# EDGAR Filing Document

**Accession Number:** 0001516212
**File Stem:** 0001752724-25-211233
**Filing Date:** 2025-8
**Character Count:** 695004
**Document Hash:** 06ff4134889484e2d6f5c07cf44bbf25
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211233.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-211233

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SSGA Active Trust
- **CENTRAL INDEX KEY:** 0001516212

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22542
- **FILM NUMBER:** 251270245

**BUSINESS ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSgA Active Trust
- **DATE OF NAME CHANGE:** 20141208

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSgA Active ETF Trust
- **DATE OF NAME CHANGE:** 20110322

## Series and Classes Contracts Data

### SPDR DoubleLine Total Return Tactical ETF (Series ID: S000046314)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000144728 | SPDR DoubleLine Total Return Tactical ETF | TOTL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SSGA Active Trust

- **b. Investment Company Act file number:** 811-22542

- **c. CIK number of Registrant:** 0001516212

- **d. LEI of Registrant:** 549300MAXSRPQ75ICU67

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

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-8594

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

- **a. Name of Series:** SPDR DoubleLine Total Return Tactical ETF

- **b. EDGAR series identifier (if any):** S000046314

- **c. LEI of Series:** 549300BX4XYYCFT9AP37

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

- **a. Date of fiscal year-end:** 2025-06-30

- **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:** $3884269385.51

**Total Liabilities:** $11933376.01

**Net Assets:** $3872336009.50

**Delayed Delivery Securities:** $8569087.32

**Cash Not Reported:** $647338.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1810.27000000 | **1-Year:** -32808.22000000 | **5-Year:** -113459.65000000 | **10-Year:** -142732.43000000 | **30-Year:** -63755.54000000

