | PA      | $69453.95     | 0.00%             | 2030-10-19      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| Aventiv Technologies, LLC                                                                | Aventiv Technologies, LLC                                                                | CUSIP: 05358AAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13790 | PA      | $14135.03     | 0.00%             | 2025-12-24      | Floating      | 14.58%                | No            |                  3 | On Loan: No      |
| Ciena Corporation                                                                        | Ciena Corporation                                                                        | CUSIP: 17178HAR3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44007 | PA      | $44171.95     | 0.00%             | 2030-10-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    698000 | PA      | $724474.65    | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    513000 | PA      | $485032.52    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                                                      | Hunter Douglas Inc.                                                                      | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    566532 | PA      | $563936.95    | 0.04%             | 2032-01-14      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer, Inc.                                                                       | Gloves Buyer, Inc.                                                                       | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $48937.50     | 0.00%             | 2032-01-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    137000 | PA      | $126455.67    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    783000 | PA      | $806311.87    | 0.06%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HTA Group Limited                                                                        | HTA Group Limited                                                                        | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307298.06    | 0.02%             | 2029-06-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                               | HPS Corporate Lending Fund                                                               | CUSIP: 40440VAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2431000 | PA      | $2438050.39   | 0.17%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Shift4 Payments, LLC                                                                     | Shift4 Payments, LLC                                                                     | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98734.88     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HAH Group Holding Company LLC                                                            | HAH Group Holding Company LLC                                                            | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115946.67    | 0.01%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Halliburton Company                                                                      | Halliburton Company                                                                      | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4994.34      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Shriram Finance Limited                                                                  | Shriram Finance Limited                                                                  | CUSIP: 825547AE2<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199732.85    | 0.01%             | 2025-07-18      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Sigma Holdco B.V.                                                                        | Sigma Holdco B.V.                                                                        | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |    132000 | PA      | $131876.58    | 0.01%             | 2026-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Hamlin Park CLO Ltd                                                                      | Hamlin Park CLO Ltd                                                                      | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1015000 | PA      | $1021104.21   | 0.07%             | 2037-10-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                                                       | Harbour Energy PLC                                                                       | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29802.75     | 0.00%             | 2026-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                                               | Jersey Mike's Funding, LLC                                                               | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1216950 | PA      | $1213519.54   | 0.08%             | 2032-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                              | JetBlue Airways Corporation                                                              | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146021.51    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Joann Inc.                                                                               | Joann Inc.                                                                               | CUSIP: 47768J200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36282 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Joint Stock Company National Company Kazmunaygas                                         | Joint Stock Company National Company Kazmunaygas                                         | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     35000 | PA      | $30246.23     | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Joint Stock Company National Company Kazmunaygas                                         | Joint Stock Company National Company Kazmunaygas                                         | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     60000 | PA      | $60283.08     | 0.00%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KeHE Distributors, LLC                                                                   | KeHE Distributors, LLC                                                                   | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181287.50    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                                                     | Kennedy-Wilson, Inc.                                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128105.53    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kenya, Government of                                                                     | Kenya, Government of                                                                     | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $202250.00    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ball Corporation                                                                         | Ball Corporation                                                                         | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133481.55    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BCI Miami                                                                                | BCI Miami                                                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211285.36    | 0.01%             | 2500-12-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Del Estado De Chile                                                                | Banco Del Estado De Chile                                                                | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209500.00    | 0.01%             | 2500-12-31      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Banco do Brasil S.A                                                                      | Banco do Brasil S.A                                                                      | CUSIP: 05958AAK4<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196739.72    | 0.01%             | 2500-12-31      | Floating      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3618N5JB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217887 | PA      | $208521.79    | 0.01%             | 2055-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3618N5MP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4024999 | PA      | $3953665.96   | 0.27%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1149998 | PA      | $1181700.41   | 0.08%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3618N5PH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    875000 | PA      | $859492.90    | 0.06%             | 2055-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4291 | PA      | $4140.57      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622A2X49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66579 | PA      | $62946.54     | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer, Inc.                                                                       | Gloves Buyer, Inc.                                                                       | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $127237.50    | 0.01%             | 2032-01-16      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: P2121YAX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36345 | PA      | $36310.60     | 0.00%             | 2027-08-09      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622AAGN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328900 | PA      | $331345.03    | 0.02%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABB92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    604386 | PA      | $509401.92    | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    343071 | PA      | $289154.57    | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABDF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2323087 | PA      | $1957995.21   | 0.13%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: P2121YAY4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115470 | PA      | $115361.86    | 0.01%             | 2028-10-18      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                                                        | Parexel International Corporation                                                        | CUSIP: 71911KAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    245440 | PA      | $245422.65    | 0.02%             | 2028-11-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                                                | Flynn Restaurant Group LP                                                                | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    229425 | PA      | $228851.44    | 0.02%             | 2032-01-17      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp.                                                            | Frontier Communications Corp.                                                            | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113764 | PA      | $113622.04    | 0.01%             | 2031-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                       | Wand NewCo 3, Inc.                                                                       | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84876 | PA      | $84441.76     | 0.01%             | 2031-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                                                    | MKS Instruments, Inc.                                                                    | CUSIP: 55314NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196910 | PA      | $197106.46    | 0.01%             | 2029-08-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                                                 | J&J Ventures Gaming, LLC                                                                 | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210114 | PA      | $207439.03    | 0.01%             | 2030-04-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $115072.45    | 0.01%             | 2032-01-14      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc.                                                                    | Nielsen Consumer Inc.                                                                    | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42528 | PA      | $42505.60     | 0.00%             | 2028-03-06      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc.                                                                    | Nielsen Consumer Inc.                                                                    | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42260 | PA      | $42237.81     | 0.00%             | 2028-03-06      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                                             | Filtration Group Corporation                                                             | CUSIP: 31732FAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196167 | PA      | $196839.45    | 0.01%             | 2028-12-26      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                                                   | HighTower Holdings LLC                                                                   | CUSIP: 43117LAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169603 | PA      | $169037.98    | 0.01%             | 2032-01-16      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower, LLC                                                                | Boost Newco Borrower, LLC                                                                | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    581579 | PA      | $582788.96    | 0.04%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc.                                              | Jones DesLauriers Insurance Management Inc.                                              | CUSIP: C4900AAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59053 | PA      | $58684.17     | 0.00%             | 2030-03-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Silver Aircraft Lease Investment Limited                                                 | Silver Aircraft Lease Investment Limited                                                 | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    503488 | PA      | $484984.37    | 0.03%             | 2026-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| StoneX Escrow Issuer LLC                                                                 | StoneX Escrow Issuer LLC                                                                 | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85891.25     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABDV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1022220 | PA      | $861569.50    | 0.06%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABDY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    599181 | PA      | $505014.89    | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABKC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320948 | PA      | $270508.82    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABKD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407515 | PA      | $343471.10    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABKS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    611469 | PA      | $515371.83    | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABLL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    396835 | PA      | $334468.90    | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ADQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    411902 | PA      | $405052.20    | 0.03%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gabon, Government of                                                                     | Gabon, Government of                                                                     | CUSIP: 362420AD3<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | US        |    105000 | PA      | $82950.00     | 0.01%             | 2031-02-06      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Gabon, Government of                                                                     | Gabon, Government of                                                                     | CUSIP: 362420AE1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $63000.00     | 0.00%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                                    | GS Mortgage Securities Trust 2017-GS6                                                    | CUSIP: 36253PAB8<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |     92387 | PA      | $90545.98     | 0.01%             | 2027-03-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |    536000 | PA      | $553366.88    | 0.04%             | 2027-07-27      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780AT3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    165000 | PA      | $208784.40    | 0.01%             | 2035-10-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780AX4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     30000 | PA      | $33394.20     | 0.00%             | 2037-02-17      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                                      | Restaurant Brands International Limited Partnership                                      | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203082.09    | 0.01%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    338000 | PA      | $337582.23    | 0.02%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    353000 | PA      | $350117.44    | 0.02%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    688000 | PA      | $682540.38    | 0.05%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital Corporation                                                       | Outfront Media Capital Corporation                                                       | CUSIP: 69007TAG9<br>LEI: 549300CVY0FI9ZKE7W77 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153558.12    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                                      | Owens & Minor, Inc.                                                                      | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49293.32     | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Owens & Minor, Inc.                                                                      | Owens & Minor, Inc.                                                                      | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61089.13     | 0.00%             | 2030-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: —       |
| PK Alift Loan Funding 3 LP                                                               | PK Alift Loan Funding 3 LP                                                               | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211664 | PA      | $215516.40    | 0.01%             | 2029-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                  | PBF Holding Company LLC                                                                  | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52600.52     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                  | PBF Holding Company LLC                                                                  | CUSIP: 69318FAL2<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    142000 | PA      | $127067.96    | 0.01%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                           | JH North America Holdings Inc.                                                           | CUSIP: 76954LAD1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265211.68    | 0.02%             | 2031-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131Y0KP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    312895 | PA      | $287657.10    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                                | Stonepeak Nile Parent LLC                                                                | CUSIP: 861932AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $95453.94     | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Store Capital LLC                                                                        | Store Capital LLC                                                                        | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    329000 | PA      | $290144.90    | 0.02%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                                   | Rocket Companies, Inc.                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $112097.96    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                                   | Rocket Companies, Inc.                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $153509.92    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131Y1BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    510180 | PA      | $468550.56    | 0.03%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329N6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    229990 | PA      | $217646.66    | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1674585 | PA      | $1702225.03   | 0.12%             | 2029-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| VTR Finance N.V.                                                                         | VTR Finance N.V.                                                                         | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | US        |    245000 | PA      | $234362.60    | 0.02%             | 2028-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                             | Rockies Express Pipeline LLC                                                             | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135760.11    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rockland Park Limited                                                                    | Rockland Park Limited                                                                    | CUSIP: 773663AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1241000 | PA      | $1242861.50   | 0.09%             | 2034-04-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329NP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    351085 | PA      | $324521.79    | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329NPK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    227223 | PA      | $210315.53    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                               | Rogers Communications Inc.                                                               | CUSIP: 775109DG3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48071.07     | 0.00%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                               | Rogers Communications Inc.                                                               | CUSIP: 775109DH1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47505.21     | 0.00%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132A37A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    179025 | PA      | $167865.53    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132A4CV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    125852 | PA      | $118067.37    | 0.01%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arcis Golf LLC                                                                           | Arcis Golf LLC                                                                           | CUSIP: 03958MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130992 | PA      | $130991.80    | 0.01%             | 2028-11-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ECO Material Tech Inc                                                                    | ECO Material Tech Inc                                                                    | CUSIP: 27888XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $95514.90     | 0.01%             | 2032-02-04      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                            | Ministerul Finantelor Publice                                                            | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $53064.23     | 0.00%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                            | Ministerul Finantelor Publice                                                            | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |     98000 | PA      | $83908.58     | 0.01%             | 2032-03-27      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    311809 | PA      | $285683.81    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132A9RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36039 | PA      | $35144.89     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                                        | Pitney Bowes Inc.                                                                        | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79800 | PA      | $79566.98     | 0.01%             | 2032-01-31      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics, Inc                                                             | AIT Worldwide Logistics, Inc                                                             | CUSIP: 00145AAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144715 | PA      | $144932.22    | 0.01%             | 2030-04-08      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                            | Ministerul Finantelor Publice                                                            | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |    110000 | PA      | $114416.83    | 0.01%             | 2033-01-17      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Ministerul Finantelor Publice                                                            | Ministerul Finantelor Publice                                                            | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | US        |    136000 | PA      | $141149.91    | 0.01%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    239150 | PA      | $238731.49    | 0.02%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Rand Parent, LLC                                                                         | Rand Parent, LLC                                                                         | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48384 | PA      | $47991.53     | 0.00%             | 2030-03-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |    712000 | PA      | $694514.70    | 0.05%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60321.49     | 0.00%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    873610 | PA      | $894344.09    | 0.06%             | 2034-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1242755 | PA      | $1224991.56   | 0.08%             | 2029-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132ADR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47405 | PA      | $46365.01     | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132AEFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    115710 | PA      | $113958.64    | 0.01%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132CW4V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    845027 | PA      | $813454.32    | 0.06%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132CWA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    455160 | PA      | $442983.14    | 0.03%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    588045 | PA      | $581995.43    | 0.04%             | 2029-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1192010 | PA      | $1177217.75   | 0.08%             | 2029-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DUK63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    587179 | PA      | $617228.40    | 0.04%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    178043 | PA      | $186987.26    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                            | Sun Communities Operating Limited Partnership                                            | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    617000 | PA      | $546597.22    | 0.04%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                            | Sun Communities Operating Limited Partnership                                            | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    233000 | PA      | $217918.87    | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DV5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    132448 | PA      | $111141.42    | 0.01%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1303314 | PA      | $1042371.63   | 0.07%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy Corporation                                                               | Sunnova Energy Corporation                                                               | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $5710.77      | 0.00%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco Logistics Partners Operations L.P.                                                | Sunoco Logistics Partners Operations L.P.                                                | CUSIP: 86765BAV1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178494.94    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2692527 | PA      | $2151761.04   | 0.15%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     56258 | PA      | $44958.87     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31243.88     | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42009.03     | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVKU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    788051 | PA      | $696755.57    | 0.05%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X7AM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    485840 | PA      | $409352.92    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101651.01    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80137.49     | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X7HG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    578643 | PA      | $509799.73    | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    235527 | PA      | $215793.72    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X86D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30465 | PA      | $27197.43     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                         | PG&E Corporation                                                                         | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98927.60     | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106745.07    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                            | Surgery Center Holdings, Inc.                                                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48940.60     | 0.00%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                      | Suzano Austria GmbH                                                                      | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199883.34    | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                         | PG&E Corporation                                                                         | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    204000 | PA      | $193488.58    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                          | PRA Group, Inc.                                                                          | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97752.42     | 0.01%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Vibrantz Technologies Inc.                                                               | Vibrantz Technologies Inc.                                                               | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41215.86     | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| PT Pertamina (Persero)                                                                   | PT Pertamina (Persero)                                                                   | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66878.64     | 0.00%             | 2050-01-21      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                    | PT Freeport Indonesia                                                                    | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195937.00    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: —       |
| PRPM 2024-RPL2, LLC                                                                      | PRPM 2024-RPL2, LLC                                                                      | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    691712 | PA      | $671900.82    | 0.05%             | 2028-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                                      | CNT Holdings I Corp                                                                      | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163744 | PA      | $164068.04    | 0.01%             | 2032-11-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                                     | Varsity Brands, Inc.                                                                     | CUSIP: 92227QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214462 | PA      | $214260.91    | 0.01%             | 2031-08-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL3 Trust                                                                     | PRET 2025-RPL3 Trust                                                                     | CUSIP: 69382RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $288060.27    | 0.02%             | 2065-04-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF3, LLC                                                                      | PRPM 2025-RCF3, LLC                                                                      | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199843.88    | 0.01%             | 2055-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                   | GFL Environmental Inc.                                                                   | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    215000 | PA      | $214821.55    | 0.01%             | 2032-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                                                    | Hilcorp Energy I L.P.                                                                    | CUSIP: 431319AH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89775 | PA      | $89775.00     | 0.01%             | 2030-02-05      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer, Inc.                                                                    | Charlotte Buyer, Inc.                                                                    | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167746 | PA      | $167716.22    | 0.01%             | 2028-02-11      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance, LLC                                                                    | Sovos Compliance, LLC                                                                    | CUSIP: 84611YAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92825 | PA      | $93237.33     | 0.01%             | 2029-08-12      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL1 Trust                                                                     | PRET 2024-RPL1 Trust                                                                     | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410278 | PA      | $390256.34    | 0.03%             | 2063-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                               | PacifiCorp                                                                               | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    157000 | PA      | $162385.10    | 0.01%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                                                 | Primo Brands Corporation                                                                 | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    364584 | PA      | $365728.72    | 0.03%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                                                            | Focus Financial Partners, LLC                                                            | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29928.90     | 0.00%             | 2031-09-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                                                            | Focus Financial Partners, LLC                                                            | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179075 | PA      | $178650.65    | 0.01%             | 2031-09-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| WH Borrower, LLC                                                                         | WH Borrower, LLC                                                                         | CUSIP: 92942LAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49927.00     | 0.00%             | 2032-02-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| WH Borrower, LLC                                                                         | WH Borrower, LLC                                                                         | CUSIP: 92942LAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    470000 | PA      | $469313.80    | 0.03%             | 2032-02-12      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Upfield B.V.                                                                             | Upfield B.V.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    138504 | PA      | $138487.85    | 0.01%             | 2028-01-03      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214462 | PA      | $212854.03    | 0.01%             | 2029-03-17      | Floating      | 8.55%                 | No            |                  3 | On Loan: No      |
| APi Group DE, Inc.                                                                       | APi Group DE, Inc.                                                                       | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158002 | PA      | $157994.01    | 0.01%             | 2029-01-03      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                                           | Dayforce, Inc.                                                                           | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69302 | PA      | $69301.75     | 0.00%             | 2031-03-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| PHRG Intermediate LLC                                                                    | PHRG Intermediate LLC                                                                    | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $149062.50    | 0.01%             | 2032-02-13      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31245.79     | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                     | Cotiviti Corporation                                                                     | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70000 | PA      | $69591.90     | 0.00%             | 2032-02-16      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                              | Energean Israel Finance Ltd                                                              | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | US        |     40000 | PA      | $36935.74     | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                              | Energean Israel Finance Ltd                                                              | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | US        |     80000 | PA      | $76228.70     | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dubai, Government of                                                                     | Dubai, Government of                                                                     | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $187162.00    | 0.01%             | 2043-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                       | Leviathan Bond Ltd                                                                       | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | US        |    160000 | PA      | $158865.53    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | US        |    200000 | PA      | $200226.00    | 0.01%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Pakistan, Government of                                                                  | Pakistan, Government of                                                                  | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $142643.75    | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Pakistan, Government of                                                                  | Pakistan, Government of                                                                  | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | US        |    160000 | PA      | $142000.00    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                             | Petroleos de Venezuela, S.A.                                                             | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | US        |   1390000 | PA      | $175990.22    | 0.01%             | 2027-04-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TV Azteca S.A.B. de C.V.                                                                 | TV Azteca S.A.B. de C.V.                                                                 | CUSIP: N/A<br>LEI: 549300H2ZXE4KL0NUV88       | Long             | DBT              | CORP              | MX        |    300000 | PA      | $110846.72    | 0.01%             | 2026-08-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2024-2 Ltd                                                    | Palmer Square Loan Funding 2024-2 Ltd                                                    | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    528079 | PA      | $528160.37    | 0.04%             | 2033-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2025-2 Ltd                                                    | Palmer Square Loan Funding 2025-2 Ltd                                                    | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    847000 | PA      | $847000.00    | 0.06%             | 2033-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2025-1 Ltd                                                    | Palmer Square Loan Funding 2025-1 Ltd                                                    | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1063000 | PA      | $1059516.55   | 0.07%             | 2033-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                     | Government of the Republic of Panama                                                     | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    225000 | PA      | $128250.00    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                     | Government of the Republic of Panama                                                     | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $204250.00    | 0.01%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |     30000 | PA      | $25687.50     | 0.00%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Power Stop, LLC                                                                          | Power Stop, LLC                                                                          | CUSIP: 73931HAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187723 | PA      | $140166.93    | 0.01%             | 2029-01-26      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                                                              | Fertitta Entertainment, LLC                                                              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1133277 | PA      | $1131293.82   | 0.08%             | 2029-01-13      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| 19th Holdings Golf, LLC                                                                  | 19th Holdings Golf, LLC                                                                  | CUSIP: 68250XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    211406 | PA      | $207970.58    | 0.01%             | 2029-01-27      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Embecta Corp                                                                             | Embecta Corp                                                                             | CUSIP: 29081LAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132688 | PA      | $131968.46    | 0.01%             | 2029-01-27      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202567.34    | 0.01%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76719.91     | 0.01%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    229000 | PA      | $233068.48    | 0.02%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                     | Alpha Generation LLC                                                                     | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46431.18     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                    | Altice Financing S.A.                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | US        |    418000 | PA      | $306185.00    | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                               | Altice France Holding S.A.                                                               | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109431.89    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Valaris Limited                                                                          | Valaris Limited                                                                          | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143488.41    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                        | Vale Overseas Ltd                                                                        | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122414.06    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 91911XAV6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158840.96    | 0.01%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 91911XAW4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19085.17     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                               | Altice France Holding S.A.                                                               | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    255000 | PA      | $210581.18    | 0.01%             | 2029-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                               | Altice France Holding S.A.                                                               | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    330000 | PA      | $272481.15    | 0.02%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Altice France                                                                            | Altice France                                                                            | CUSIP: 02156TAA2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    180000 | PA      | $64162.94     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | Altria Group, Inc.                                                                       | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1107450.60   | 0.08%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | Altria Group, Inc.                                                                       | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12989.92     | 0.00%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alumina Pty Ltd                                                                          | Alumina Pty Ltd                                                                          | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193612.19    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                     | Amentum Escrow Corp.                                                                     | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118152.54    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Amer Sports Company                                                                      | Amer Sports Company                                                                      | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161624.44    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hess Corporation                                                                         | Hess Corporation                                                                         | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1531780.55   | 0.10%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76560.92     | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Vallourec                                                                                | Vallourec                                                                                | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262345.93    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                       | Republica Bolivariana de Venezuela                                                       | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | US        |    580000 | PA      | $115275.00    | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125738.40    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| American Homes 4 Rent, L.P.                                                              | American Homes 4 Rent, L.P.                                                              | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    451000 | PA      | $416606.11    | 0.03%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74989.99     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75836.21     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    580000 | PA      | $516288.45    | 0.04%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    138000 | PA      | $126521.23    | 0.01%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3072302 | PA      | $2449501.90   | 0.17%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    123376 | PA      | $109740.04    | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    846000 | PA      | $759087.46    | 0.05%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    179000 | PA      | $174277.53    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67560.16     | 0.00%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                     | Edison International                                                                     | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25971.85     | 0.00%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2692011 | PA      | $2143777.45   | 0.15%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    255411 | PA      | $213365.28    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                     | Edison International                                                                     | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115913.72    | 0.01%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| Edison International                                                                     | Edison International                                                                     | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56885.40     | 0.00%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc., The                                                                     | GEO Group, Inc., The                                                                     | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127033.69    | 0.01%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc., The                                                                     | GEO Group, Inc., The                                                                     | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    140000 | PA      | $153604.96    | 0.01%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                   | GFL Environmental Inc.                                                                   | CUSIP: 36168QAM6<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77122.15     | 0.01%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                   | GFL Environmental Inc.                                                                   | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78396.49     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                        | GGAM Finance Ltd.                                                                        | CUSIP: 36170JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31737.48     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                        | GGAM Finance Ltd.                                                                        | CUSIP: 36170JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191824.88    | 0.01%             | 2026-05-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                                     | Edison International                                                                     | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47733.04     | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                    | EG Global Finance PLC                                                                    | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | US        |    594000 | PA      | $655826.82    | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                                              | EIG Pearl Holdings S.a r.l.                                                              | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | US        |    272977 | PA      | $242876.70    | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875AN2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |     55000 | PA      | $53487.50     | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                        | GGAM Finance Ltd.                                                                        | CUSIP: 36170JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $167184.80    | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                        | GGAM Finance Ltd.                                                                        | CUSIP: 36170JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41338.25     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |     20000 | PA      | $18425.00     | 0.00%             | 2041-02-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |     40000 | PA      | $33400.00     | 0.00%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator U.S. Newco, Inc.                                                             | TK Elevator U.S. Newco, Inc.                                                             | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254353.82    | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-5                                                        | Verus Securitization Trust 2025-5                                                        | CUSIP: 92540XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301246.41    | 0.02%             | 2070-06-25      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $3187.50      | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $159375.00    | 0.01%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                             | ViaSat, Inc.                                                                             | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37808.04     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| ViaSat, Inc.                                                                             | ViaSat, Inc.                                                                             | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     57000 | PA      | $49392.02     | 0.00%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Presidencia de la Republica de El Salvador                                               | Presidencia de la Republica de El Salvador                                               | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $155250.00    | 0.01%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Eldorado Resorts, Inc.                                                                   | Eldorado Resorts, Inc.                                                                   | CUSIP: 28470RAK8<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68022.64     | 0.00%             | 2027-07-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                        | GGAM Finance Ltd.                                                                        | CUSIP: 36170JAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130783.09    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424492 | PA      | $405898.53    | 0.03%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    715874 | PA      | $684520.16    | 0.05%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    649395 | PA      | $616809.64    | 0.04%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    918154 | PA      | $848219.01    | 0.06%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179RZT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1787944 | PA      | $1651758.53   | 0.11%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions Inc.                                                               | Emergent BioSolutions Inc.                                                               | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    138000 | PA      | $110395.84    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $225126.48    | 0.02%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                     | VICI Properties Inc.                                                                     | CUSIP: 92564RAA3<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7952.28      | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                     | VICI Properties L.P.                                                                     | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    969000 | PA      | $974426.01    | 0.07%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                 | Abu Dhabi, Government of                                                                 | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |    480000 | PA      | $324589.92    | 0.02%             | 2049-09-30      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                 | Abu Dhabi, Government of                                                                 | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |    145000 | PA      | $112232.90    | 0.01%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6874176 | PA      | $5604683.47   | 0.38%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89070 | PA      | $79056.81     | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $114450.00    | 0.01%             | 2028-02-05      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Klockner-Pentaplast of America, Inc.                                                     | Klockner-Pentaplast of America, Inc.                                                     | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144694 | PA      | $132513.38    | 0.01%             | 2026-02-04      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                                                     | Constant Contact Inc                                                                     | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396300 | PA      | $378466.28    | 0.03%             | 2028-02-10      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp.                                                             | American Trailer World Corp.                                                             | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176639 | PA      | $143518.98    | 0.01%             | 2028-02-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                 | Abu Dhabi, Government of                                                                 | CUSIP: 29135LAR1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |    105000 | PA      | $68393.96     | 0.00%             | 2051-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                 | Abu Dhabi, Government of                                                                 | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $198667.20    | 0.01%             | 2054-04-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MH Sub I, LLC                                                                            | MH Sub I, LLC                                                                            | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $78637.50     | 0.01%             | 2029-02-12      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                                                     | Constant Contact Inc                                                                     | CUSIP: 21031HAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $8512.50      | 0.00%             | 2029-02-10      | Floating      | 12.02%                | No            |                  2 | On Loan: No      |