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

- **3-Month:** -2189.25000000 | **1-Year:** -34528.41000000 | **5-Year:** -77008.70000000 | **10-Year:** -36826.18000000 | **30-Year:** -4859.88000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144728 | 0.42%                | -0.78%               | 1.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2568325.68             | $883182.60                                 |
| Month 2  | $-1200894.05             | $-17408964.11                              |
| Month 3  | $-326902.25              | $31933487.70                               |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    480000 | PA      | $463128.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Non Gold Pool                                                        | CUSIP: 3142BNBX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10512973 | PA      | $9523965.46   | 0.25%             | 2051-07-01      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                                              | Morocco Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $204747.94    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                                                             | OneDigital Borrower LLC 2024 2nd Lien Term Loan                                  | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |     34721 | PA      | $34851.37     | 0.00%             | 2031-07-02      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                                | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399980.00    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                              | Motorola Solutions Inc                                                           | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1047396.70   | 0.03%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVEV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31582646 | PA      | $31977176.12  | 0.83%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                                                              | COLOSSUS ACQUIRECO LLC TERM LOAN B                                               | CUSIP: 000000000<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    390000 | PA      | $387903.75    | 0.01%             | 2032-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                     | Cemex SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1900000 | PA      | $1877979.00   | 0.05%             | 2026-06-08      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Catamaran CLO Ltd                                                                   | Catamaran CLO 2018-1 Ltd                                                         | CUSIP: 14900CAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005641.00   | 0.03%             | 2031-10-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                                                | Cotiviti Corporation 2025 2nd Amendment Term Loan                                | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    250000 | PA      | $249115.00    | 0.01%             | 2032-03-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                                 | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |   1621000 | PA      | $1640079.17   | 0.04%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    330000 | PA      | $347420.70    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                            | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1202871.00   | 0.03%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                          | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $322752.00    | 0.01%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                               | AMERICAN AIRLINES INC 2025 TERM LOAN B                                           | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    140000 | PA      | $141085.00    | 0.00%             | 2032-05-28      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134JAG8<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502266.50   | 0.04%             | 2033-04-16      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                         | Hexion Holdings Corporation 2024 Term Loan B                                     | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    175664 | PA      | $175498.88    | 0.00%             | 2029-03-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc                                                                  | Endure Digital Inc Non-CoOp Term Loan                                            | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    102755 | PA      | $55616.41     | 0.00%             | 2028-02-10      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3980516.00   | 0.10%             | 2032-01-25      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                                                             | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 000000000<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   2000000 | PA      | $1994440.00   | 0.05%             | 2030-07-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BKWN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18798107 | PA      | $11079913.58  | 0.29%             | 2052-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2024-NPL9 LLC                                                               | CUSIP: 74143TAA7<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-O            | CORP              | US        |   5702624 | PA      | $5713829.76   | 0.15%             | 2054-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                           | Madison Safety & Flow LLC 2025 Term Loan B                                       | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    134025 | PA      | $134443.65    | 0.00%             | 2031-09-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                                                         | CHG Healthcare Services Inc 2021 Term Loan                                       | CUSIP: 12541HAT0<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                                                     | Vortex Opco LLC                                                                  | CUSIP: 92905YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     12960 | PA      | $12875.24     | 0.00%             | 2030-04-30      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $135091.88    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                            | Amentum Government Services Holdings LLC 2024 Term Loan B                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    260333 | PA      | $260333.33    | 0.01%             | 2031-09-29      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                       | LFS Topco LLC                                                                    | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $345538.20    | 0.01%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                                    | Movida Europe SA                                                                 | CUSIP: 000000000<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $736720.00    | 0.02%             | 2029-04-11      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                             | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    945000 | PA      | $987903.00    | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                                          | BCP Renaissance Parent LLC 2024 Term Loan B3                                     | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    192628 | PA      | $193440.81    | 0.00%             | 2028-10-31      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                     | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    929000 | PA      | $972179.92    | 0.03%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                                 | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    315000 | PA      | $331528.05    | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                            | Enterprise Products Operating LLC                                                | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1169938.50   | 0.03%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                                              | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    829849 | PA      | $828277.88    | 0.02%             | 2039-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1700000 | PA      | $968182.52    | 0.03%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $288928.90    | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                            | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $452798.50    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    445000 | PA      | $450589.20    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                                                  | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343447.60    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                            | Broadstreet Partners Inc 2024 Term Loan B4                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    227886 | PA      | $228415.92    | 0.01%             | 2031-06-13      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W1BU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19363336 | PA      | $19620255.57  | 0.51%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                                     | OHA Credit Funding 2 LTD                                                         | CUSIP: 67707ECA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1492174.50   | 0.04%             | 2038-01-21      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                   | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002190.00   | 0.03%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                           | Qorvo Inc                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    832000 | PA      | $750264.32    | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                        | NiSource Inc                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1054202.52   | 0.03%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    437000 | PA      | $319355.23    | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1254306.24   | 0.03%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                            | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1179351.60   | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                                             | Rfna LP                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    795000 | PA      | $813467.85    | 0.02%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CEDR TRUST                                                                          | CEDR Commercial Mortgage Trust 2022-SNAI                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $953595.65    | 0.02%             | 2039-02-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                                  | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    590000 | PA      | $588643.00    | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd                                                                  | Lewey Park CLO Ltd                                                               | CUSIP: 527911AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999525.00    | 0.03%             | 2037-10-21      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| BPRL INTERNATIONAL SINGA                                                            | BPRL International Singapore Pte Ltd                                             | CUSIP: 000000000<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | SG        |   1200000 | PA      | $1194187.76   | 0.03%             | 2027-01-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                         | Netflix Inc                                                                      | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    794000 | PA      | $783066.62    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                          | Camelot US Acquisition LLC 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    347563 | PA      | $344413.88    | 0.01%             | 2031-01-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                                                                | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1701840 | PA      | $1346291.71   | 0.03%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EMBARQ CORP                                                                         | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $75474.30     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                            | Cia de Minas Buenaventura SAA                                                    | CUSIP: 000000000<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    600000 | PA      | $597696.00    | 0.02%             | 2026-07-23      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383DAL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  36670649 | PA      | $5359595.03   | 0.14%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2067000 | PA      | $2122912.35   | 0.05%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                                                        | GAIA Aviation Ltd                                                                | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    940247 | PA      | $907648.86    | 0.02%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                           | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    560000 | PA      | $559255.20    | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $188986.00    | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                            | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $275537.60    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490397.50    | 0.01%             | 2034-07-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1063584.48   | 0.03%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                       | First Horizon Alternative Mortgage Securities Trust 2007-FA4                     | CUSIP: 32052WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824853 | PA      | $597317.45    | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADANIREN KODSOPAR WARSOM                                                            | Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    501000 | PA      | $404001.89    | 0.01%             | 2039-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BAR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7167597 | PA      | $6456902.24   | 0.17%             | 2046-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7362972 | PA      | $7257221.42   | 0.19%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                            | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973910.00    | 0.03%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                                                   | Motion Finco Sarl 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |    110873 | PA      | $105815.33    | 0.00%             | 2029-11-12      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XXXIII Ltd                                                       | CUSIP: 83616KAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    700000 | PA      | $668780.00    | 0.02%             | 2035-04-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                       | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115193.96    | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Through Certificates                                       | TBW Mortgage-Backed Trust 2006-6                                                 | CUSIP: 87222PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10042361 | PA      | $2338246.07   | 0.06%             | 2037-01-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H1NH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  66552130 | PA      | $245038.29    | 0.01%             | 2051-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                              | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   2490000 | PA      | $2441868.30   | 0.06%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-5 LLC                                                                  | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19407961 | PA      | $19482196.06  | 0.50%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWWF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2632357 | PA      | $2426032.59   | 0.06%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    310000 | PA      | $266076.10    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                                          | Clover CLO 2018-1 LLC                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501250.00    | 0.01%             | 2037-04-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138EQB35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9159045 | PA      | $8314605.43   | 0.21%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WBD93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190922 | PA      | $188208.77    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) Sarl                                                | Travelport Finance (Luxembourg) Sarl 2020 Super Priority Term Loan               | CUSIP: 000000000<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |     76086 | PA      | $59132.99     | 0.00%             | 2028-09-30      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                            | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $415144.00    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                             | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $676333.00    | 0.02%             | 2027-08-04      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                             | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4                    | CUSIP: 86359RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388463 | PA      | $395662.74    | 0.01%             | 2036-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $589725.06    | 0.02%             | 2027-06-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Rent-A-Center Inc                                                                   | Rent-A-Center Inc 2021 First Lien Term Loan B                                    | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |    154680 | PA      | $155452.96    | 0.00%             | 2028-02-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A3                               | CUSIP: 12567AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2238551 | PA      | $1803859.63   | 0.05%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2014-2 Ltd                                                              | CUSIP: 92912VBE4<br>LEI: 549300L8S87K3SMP0R77 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1249250.00   | 0.03%             | 2030-04-17      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    586000 | PA      | $591180.24    | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cosan Overseas Ltd                                                                  | Cosan Overseas Ltd                                                               | CUSIP: 000000000<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1409282.00   | 0.04%             | 2025-08-05      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                                                            | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $304164.00    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                    | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1156147.83   | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                         | Cencosud SA                                                                      | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $595020.00    | 0.02%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                                                  | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135957.00    | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECO SERVICES OPERATIONS CORP                                                        | ECO Services Operations Corp 2024 Term Loan B                                    | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    287360 | PA      | $285975.11    | 0.01%             | 2031-06-12      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3357770 | PA      | $145317.01    | 0.00%             | 2054-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                                             | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    900000 | PA      | $901488.42    | 0.02%             | 2032-06-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS LLLP                                                       | Freeport LNG Investments LLLP 2025 Term Loan B                                   | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    169978 | PA      | $170367.74    | 0.00%             | 2028-12-21      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                                           | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1380000 | PA      | $1374859.50   | 0.04%             | 2042-08-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                                                 | Six Flags Entertainment Corporation 2024 Term Loan B                             | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    119362 | PA      | $119616.15    | 0.00%             | 2031-05-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3687805.50   | 0.10%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    560000 | PA      | $574868.00    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONGC VIDESH VANKORNEFT                                                              | ONGC Videsh Vankorneft Pte Ltd                                                   | CUSIP: 000000000<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $396388.00    | 0.01%             | 2026-07-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                              | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1584548 | PA      | $1173147.25   | 0.03%             | 2050-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   9500000 | PA      | $9871868.10   | 0.25%             | 2042-02-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                                                   | Wellfleet CLO 2022-1 Ltd                                                         | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001500.00   | 0.03%             | 2037-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                                                         | Kenan Advantage Group Inc 2024 Term Loan B4                                      | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    237130 | PA      | $234165.79    | 0.01%             | 2029-01-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                                      | BCAP LLC 2010-RR4-I Trust                                                        | CUSIP: 05532XDU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4688068 | PA      | $3561417.07   | 0.09%             | 2037-01-26      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                            | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $277248.40    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639427 | PA      | $636060.88    | 0.02%             | 2036-09-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                  | VOYAGER PARENT LLC TERM LOAN B                                                   | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    390000 | PA      | $386532.90    | 0.01%             | 2032-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                   | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    960000 | PA      | $982156.80    | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    497125 | PA      | $503945.73    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                              | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1250732.91   | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-7 LLC                                                                  | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4719119 | PA      | $4716759.73   | 0.12%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                            | EIDP Inc                                                                         | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1706657.50   | 0.04%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-12                                          | CUSIP: 17025LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2003199 | PA      | $1060400.81   | 0.03%             | 2037-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263862 | PA      | $262663.31    | 0.01%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                       | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    587000 | PA      | $597372.29    | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $637811.20    | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.                                                | Octagon Investment Partners 40 Ltd                                               | CUSIP: 67592BAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498350.00    | 0.01%             | 2035-01-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244960.80    | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BQDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33625531 | PA      | $5137260.52   | 0.13%             | 2052-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                            | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95601.00     | 0.00%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                                      | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    854000 | PA      | $871993.78    | 0.02%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER LLC                                                        | Edelman Financial Center LLC 2024 2nd Lien Term Loan                             | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    115000 | PA      | $115618.13    | 0.00%             | 2028-10-06      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2803880.25   | 0.07%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 3622ACDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19414653 | PA      | $17017608.52  | 0.44%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-OA2                                                  | CUSIP: 126694R75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1459602 | PA      | $1363846.23   | 0.04%             | 2046-05-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38380R4L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  54037432 | PA      | $3043672.93   | 0.08%             | 2063-05-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                  | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    425000 | PA      | $442960.50    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                                               | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    600000 | PA      | $605814.00    | 0.02%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                    | Arches Buyer Inc 2021 Term Loan B                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     94583 | PA      | $93536.57     | 0.00%             | 2027-12-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                               | The Campbell's Company                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    566000 | PA      | $574773.00    | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                                            | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211345.00    | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    673000 | PA      | $699139.32    | 0.02%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DTU32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15579383 | PA      | $15780045.73  | 0.41%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                                                          | McAfee LLC 2024 USD 1st Lien Term Loan B                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    294532 | PA      | $286647.78    | 0.01%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                 | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    730000 | PA      | $756061.00    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3523275 | PA      | $137.62       | 0.00%             | 2058-07-15      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387292.50    | 0.01%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    795400 | PA      | $806313.16    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383PQQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3183115 | PA      | $531078.14    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                                                    | Wipro IT Services LLC                                                            | CUSIP: 000000000<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388168.00    | 0.01%             | 2026-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                       | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256397.40    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                            | Agree LP                                                                         | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    833000 | PA      | $853441.82    | 0.02%             | 2034-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QB3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2925401 | PA      | $2543297.43   | 0.07%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gogo Intermediate Holdings LLC                                                      | GOGO Intermediate Holdings LLC Term Loan B                                       | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93944 | PA      | $92447.45     | 0.00%             | 2028-04-30      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    898000 | PA      | $922470.50    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382WHG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6837721 | PA      | $306068.03    | 0.01%             | 2051-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                            | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    601000 | PA      | $604119.19    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    559000 | PA      | $572583.70    | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                            | Trident TPI Holdings Inc 2024 Term Loan B7                                       | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    234748 | PA      | $230963.45    | 0.01%             | 2028-09-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                         | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    721000 | PA      | $733711.23    | 0.02%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    616000 | PA      | $636174.00    | 0.02%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                  | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    470000 | PA      | $437767.40    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                                | BlueMountain CLO XXIII Ltd                                                       | CUSIP: 09629LAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001739.00   | 0.03%             | 2037-07-20      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                            | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $542451.60    | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAQ0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |   1626877 | PA      | $1625250.12   | 0.04%             | 2031-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1941000 | PA      | $2037578.88   | 0.05%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2025-4 LLC                                                                  | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $15089850.00  | 0.39%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                                   | Cedar Funding XIX CLO Ltd                                                        | CUSIP: 15033CAJ1<br>LEI: 213800XI96J5YS3DBD91 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999450.00    | 0.03%             | 2038-01-23      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133B76S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5078029 | PA      | $4400407.59   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sauer Brands Inc                                                                    | Sauer Brands Inc Delayed Draw Term Loan                                          | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     18103 | PA      | $18234.97     | 0.00%             | 2032-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |  20042959 | PA      | $14070.76     | 0.00%             | 2048-11-10      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $588172.20    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                        | Aspire Bakeries Holdings LLC Term Loan                                           | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    198492 | PA      | $199515.70    | 0.01%             | 2030-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                      | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    920000 | PA      | $988586.00    | 0.03%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                     | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $199680.60    | 0.01%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                                  | Wind River 2021-3 CLO Ltd                                                        | CUSIP: 97316DAW6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $988027.00    | 0.03%             | 2038-04-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                     | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $666822.75    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $52058.50     | 0.00%             | 2031-07-15      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                                               | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1026838.65   | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                          | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                            | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    136956 | PA      | $137173.30    | 0.00%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                      | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $356674.50    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $611380.35    | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                            | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   2200000 | PA      | $2130788.00   | 0.06%             | 2031-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383Y6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  38078768 | PA      | $5506119.01   | 0.14%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                                  | JSW Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    900000 | PA      | $878085.00    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2443000 | PA      | $2500557.08   | 0.06%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD                                                                         | PPM CLO 2018-1 Ltd                                                               | CUSIP: 69355DAG2<br>LEI: 549300NI5BL19ELU5U14 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502395.50    | 0.01%             | 2031-07-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                 | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $180679.20    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159448.00    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                   | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2713000 | PA      | $2672766.21   | 0.07%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                                                 | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $417316.05    | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                               | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $400172.00    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $198010.33    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                              | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    655000 | PA      | $656637.50    | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                      | Sabre GLBL Inc 2021 Term Loan B1                                                 | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     74421 | PA      | $73410.36     | 0.00%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $58493.50     | 0.00%             | 2031-07-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                              | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217001.40    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                            | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     88550 | PA      | $89435.50     | 0.00%             | 2031-05-01      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $558005.30    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                                | FS RIALTO                                                                        | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    946014 | PA      | $939035.18    | 0.02%             | 2038-05-16      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-590M                                           | CUSIP: 36250WAJ9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990138.65    | 0.03%             | 2035-10-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3184000 | PA      | $2518989.76   | 0.07%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                                  | Everi Holdings Inc 2021 Term Loan B                                              | CUSIP: 30034UAC4<br>LEI: 5299006DK5S7BG10K532 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-08-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381DDS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  85151418 | PA      | $5310526.07   | 0.14%             | 2062-12-16      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                                               | CMG Media Corporation 2024 Term Loan                                             | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30285 | PA      | $29429.03     | 0.00%             | 2029-06-18      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2016-UBS12                                        | CUSIP: 61691EBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42948453 | PA      | $268384.88    | 0.01%             | 2049-12-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                                 | Ascend Learning LLC 2025 Repriced Term Loan B                                    | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    301197 | PA      | $301493.31    | 0.01%             | 2028-12-11      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                               | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $420847.65    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3308206 | PA      | $2780202.43   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAP SA                                                                              | CAP SA                                                                           | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $484398.00    | 0.01%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                                    | Kronos Acquisition Holdings Inc 2024 Term Loan                                   | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40822 | PA      | $36698.85     | 0.00%             | 2031-07-08      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                                   | First Franklin Mortgage Loan Trust Series 2007-FF2                               | CUSIP: 32029GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8167144 | PA      | $4260137.49   | 0.11%             | 2037-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                                                             | Fideicomiso PA Pacifico Tres                                                     | CUSIP: 000000000<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    321800 | PA      | $325690.56    | 0.01%             | 2035-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12520537 | PA      | $10947982.04  | 0.28%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                       | Amphenol Corp                                                                    | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    546000 | PA      | $534113.58    | 0.01%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                            | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1896595.20   | 0.05%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418BQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1088061 | PA      | $962204.59    | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities 2007-AR4 Trust                            | CUSIP: 94986CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497463 | PA      | $493123.93    | 0.01%             | 2037-08-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                         | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1064646.42   | 0.03%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HAB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5722688 | PA      | $3971637.87   | 0.10%             | 2050-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                              | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   2476000 | PA      | $2509153.64   | 0.06%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    520000 | PA      | $562582.80    | 0.01%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                                               | Chamberlain Group Inc Term Loan B                                                | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    220683 | PA      | $221309.43    | 0.01%             | 2028-11-03      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                           | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   2331000 | PA      | $2422002.24   | 0.06%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2016-UBS9                                         | CUSIP: 61766CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913000 | PA      | $903655.54    | 0.02%             | 2049-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                                      | ICG US CLO 2023-1 I Ltd                                                          | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000500.00   | 0.03%             | 2038-07-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    732000 | PA      | $748455.36    | 0.02%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                                 | Avery Dennison Corp                                                              | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    584000 | PA      | $609368.96    | 0.02%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                            | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $1000000.00   | 0.03%             | 2030-07-01      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| PMHC II Inc                                                                         | PMHC II Inc 2022 Term Loan B                                                     | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCC SAB DE CV                                                                       | GCC SAB de CV                                                                    | CUSIP: 000000000<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $263001.00    | 0.01%             | 2032-04-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                             | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1513847.28   | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13877EAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005202.00   | 0.05%             | 2034-04-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2966930 | PA      | $2475455.05   | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                  | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    510000 | PA      | $549637.20    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    695000 | PA      | $707127.75    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                                                             | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $702170.00    | 0.02%             | 2038-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136ADMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611451 | PA      | $418083.95    | 0.01%             | 2043-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                     | McDonald's Corp                                                                  | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1160356.48   | 0.03%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                          | Fertitta Entertainment LLC 2022 Term Loan B                                      | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    352019 | PA      | $352032.70    | 0.01%             | 2029-01-27      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                              | Brookfield Finance Inc                                                           | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1251000 | PA      | $1224203.58   | 0.03%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                                                     | ALERA GROUP INC 2025 2nd LIEN TERM LOAN                                          | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |     55000 | PA      | $56134.38     | 0.00%             | 2033-05-30      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                        | Sabey Data Center Issuer LLC                                                     | CUSIP: 78520EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1978936.08   | 0.05%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | CUSIP: 95000GBC7<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |  19849000 | PA      | $252993.37    | 0.01%             | 2049-08-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WJXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7027297 | PA      | $6244533.13   | 0.16%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 254000000 | PA      | $247729375.00 | 6.40%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                                    | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $276270.00    | 0.01%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $137722.00    | 0.00%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2017-C38                                   | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32027254 | PA      | $417296.55    | 0.01%             | 2050-07-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO II Ltd                                                           | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |    122791 | PA      | $122754.15    | 0.00%             | 2031-01-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2022-1                                             | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686507 | PA      | $683657.51    | 0.02%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                                                          | CAMELOT US ACQUISITION LLC 2025 INCREMENTAL TERM LOAN B                          | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    130000 | PA      | $130243.75    | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                        | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    154106 | PA      | $136479.78    | 0.00%             | 2028-02-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOOD LLC                                                               | Golden State Food LLC Term Loan B                                                | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158804 | PA      | $159764.74    | 0.00%             | 2031-12-04      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                             | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1918951.98   | 0.05%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1222351.04   | 0.03%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                                                     | ChaseFlex Trust Series 2007-3                                                    | CUSIP: 16165AAB0<br>LEI: 549300U1F9IQTDPULK34 | Long             | ABS-MBS          | CORP              | US        |   7693933 | PA      | $1987928.83   | 0.05%             | 2037-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136BNW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18964341 | PA      | $17969328.66  | 0.46%             | 2032-04-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                       | CommScope Inc 2024 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    219576 | PA      | $222572.61    | 0.01%             | 2029-12-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382NYE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7460143 | PA      | $1098178.74   | 0.03%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                                