| RealPage, Inc                                                                            | RealPage, Inc                                                                            | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141859 | PA      | $140766.64    | 0.01%             | 2028-02-18      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                                                        | DCert Buyer, Inc.                                                                        | CUSIP: 24022KAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10151 | PA      | $8780.66      | 0.00%             | 2029-02-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9864.10      | 0.00%             | 2030-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    536272 | PA      | $528984.37    | 0.04%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                            | Empresa Nacional del Petroleo                                                            | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202097.78    | 0.01%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                               | Encore Capital Group, Inc.                                                               | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79806.66     | 0.01%             | 2029-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Aventiv Technologies, LLC                                                                | Aventiv Technologies, LLC                                                                | CUSIP: 05358AAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8355 | PA      | $7979.49      | 0.00%             | 2025-07-31      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| Aventiv Technologies, LLC                                                                | Aventiv Technologies, LLC                                                                | CUSIP: 05358AAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319625 | PA      | $222740.01    | 0.02%             | 2025-07-31      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc. (New)                                                             | Genesee & Wyoming Inc. (New)                                                             | CUSIP: 37156QAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138950 | PA      | $138124.64    | 0.01%             | 2031-03-27      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Par Petroleum, LLC                                                                       | Par Petroleum, LLC                                                                       | CUSIP: 69889PAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88163 | PA      | $87006.76     | 0.01%             | 2030-02-28      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                               | Encore Capital Group, Inc.                                                               | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    128000 | PA      | $137321.25    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corporation                                                                       | Exelon Corporation                                                                       | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2612740.27   | 0.18%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                       | Exelon Corporation                                                                       | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    174000 | PA      | $133261.55    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-1                                        | Exeter Select Automobile Receivables Trust 2025-1                                        | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135000 | PA      | $134956.00    | 0.01%             | 2026-11-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Anticimex International AB                                                               | Anticimex International AB                                                               | CUSIP: 03703HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43438 | PA      | $43557.47     | 0.00%             | 2028-11-16      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Geo Group, Inc. (The)                                                                    | Geo Group, Inc. (The)                                                                    | CUSIP: 36170EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65970 | PA      | $66052.80     | 0.00%             | 2029-04-04      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-1                                        | Exeter Select Automobile Receivables Trust 2025-1                                        | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115000 | PA      | $115261.99    | 0.01%             | 2028-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                     | Extended Stay America Trust 2021-ESH                                                     | CUSIP: 30227FAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    488905 | PA      | $489057.90    | 0.03%             | 2038-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                     | Extended Stay America Trust 2021-ESH                                                     | CUSIP: 30227FAE0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    278762 | PA      | $278848.84    | 0.02%             | 2038-07-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                     | Extended Stay America Trust 2021-ESH                                                     | CUSIP: 30227FAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    204997 | PA      | $205125.12    | 0.01%             | 2038-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                     | Extended Stay America Trust 2021-ESH                                                     | CUSIP: 30227FAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    770240 | PA      | $771202.82    | 0.05%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                                      | FMG Resources (August 2006) Pty Ltd                                                      | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111175.27    | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEL Energy VI S.a r.l.                                                                   | FEL Energy VI S.a r.l.                                                                   | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | US        |    169056 | PA      | $159503.98    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                   | Fair Isaac Corporation                                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187121.48    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Brand Industrial Services Inc                                                            | Brand Industrial Services Inc                                                            | CUSIP: 10524MAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    492903 | PA      | $410588.02    | 0.03%             | 2030-08-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                                         | Modena Buyer LLC                                                                         | CUSIP: 60753DAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    278100 | PA      | $267323.63    | 0.02%             | 2031-04-03      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3128MJ3B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1881739 | PA      | $1781855.75   | 0.12%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3128MMWQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3576640 | PA      | $3434279.58   | 0.24%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LC AHAB US Bidco LLC                                                                     | LC AHAB US Bidco LLC                                                                     | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114287 | PA      | $114073.02    | 0.01%             | 2031-04-14      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                                        | Advantage Sales & Marketing, Inc.                                                        | CUSIP: 00769EBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144653 | PA      | $120086.64    | 0.01%             | 2027-10-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3128P8GB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    484312 | PA      | $470538.10    | 0.03%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XX2V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13828 | PA      | $12781.58     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brock Holdings III, Inc.                                                                 | Brock Holdings III, Inc.                                                                 | CUSIP: 11163AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42006 | PA      | $39800.64     | 0.00%             | 2030-05-01      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Brock Holdings III, Inc.                                                                 | Brock Holdings III, Inc.                                                                 | CUSIP: 11163AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7619 | PA      | $7219.05      | 0.00%             | 2030-05-01      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                             | DaVita, Inc.                                                                             | CUSIP: 23918VBB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139942 | PA      | $140625.42    | 0.01%             | 2031-04-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Byju's Alpha, Inc.                                                                       | Byju's Alpha, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $1338.13      | 0.00%             | 2026-04-09      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Byju's Alpha, Inc.                                                                       | Byju's Alpha, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1427 | PA      | $1412.79      | 0.00%             | 2026-04-03      | Floating      | 12.33%                | No            |                  3 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                                         | GVC Holdings (Gibraltar) Limited                                                         | CUSIP: 36270BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175665 | PA      | $176195.30    | 0.01%             | 2029-10-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XXGT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27956 | PA      | $25841.03     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XXML2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    318544 | PA      | $292850.31    | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert, LLC                                                                | Asplundh Tree Expert, LLC                                                                | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98900 | PA      | $98972.20     | 0.01%             | 2031-05-09      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XXPX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     40437 | PA      | $37377.35     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XXS51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7316 | PA      | $6762.74      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XXWA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6036 | PA      | $5579.51      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XYQN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     93272 | PA      | $86214.82     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131XYYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21134 | PA      | $19508.54     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131Y03F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    108260 | PA      | $99731.18     | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131Y0CN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4315 | PA      | $3982.78      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131Y0E65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43790 | PA      | $40340.08     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131Y0F23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    250296 | PA      | $230576.66    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3762340 | PA      | $3325300.57   | 0.23%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1439555 | PA      | $1270984.37   | 0.09%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2186847 | PA      | $1841883.21   | 0.13%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVLM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    966701 | PA      | $781007.74    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2344934 | PA      | $1981627.79   | 0.14%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    423327 | PA      | $357607.57    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    839591 | PA      | $677002.51    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    685006 | PA      | $643533.27    | 0.04%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    648083 | PA      | $667272.18    | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    590836 | PA      | $608698.73    | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    760397 | PA      | $796221.68    | 0.05%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    703181 | PA      | $529283.00    | 0.04%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    977985 | PA      | $779733.42    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    781912 | PA      | $624139.69    | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    160752 | PA      | $140571.70    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23654 | PA      | $23412.79     | 0.00%             | 2029-03-17      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23654 | PA      | $23412.79     | 0.00%             | 2029-03-17      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                      | Clydesdale Acquisition Holdings Inc                                                      | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    631157 | PA      | $629636.28    | 0.04%             | 2029-03-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1306429 | PA      | $1142423.79   | 0.08%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    692502 | PA      | $521244.60    | 0.04%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1633151 | PA      | $1302087.18   | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     34389 | PA      | $27417.80     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1639123 | PA      | $1305312.43   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    171198 | PA      | $135852.04    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     78096 | PA      | $65019.89     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     84098 | PA      | $70017.03     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1189411 | PA      | $1189495.94   | 0.08%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132E06F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1368897 | PA      | $1254204.56   | 0.09%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132LQUK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15646 | PA      | $15201.42     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132LQUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21006 | PA      | $20408.48     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132LQV61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    119065 | PA      | $115678.70    | 0.01%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132LQWA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     84367 | PA      | $81967.27     | 0.01%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132LQZE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     41233 | PA      | $39931.33     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31334WND9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     89495 | PA      | $82164.19     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AE2E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    797935 | PA      | $691531.42    | 0.05%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AFA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17708 | PA      | $14118.02     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo, LLC                                                                 | Oscar AcquisitionCo, LLC                                                                 | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186597 | PA      | $171396.57    | 0.01%             | 2029-04-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Congruex Group LLC                                                                       | Congruex Group LLC                                                                       | CUSIP: 20729MAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9935 | PA      | $8560.89      | 0.00%             | 2029-04-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AG7H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     29410 | PA      | $23448.47     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AJPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    109138 | PA      | $87014.45     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Congruex Group LLC                                                                       | Congruex Group LLC                                                                       | CUSIP: 20729MAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141971 | PA      | $122331.74    | 0.01%             | 2029-04-26      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc.                                                                      | Galaxy US Opco Inc.                                                                      | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35705 | PA      | $33072.02     | 0.00%             | 2029-04-19      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AKVF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    116658 | PA      | $93775.52     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133ASJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    256506 | PA      | $206672.71    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AUDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    137692 | PA      | $110898.39    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AUDT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    118648 | PA      | $95227.03     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc.                                                                      | Galaxy US Opco Inc.                                                                      | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27150 | PA      | $25147.36     | 0.00%             | 2029-04-19      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                                | Zayo Group Holdings, Inc.                                                                | CUSIP: 98919XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103175 | PA      | $98897.36     | 0.01%             | 2027-03-09      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AUEV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    124705 | PA      | $104409.65    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AWDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     32582 | PA      | $26150.26     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AZZ Inc.                                                                                 | AZZ Inc.                                                                                 | CUSIP: 00247NAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83630 | PA      | $84022.03     | 0.01%             | 2029-05-06      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                               | Restoration Hardware, Inc.                                                               | CUSIP: 76133MAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $87573.60     | 0.01%             | 2028-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AWNQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27978 | PA      | $22454.93     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     20241 | PA      | $16081.25     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133AYLJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     51695 | PA      | $41070.07     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133B0QV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    156768 | PA      | $125821.44    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133B0Y56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    110892 | PA      | $88689.64     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133B0Y64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    115980 | PA      | $93084.98     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133B0Y72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    112325 | PA      | $90011.64     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133B1XC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     99478 | PA      | $86896.45     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133BDRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    261551 | PA      | $259526.55    | 0.02%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133CCJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    272114 | PA      | $284848.88    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133CCKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    267906 | PA      | $279188.53    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133D3KT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     54125 | PA      | $48534.20     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133D3YA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    363384 | PA      | $302012.74    | 0.02%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133D4CW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     44814 | PA      | $39907.51     | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133D4JL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     55037 | PA      | $48922.74     | 0.00%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133D4JZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    363177 | PA      | $310432.01    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133D4KQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     51813 | PA      | $45972.18     | 0.00%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133G84W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2611670 | PA      | $2404413.26   | 0.16%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133GAS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     51874 | PA      | $46521.33     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133GF3C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    140338 | PA      | $128587.05    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9991 | PA      | $8843.16      | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KH6N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    565384 | PA      | $454836.44    | 0.03%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                                                                       | AASET 2021-1 Trust                                                                       | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    427275 | PA      | $398049.06    | 0.03%             | 2028-10-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                                                                       | AASET 2019-2 Trust                                                                       | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    177525 | PA      | $165311.27    | 0.01%             | 2026-10-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KJJV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    580781 | PA      | $489347.60    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KKZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    365814 | PA      | $292458.05    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KLCL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1417740 | PA      | $1187896.11   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KM5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1642118 | PA      | $1315907.59   | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                                                                       | AASET 2019-2 Trust                                                                       | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     52549 | PA      | $48707.21     | 0.00%             | 2026-10-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ADT Security Corporation, The                                                            | ADT Security Corporation, The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101323.37    | 0.01%             | 2029-08-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    209150 | PA      | $179571.26    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYVZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    140663 | PA      | $124476.37    | 0.01%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    286399 | PA      | $252954.18    | 0.02%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133L75R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    627847 | PA      | $560513.66    | 0.04%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21975 | PA      | $17561.69     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AES Corporation, The                                                                     | AES Corporation, The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1090901.01   | 0.07%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AES Corporation, The                                                                     | AES Corporation, The                                                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3671637.90   | 0.25%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES Corporation, The                                                                     | AES Corporation, The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159395.73    | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                                        | AIA Group Limited                                                                        | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | US        |    538000 | PA      | $416054.66    | 0.03%             | 2040-09-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 19, Ltd.                                                                       | AIMCO CLO 19, Ltd.                                                                       | CUSIP: 00140HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    340000 | PA      | $341117.24    | 0.02%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 11 Ltd                                                                         | Aimco CLO 11 Ltd                                                                         | CUSIP: 00140NAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    969000 | PA      | $971664.75    | 0.07%             | 2037-07-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 14 Ltd                                                                         | Aimco CLO 14 Ltd                                                                         | CUSIP: 00144GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1573000 | PA      | $1573339.77   | 0.11%             | 2034-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 Trust                                                                       | ALTDE 2025-1 Trust                                                                       | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    770766 | PA      | $776160.91    | 0.05%             | 2032-02-15      | Fixed         | 5.90%                 | No            |                  3 | On Loan: No      |
| APH Somerset Inv 2 LLC                                                                   | APH Somerset Inv 2 LLC                                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $168796.94    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ASGN Incorporated                                                                        | ASGN Incorporated                                                                        | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68300.94     | 0.00%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ATP Tower Holdings, LLC                                                                  | ATP Tower Holdings, LLC                                                                  | CUSIP: 00193BAA0<br>LEI: 254900CIKL1FQZ45N873 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101611.17    | 0.01%             | 2030-02-03      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                                                  | Acuris Finance US, Inc.                                                                  | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $133455.74    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                                                  | Acuris Finance US, Inc.                                                                  | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128240.16    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                          | AdaptHealth LLC                                                                          | CUSIP: 00653VAE1<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |    102000 | PA      | $96987.69     | 0.01%             | 2030-03-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                               | Adient Global Holdings Ltd                                                               | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92116.05     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ADNOC Murban RSC Ltd.                                                                    | ADNOC Murban RSC Ltd.                                                                    | CUSIP: 00723L2C2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $182558.48    | 0.01%             | 2054-09-11      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| MicroStrategy Incorporated                                                               | MicroStrategy Incorporated                                                               | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      2300 | NS      | $206425.00    | 0.01%             | 2500-12-31      | Fixed         | 10.00%                | No            |                  1 | On Loan: No      |
| Party City Holdings Inc.                                                                 | Party City Holdings Inc.                                                                 | CUSIP: 702150103<br>LEI: 5493005PYM1JS6EZN307 | Long             | EC               | CORP              | US        |         2 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Planet Fitness Master                                                                    | Planet Fitness Master                                                                    | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |    665640 | PA      | $651504.14    | 0.04%             | 2026-12-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master                                                                    | Planet Fitness Master                                                                    | CUSIP: 72703PAE3<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-CBDO         | CORP              | US        |    595012 | PA      | $546510.23    | 0.04%             | 2026-12-07      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $41766.30     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                                      | POSCO Holdings Inc.                                                                      | CUSIP: 73730EAE3<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207130.10    | 0.01%             | 2033-01-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $44325.75     | 0.00%             | 2051-09-21      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |    155000 | PA      | $152176.83    | 0.01%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |     35000 | PA      | $35628.22     | 0.00%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    121000 | PA      | $120519.28    | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43284.16     | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92580.84     | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65611.12     | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50422.47     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                                      | Prairie Acquiror LP                                                                      | CUSIP: 73943NAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104225.44    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Pakistan, Government of                                                                  | Pakistan, Government of                                                                  | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | US        |     95000 | PA      | $89656.25     | 0.01%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                                          | Prime Healthcare Services, Inc.                                                          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94284.29     | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                                           | Hyundai Auto Lease Securitization Trust 2024-C                                           | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502628.05    | 0.03%             | 2027-02-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                                      | IHS Holding Limited                                                                      | CUSIP: 44963HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $130461.96    | 0.01%             | 2026-11-29      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Limited                                                                      | IHS Holding Limited                                                                      | CUSIP: 44963HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19460.71     | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Limited                                                                      | IHS Holding Limited                                                                      | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $345606.93    | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Limited                                                                      | IHS Holding Limited                                                                      | CUSIP: 44963HAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75695.96     | 0.01%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding                                                                            | Iliad Holding                                                                            | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $122930.13    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings Inc.                                                                | Primo Water Holdings Inc.                                                                | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55409.86     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PRMI Securitization Trust 2024-CMG1                                                      | PRMI Securitization Trust 2024-CMG1                                                      | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419957 | PA      | $418870.37    | 0.03%             | 2054-07-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                              | Prosus N.V.                                                                              | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42230.25     | 0.00%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                                              | Prosus N.V.                                                                              | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110469.73    | 0.01%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                                              | Prosus N.V.                                                                              | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186479.62    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2024-RCF6, LLC                                                                      | PRPM 2024-RCF6, LLC                                                                      | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89898 | PA      | $87592.29     | 0.01%             | 2064-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ministerio De Gobierno                                                                   | Ministerio De Gobierno                                                                   | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | US        |    102040 | PA      | $100764.50    | 0.01%             | 2027-06-01      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding                                                                            | Iliad Holding                                                                            | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76801.89     | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139983.61    | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208367.54    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84034.81     | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73265.64     | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107311.12    | 0.01%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54443.13     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    160000 | PA      | $194446.40    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780BJ4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $44069.13     | 0.00%             | 2042-01-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780BR6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     70000 | PA      | $78241.59     | 0.01%             | 2044-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780BU9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $81231.78     | 0.01%             | 2045-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780BW5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    220000 | PA      | $228333.60    | 0.02%             | 2046-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | SG        |     90000 | PA      | $75233.16     | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |    105000 | PA      | $104861.61    | 0.01%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $42919.50     | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                            | Republic of Indonesia, The Government of, The                                            | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |   1515000 | PA      | $1221800.54   | 0.08%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                              | INEOS Quattro Finance 2 plc                                                              | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101294.58    | 0.01%             | 2029-03-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                                                | Insight Enterprises, Inc.                                                                | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82440.44     | 0.01%             | 2032-05-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Insulet Corporation                                                                      | Insulet Corporation                                                                      | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41712.06     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                                                           | Intelsat Jackson Holdings S.A.                                                           | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117292.73    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                      | Intesa Sanpaolo SPA                                                                      | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |   3028000 | PA      | $3032506.57   | 0.21%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                      | Intesa Sanpaolo SPA                                                                      | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183909.04    | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                                    | Inversiones CMPC S.A.                                                                    | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53052.85     | 0.00%             | 2031-04-06      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Investment Energy Resources Limited                                                      | Investment Energy Resources Limited                                                      | CUSIP: 46143NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195086.40    | 0.01%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO Ltd                                                                          | Invesco CLO Ltd                                                                          | CUSIP: 46146JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    621000 | PA      | $621349.00    | 0.04%             | 2034-10-23      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Invesco US CLO 2024-1 Ltd                                                                | Invesco US CLO 2024-1 Ltd                                                                | CUSIP: 46148JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    959000 | PA      | $961921.11    | 0.07%             | 2037-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                                | Invitation Homes Operating Partnership LP                                                | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1430962.11   | 0.10%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ion Trading Technologies S.a r.l.                                                        | Ion Trading Technologies S.a r.l.                                                        | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33847.11     | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ion Trading Technologies S.a r.l.                                                        | Ion Trading Technologies S.a r.l.                                                        | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129133.71    | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283301.91    | 0.02%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169335.62    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34210.28     | 0.00%             | 2029-01-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16893.42     | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14010.35     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64263.18     | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52180.79     | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25871.95     | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20220.42     | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142443.01    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                                | Liberty Costa Rica Senior Secured Finance                                                | CUSIP: 530371AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $212969.80    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Life Time, Inc.                                                                          | Life Time, Inc.                                                                          | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193241.22    | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                             | LIFE 2021-BMR Mortgage Trust                                                             | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17408 | PA      | $17310.45     | 0.00%             | 2038-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                             | LIFE 2021-BMR Mortgage Trust                                                             | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158900 | PA      | $157708.28    | 0.01%             | 2038-03-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR Mortgage Trust                                                             | LIFE 2021-BMR Mortgage Trust                                                             | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138600 | PA      | $137214.02    | 0.01%             | 2038-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                                            | LIFE 2022-BMR2 Mortgage Trust                                                            | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2042000 | PA      | $1978180.15   | 0.14%             | 2038-05-17      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                                            | LIFE 2022-BMR2 Mortgage Trust                                                            | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1221000 | PA      | $1122651.26   | 0.08%             | 2038-05-17      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                                            | LIFE 2022-BMR2 Mortgage Trust                                                            | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684000 | PA      | $625557.60    | 0.04%             | 2038-05-17      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR2 Mortgage Trust                                                            | LIFE 2022-BMR2 Mortgage Trust                                                            | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    608000 | PA      | $532358.72    | 0.04%             | 2038-05-17      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                                                   | Lifepoint Health, Inc.                                                                   | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61844.87     | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Lightning Power LLC                                                                      | Lightning Power LLC                                                                      | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $89459.54     | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Liquid Telecommunications Financing PLC                                                  | Liquid Telecommunications Financing PLC                                                  | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | US        |    425000 | PA      | $361243.32    | 0.02%             | 2026-09-04      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                   | Lowe`s Companies, Inc.                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87675.40     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                   | Lowe`s Companies, Inc.                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $873327.46    | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29245.38     | 0.00%             | 2030-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                                    | Macquarie Airfinance Holdings Limited                                                    | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151436.45    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                                    | Macquarie Airfinance Holdings Limited                                                    | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89918.33     | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XIX, Ltd.                                                           | Madison Park Funding XIX, Ltd.                                                           | CUSIP: 55819QBJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    469000 | PA      | $470369.95    | 0.03%             | 2037-01-22      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd                                                             | Madison Park Funding XLV Ltd                                                             | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    653000 | PA      | $653478.00    | 0.04%             | 2034-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                                 | Madison Park Funding Ltd                                                                 | CUSIP: 55821FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1340000 | PA      | $1341386.90   | 0.09%             | 2034-04-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXI, Ltd.                                                          | Madison Park Funding XXXI, Ltd.                                                          | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1211000 | PA      | $1214473.15   | 0.08%             | 2037-04-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LII Ltd                                                             | Madison Park Funding LII Ltd                                                             | CUSIP: 55822BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    744000 | PA      | $744418.13    | 0.05%             | 2035-01-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    247000 | PA      | $233361.95    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    174000 | PA      | $141731.69    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $754033.62    | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    474000 | PA      | $279828.22    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5766000 | PA      | $4021785.00   | 0.28%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Magnetite XXX, Limited                                                                   | Magnetite XXX, Limited                                                                   | CUSIP: 55953UAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1072000 | PA      | $1074735.74   | 0.07%             | 2037-10-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Magnetite XXIII Ltd                                                                      | Magnetite XXIII Ltd                                                                      | CUSIP: 55954NAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    731000 | PA      | $732000.74    | 0.05%             | 2035-01-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Magnetite XXI, Limited                                                                   | Magnetite XXI, Limited                                                                   | CUSIP: 55954PAN4<br>LEI: 5493007R5RBJT1RFJC86 | Long             | ABS-CBDO         | CORP              | US        |    920000 | PA      | $920396.52    | 0.06%             | 2034-04-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Magnetite XXVI Ltd                                                                       | Magnetite XXVI Ltd                                                                       | CUSIP: 55954YAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    870000 | PA      | $872690.04    | 0.06%             | 2038-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Magnetite XXVII Ltd                                                                      | Magnetite XXVII Ltd                                                                      | CUSIP: 55955EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250138.25    | 0.02%             | 2034-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Magnetite XXIX, Limited                                                                  | Magnetite XXIX, Limited                                                                  | CUSIP: 55955KAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1153015.30   | 0.08%             | 2037-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Magnetite XXVIII Ltd                                                                     | Magnetite XXVIII Ltd                                                                     | CUSIP: 55955LAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1209000 | PA      | $1212735.81   | 0.08%             | 2038-01-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Magnetite Xli Ltd                                                                        | Magnetite Xli Ltd                                                                        | CUSIP: 55956AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    596000 | PA      | $597332.66    | 0.04%             | 2038-01-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Magnetite Xlv Ltd                                                                        | Magnetite Xlv Ltd                                                                        | CUSIP: 55956CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    635000 | PA      | $636738.00    | 0.04%             | 2038-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                             | Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                             | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $203684.20    | 0.01%             | 2027-12-04      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXVI Ltd                                                                      | Magnetite XXXVI Ltd                                                                      | CUSIP: 559922AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    863000 | PA      | $865804.75    | 0.06%             | 2038-07-26      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2020-IV                                                                  | Barings CLO Ltd 2020-IV                                                                  | CUSIP: 06762BAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1190000 | PA      | $1193009.51   | 0.08%             | 2037-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2021-I                                                                  | Barings CLO Ltd. 2021-I                                                                  | CUSIP: 06762EAA2<br>LEI: 5493001QIXQNVJN0QT95 | Long             | ABS-CBDO         | CORP              | US        |   1146000 | PA      | $1147533.35   | 0.08%             | 2034-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2020-I                                                                   | Barings CLO Ltd 2020-I                                                                   | CUSIP: 06762LAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    589000 | PA      | $589617.86    | 0.04%             | 2038-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2023-IV                                                                  | Barings CLO Ltd 2023-IV                                                                  | CUSIP: 06763MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1424000 | PA      | $1429132.10   | 0.10%             | 2037-01-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-TAIL                                                                       | BX Trust 2025-TAIL                                                                       | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347000 | PA      | $347543.16    | 0.02%             | 2027-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                                                   | BX Commercial Mortgage Trust 2024-MDHS                                                   | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1316279 | PA      | $1317923.24   | 0.09%             | 2029-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2025-SPOT                                                   | BX Commercial Mortgage Trust 2025-SPOT                                                   | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980000 | PA      | $1979377.88   | 0.14%             | 2027-04-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2025-SPOT                                                   | BX Commercial Mortgage Trust 2025-SPOT                                                   | CUSIP: 12433FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711000 | PA      | $707444.00    | 0.05%             | 2027-04-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2023-XL3                                                    | BX Commercial Mortgage Trust 2023-XL3                                                    | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614336 | PA      | $615295.49    | 0.04%             | 2025-12-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2023-XL3                                                    | BX Commercial Mortgage Trust 2023-XL3                                                    | CUSIP: 12434GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167546 | PA      | $167860.24    | 0.01%             | 2025-12-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2023-XL3                                                    | BX Commercial Mortgage Trust 2023-XL3                                                    | CUSIP: 12434GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73749 | PA      | $73910.24     | 0.01%             | 2025-12-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| C&S Group Enterprises LLC                                                                | C&S Group Enterprises LLC                                                                | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $128181.16    | 0.01%             | 2028-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $366621.03    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $101772.24    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47655.61     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $59427.23     | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69800.08     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $317557.17    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Old Claimco, LLC                                                                         | Old Claimco, LLC                                                                         | CUSIP: 125137AC3<br>LEI: 549300MWTY75LB8TRO50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148933.02    | 0.01%             | 2026-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                                             | CCG Receivables Trust 2025-1                                                             | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250633.10    | 0.02%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                                  | CF Hippolyta Issuer LLC                                                                  | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1455139 | PA      | $1393714.59   | 0.10%             | 2026-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CFMT 2023-HB12, LLC                                                                      | CFMT 2023-HB12, LLC                                                                      | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180017 | PA      | $176460.45    | 0.01%             | 2026-07-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13, LLC                                                                      | CFMT 2024-HB13, LLC                                                                      | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336315 | PA      | $330460.55    | 0.02%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Viridien                                                                                 | Viridien                                                                                 | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137602.32    | 0.01%             | 2030-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CFCRE 2016-C7 Mortgage Trust                                                             | CFCRE 2016-C7 Mortgage Trust                                                             | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167156 | PA      | $164774.16    | 0.01%             | 2026-11-13      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| CFCRE 2017-C8 Mortgage Trust                                                             | CFCRE 2017-C8 Mortgage Trust                                                             | CUSIP: 12532CAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    898379 | PA      | $878678.46    | 0.06%             | 2027-03-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    735000 | PA      | $630856.89    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90556.74     | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    259000 | PA      | $255812.15    | 0.02%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    529000 | PA      | $536990.44    | 0.04%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    217000 | PA      | $221782.75    | 0.02%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83311.25     | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    239000 | PA      | $247066.25    | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| C&W Senior Finance Ltd.                                                                  | C&W Senior Finance Ltd.                                                                  | CUSIP: 12665MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $444497.41    | 0.03%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CA Magnum Holdings                                                                       | CA Magnum Holdings                                                                       | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198503.10    | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Telecomunicaciones Digitales, S.A.                                                       | Telecomunicaciones Digitales, S.A.                                                       | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242378.75    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                                | Cablevision Lightpath LLC                                                                | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9687.88      | 0.00%             | 2028-09-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Caci International Inc.                                                                  | Caci International Inc.                                                                  | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149786.01    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                              | Caesars Entertainment, Inc.                                                              | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52840.95     | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                              | Caesars Entertainment, Inc.                                                              | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133286.29    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                              | Caesars Entertainment, Inc.                                                              | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117612.85    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| California Buyer Limited                                                                 | California Buyer Limited                                                                 | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154975.15    | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corporation                                                         | California Resources Corporation                                                         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1696 | NS      | $77456.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                                                         | California Resources Corporation                                                         | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44024.61     | 0.00%             | 2026-02-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corporation                                                         | California Resources Corporation                                                         | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226275.17    | 0.02%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corporation                                                                      | Calpine Corporation                                                                      | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54948.72     | 0.00%             | 2028-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corporation                                                                      | Calpine Corporation                                                                      | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59207.01     | 0.00%             | 2029-02-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Calumet Specialty Products Partners, L.P.                                                | Calumet Specialty Products Partners, L.P.                                                | CUSIP: 131477AV3<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89414.31     | 0.01%             | 2027-01-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Calumet Specialty Products Partners, L.P.                                                | Calumet Specialty Products Partners, L.P.                                                | CUSIP: 131477AW1<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129515.83    | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Central American Bottling Corporation                                                    | Central American Bottling Corporation                                                    | CUSIP: 15239XAA6<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150851.57    | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22509.31     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15, LLC                                                                      | CFMT 2024-HB15, LLC                                                                      | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    170939 | PA      | $169340.97    | 0.01%             | 2027-08-25      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Champion Iron Canada Inc.                                                                | Champion Iron Canada Inc.                                                                | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35455.46     | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Champions Financing Inc.                                                                 | Champions Financing Inc.                                                                 | CUSIP: 15870LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $49153.55     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Charles River Laboratories International, Inc.                                           | Charles River Laboratories International, Inc.                                           | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65669.46     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2114910.99   | 0.14%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   4552000 | PA      | $3634630.43   | 0.25%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    166000 | PA      | $139948.86    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    487000 | PA      | $458709.34    | 0.03%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    487000 | PA      | $411839.05    | 0.03%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chemours Company, The                                                                    | Chemours Company, The                                                                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8716.42      | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Chemours Company, The                                                                    | Chemours Company, The                                                                    | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93569.39     | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                           | Cheniere Energy Partners, L.P.                                                           | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41074.64     | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                                | Chesapeake Funding II LLC                                                                | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    215484 | PA      | $218104.66    | 0.01%             | 2026-11-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                                | Chesapeake Funding II LLC                                                                | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    396287 | PA      | $400262.40    | 0.03%             | 2027-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC S.a r.l.                                                       | Chile Electricity Lux MPC S.a r.l.                                                       | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $193214.18    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    285000 | PA      | $254854.70    | 0.02%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    160000 | PA      | $96806.56     | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $154479.40    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $73178.48     | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                     | Presidencia de la Republica de Chile                                                     | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $187866.20    | 0.01%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199720.12    | 0.01%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    309000 | PA      | $309009.33    | 0.02%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2108888.17   | 0.14%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1505993.73   | 0.10%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3911457.60   | 0.27%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    491000 | PA      | $489717.61    | 0.03%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Citgo Petroleum Corporation                                                              | Citgo Petroleum Corporation                                                              | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224873.60    | 0.02%             | 2026-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Citgo Petroleum Corporation                                                              | Citgo Petroleum Corporation                                                              | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36411.01     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                            | Citigroup Commercial Mortgage Trust 2019-GC41                                            | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3199731 | PA      | $96728.18     | 0.01%             | 2056-08-11      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88386.33     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                      | Clean Harbors, Inc.                                                                      | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61408.74     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59305.13     | 0.00%             | 2027-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92467.62     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Clearway Energy Operating LLC                                                            | Clearway Energy Operating LLC                                                            | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121079.28    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    635000 | PA      | $630237.50    | 0.04%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $207177.20    | 0.01%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colombia Telecomunicaciones S.A. E.S.P.                                                  | Colombia Telecomunicaciones S.A. E.S.P.                                                  | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $154874.71    | 0.01%             | 2030-07-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Columbia Cent CLO 29 Limited                                                             | Columbia Cent CLO 29 Limited                                                             | CUSIP: 197363AU8<br>LEI: 549300CTF5B701OF6K35 | Long             | ABS-CBDO         | CORP              | US        |    882000 | PA      | $881147.99    | 0.06%             | 2034-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                                 | Columbia Pipelines Operating Company LLC                                                 | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $516293.88    | 0.04%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                                 | Columbia Pipelines Operating Company LLC                                                 | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $274781.12    | 0.02%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                                 | Columbia Pipelines Operating Company LLC                                                 | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $167019.95    | 0.01%             | 2063-08-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                                 | Columbia Pipelines Operating Company LLC                                                 | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $152012.95    | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Company                                                                | Commercial Metals Company                                                                | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43170.32     | 0.00%             | 2030-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                | Commercial Metals Company                                                                | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41681.22     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                           | Commonwealth Bank of Australia                                                           | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | US        |    384000 | PA      | $363727.10    | 0.02%             | 2034-09-12      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| CommScope, LLC.                                                                          | CommScope, LLC.                                                                          | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    114000 | PA      | $111289.60    | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                                    | Compania de Minas Buenaventura S.A.A.                                                    | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89654.67     | 0.01%             | 2026-07-23      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                                    | Compania de Minas Buenaventura S.A.A.                                                    | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203383.78    | 0.01%             | 2032-02-04      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                 | Comstock Resources, Inc.                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65179.88     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                 | Comstock Resources, Inc.                                                                 | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160217.28    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco SARL                                                                       | Connect Finco SARL                                                                       | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57404.06     | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                                         | Consolidated Energy Finance S.A.                                                         | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25708.79     | 0.00%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                                         | Consolidated Energy Finance S.A.                                                         | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83585.38     | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: —       |
| Constellation Merger Sub Inc.                                                            | Constellation Merger Sub Inc.                                                            | CUSIP: 210374AA2<br>LEI: 549300XWSO7KBICXNW37 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55266.41     | 0.00%             | 2025-09-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Contourglobal Power Holdings SA                                                          | Contourglobal Power Holdings SA                                                          | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103036.91    | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                          | CoreCivic, Inc.                                                                          | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176405.92    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                          | CoreCivic, Inc.                                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137951.63    | 0.01%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                                    | Core Scientific, Inc.                                                                    | CUSIP: 21874AAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $39851.64     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                                    | Core Scientific, Inc.                                                                    | CUSIP: 21874AAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $210973.06    | 0.01%             | 2031-06-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Geo, S.A.B. De C.V.                                                          | Corporacion Geo, S.A.B. De C.V.                                                          | CUSIP: 21986VAF2<br>LEI: 54930004KSSRAZ2P6765 | Long             | DBT              | CORP              | MX        |     99158 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23234.10     | 0.00%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |    140000 | PA      | $94715.67     | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55581.60     | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203661.50    | 0.01%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195251.82    | 0.01%             | 2053-09-08      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10250000 | PA      | $8351094.23   | 0.57%             | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3500000 | PA      | $2974550.95   | 0.20%             | 2055-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H022689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4650000 | PA      | $3951903.41   | 0.27%             | 2055-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6050000 | PA      | $5346138.16   | 0.37%             | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H032688<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375000 | PA      | $339438.71    | 0.02%             | 2055-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9300000 | PA      | $9309238.62   | 0.64%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4175000 | PA      | $4233460.02   | 0.29%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JGYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14476 | PA      | $14047.88     | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JHVQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20371 | PA      | $19704.49     | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JJE96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6581 | PA      | $6385.74      | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JMNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13571 | PA      | $13126.81     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140K0JB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2480423 | PA      | $2185316.92   | 0.15%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140K1AE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58880 | PA      | $54167.53     | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140KLDQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     78322 | PA      | $62836.97     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140KP7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57832 | PA      | $46108.53     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140KSP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    920943 | PA      | $787603.47    | 0.05%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140KYF82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39197 | PA      | $34885.63     | 0.00%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140KYFK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43284 | PA      | $38574.10     | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140L0JD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44612 | PA      | $39757.74     | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140L3GJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40261 | PA      | $35943.15     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    695976 | PA      | $702496.14    | 0.05%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    286916 | PA      | $284583.41    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    681372 | PA      | $677748.33    | 0.05%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QQYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1519713 | PA      | $1497382.71   | 0.10%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QRGJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40996 | PA      | $41277.08     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    128841 | PA      | $132293.93    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QS4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    331246 | PA      | $346127.32    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    485561 | PA      | $486468.20    | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVLS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95415 | PA      | $98329.14     | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    582099 | PA      | $583186.55    | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70229 | PA      | $72462.06     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    166720 | PA      | $171812.74    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QVRY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    449660 | PA      | $463114.41    | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    634066 | PA      | $652443.71    | 0.04%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X9H57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    245985 | PA      | $206105.67    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X9MV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    288711 | PA      | $271862.89    | 0.02%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X9X67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41635 | PA      | $37170.12     | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XAGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    121387 | PA      | $108368.60    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XAR20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15411 | PA      | $13758.14     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XAWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    529714 | PA      | $425974.64    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    594076 | PA      | $559594.09    | 0.04%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XAZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    980711 | PA      | $825089.29    | 0.06%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XB6C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    306441 | PA      | $262309.49    | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XBE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    921509 | PA      | $775569.74    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1727518 | PA      | $1628326.77   | 0.11%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XBKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    976264 | PA      | $823789.09    | 0.06%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XBND8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     81793 | PA      | $72982.34     | 0.01%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XBXE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36429 | PA      | $35672.67     | 0.00%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XBXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52500 | PA      | $45382.39     | 0.00%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XC4X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48015 | PA      | $46861.44     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XC5A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    141535 | PA      | $138258.10    | 0.01%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XCHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    469724 | PA      | $402589.39    | 0.03%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XCKY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57928 | PA      | $49608.92     | 0.00%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     72385 | PA      | $60672.17     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XDNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    964675 | PA      | $824254.78    | 0.06%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    191561 | PA      | $169415.11    | 0.01%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    362687 | PA      | $330712.99    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    226828 | PA      | $190338.45    | 0.01%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                  | PBF Holding Company LLC                                                                  | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121504.79    | 0.01%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corporation                                                                         | PG&E Corporation                                                                         | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82794.62     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                         | PG&E Corporation                                                                         | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200028.67    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $170250.00    | 0.01%             | 2033-01-29      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $203250.00    | 0.01%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $200000.00    | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Parkland Corporation                                                                     | Parkland Corporation                                                                     | CUSIP: 70137WAG3<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57662.01     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Parkland Corporation                                                                     | Parkland Corporation                                                                     | CUSIP: 70137WAL2<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201129.15    | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Parkland Corporation                                                                     | Parkland Corporation                                                                     | CUSIP: 70137WAN8<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56244.16     | 0.00%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Parkland Corporation                                                                     | Parkland Corporation                                                                     | CUSIP: N/A<br>LEI: 549300Q72GWZCL8MQC95       | Long             | DBT              | CORP              | US        |    210000 | PA      | $105.00       | 0.00%             | 2030-05-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Parkland Corporation                                                                     | Parkland Corporation                                                                     | CUSIP: N/A<br>LEI: 549300Q72GWZCL8MQC95       | Long             | DBT              | CORP              | US        |     55000 | PA      | $27.50        | 0.00%             | 2032-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Parkland Corporation                                                                     | Parkland Corporation                                                                     | CUSIP: N/A<br>LEI: 549300Q72GWZCL8MQC95       | Long             | DBT              | CORP              | US        |     60000 | PA      | $30.00        | 0.00%             | 2029-10-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Patrick Industries, Inc.                                                                 | Patrick Industries, Inc.                                                                 | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50142.04     | 0.00%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Paychex, Inc.                                                                            | Paychex, Inc.                                                                            | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114728.29    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                            | Paychex, Inc.                                                                            | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    157000 | PA      | $161093.78    | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                            | Paychex, Inc.                                                                            | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    124000 | PA      | $128180.54    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO Ltd                                                                       | Peace Park CLO Ltd                                                                       | CUSIP: 70470MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    898000 | PA      | $898523.53    | 0.06%             | 2034-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Pemex Project Funding Master Trust                                                       | Pemex Project Funding Master Trust                                                       | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    410000 | PA      | $344093.81    | 0.02%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71735.34     | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82900.89     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                             | Performance Food Group, Inc.                                                             | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148439.12    | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                         | Permian Resources Operating, LLC                                                         | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6219.32      | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                         | Permian Resources Operating, LLC                                                         | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30275.50     | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |    135000 | PA      | $121556.70    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |     85000 | PA      | $63338.52     | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Novae LLC                                                                                | Novae LLC                                                                                | CUSIP: 66988QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83895 | PA      | $78861.19     | 0.01%             | 2029-01-19      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                               | Restoration Hardware, Inc.                                                               | CUSIP: 76133MAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19847 | PA      | $19311.87     | 0.00%             | 2028-10-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914908BD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58200 | PA      | $57715.19     | 0.00%             | 2029-06-10      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Cardenas Markets, Inc.                                                                   | Cardenas Markets, Inc.                                                                   | CUSIP: 14141NAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    195438 | PA      | $179216.62    | 0.01%             | 2029-07-20      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                                                          | Discovery Purchaser Corporation                                                          | CUSIP: 25471NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    252368 | PA      | $251815.28    | 0.02%             | 2029-08-04      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                                                              | Corporation Service Company                                                              | CUSIP: 22006VAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213321 | PA      | $213000.91    | 0.01%             | 2029-08-10      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                                                                     | Patagonia Holdco LLC                                                                     | CUSIP: 70289FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83018 | PA      | $67036.90     | 0.00%             | 2029-08-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $19702.80     | 0.00%             | 2028-08-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178410 | PA      | $175758.43    | 0.01%             | 2028-08-16      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                                     | Neptune Bidco US Inc                                                                     | CUSIP: 64069JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    380746 | PA      | $359191.68    | 0.02%             | 2029-04-11      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                                     | Neptune Bidco US Inc                                                                     | CUSIP: 64069JAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    355013 | PA      | $333584.28    | 0.02%             | 2028-10-11      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings, Inc.                                                                  | Delek US Holdings, Inc.                                                                  | CUSIP: 24664GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128390 | PA      | $125976.29    | 0.01%             | 2029-11-10      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                                      | Altice Financing SA                                                                      | CUSIP: L0178UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13526 | PA      | $10832.25     | 0.00%             | 2027-10-31      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 64072UAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44885 | PA      | $44212.37     | 0.00%             | 2028-01-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Twitter, Inc.                                                                            | Twitter, Inc.                                                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    373176 | PA      | $364197.19    | 0.02%             | 2029-10-27      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| Altice France S.A.                                                                       | Altice France S.A.                                                                       | CUSIP: F6628DAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $85842.95     | 0.01%             | 2028-08-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                                                                       | Altice France S.A.                                                                       | CUSIP: F6628DAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1022507 | PA      | $923947.58    | 0.06%             | 2028-08-31      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                               | Caesars Entertainment Inc.                                                               | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    569318 | PA      | $568179.17    | 0.04%             | 2030-01-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116112 | PA      | $114763.72    | 0.01%             | 2028-08-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                                | Sedgwick Claims Management Services, Inc.                                                | CUSIP: 81527CAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168367 | PA      | $168894.06    | 0.01%             | 2028-02-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                                            | INEOS Quattro Holdings UK Ltd                                                            | CUSIP: G4770MAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63700 | PA      | $58126.25     | 0.00%             | 2030-03-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                                 | Virgin Media Bristol LLC                                                                 | CUSIP: G9368PBH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185000 | PA      | $182435.90    | 0.01%             | 2031-03-06      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                                            | Topgolf Callaway Brands Corp.                                                            | CUSIP: 89071LAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64219 | PA      | $63127.02     | 0.00%             | 2030-03-14      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H060689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14625000 | PA      | $14813217.90  | 1.01%             | 2055-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                                                  | COPT Defense Properties                                                                  | CUSIP: 22003BAL0<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | DBT              | CORP              | US        |    257000 | PA      | $252892.11    | 0.02%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                                                  | COPT Defense Properties                                                                  | CUSIP: 22003BAM8<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | DBT              | CORP              | US        |    187000 | PA      | $165502.98    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Costa Rica                                                   | Gobierno de la Republica de Costa Rica                                                   | CUSIP: 221597BT3<br>LEI: 549300DYYS8QPMR8OP36 | Long             | DBT              | NUSS              | US        |      5000 | PA      | $4475.00      | 0.00%             | 2043-04-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Costa Rica                                                   | Gobierno de la Republica de Costa Rica                                                   | CUSIP: 221597CV7<br>LEI: 549300DYYS8QPMR8OP36 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $206750.00    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                             | Presidence de la Republique de Cote d'Ivoire                                             | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $192500.00    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Reworld Holding Corporation                                                              | Reworld Holding Corporation                                                              | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152186.52    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2046526.58   | 0.14%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Asset Management, LLC                                                   | JNL Government Money Market Fund - Class SL                                              | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  11261502 | NS      | $11261501.74  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1089 | NC      | $1682288.81   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   5132000 | PA      | $-62158.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | DE        |    208000 | PA      | $-3197.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |  23950000 | PA      | $-179098.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |  13622000 | PA      | $-68847.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | FR        |   6178000 | PA      | $-63399.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | DE        |   5516000 | PA      | $-128364.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    970000 | PA      | $-3427.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     70000 | PA      | $10804.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     40000 | PA      | $6174.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     80000 | PA      | $12348.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     30000 | PA      | $4630.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |   -970000 | PA      | $3427.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     20000 | PA      | $3087.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    200000 | PA      | $30870.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     70000 | PA      | $10804.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     50000 | PA      | $7717.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    160000 | PA      | $24696.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     50000 | PA      | $7717.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |     50000 | PA      | $7717.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     50000 | PA      | $7717.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |    110000 | PA      | $16978.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     40000 | PA      | $6174.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |     60000 | PA      | $9261.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |   -100000 | PA      | $-1465.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |   -900000 | PA      | $-13193.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |  -1300000 | PA      | $-11562.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |   -300000 | PA      | $-2668.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   1700000 | PA      | $51393.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   1700000 | PA      | $54736.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |   -100000 | PA      | $-1465.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK                                                                                 | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   -400000 | PA      | $-5863.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK                                                                                 | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   -100000 | PA      | $-1465.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |  -1700000 | PA      | $-24921.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |   -300000 | PA      | $-4397.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |   2480000 | PA      | $111867.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |   2480000 | PA      | $26779.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    400000 | PA      | $23340.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $5835.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |    200000 | PA      | $11670.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $10993.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $10993.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |   -500000 | PA      | $-7329.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |    200000 | PA      | $22833.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $5835.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |   -600000 | PA      | $438.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |   -400000 | PA      | $-5863.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |   -400000 | PA      | $-5863.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    200000 | PA      | $22833.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |   -100000 | PA      | $-1465.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |   -600000 | PA      | $-8795.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $10993.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   -500000 | PA      | $-10508.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   -500000 | PA      | $-18013.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |    470000 | PA      | $14768.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |    470000 | PA      | $15540.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   1490000 | PA      | $45600.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   1490000 | PA      | $50891.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   1380000 | PA      | $47287.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   1380000 | PA      | $42120.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    600000 | PA      | $18829.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    600000 | PA      | $19893.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |  -1900000 | PA      | $-37847.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |  -1900000 | PA      | $-29546.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   1930000 | PA      | $65420.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |   1930000 | PA      | $59591.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $5835.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |    610000 | PA      | $19945.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | US        |    610000 | PA      | $19413.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |    200000 | PA      | $22833.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |   -100000 | PA      | $-889.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    100000 | PA      | $5835.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       104 | NC      | $93314.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       114 | NC      | $268062.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         9 | NC      | $23767.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         5 | NC      | $24225.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer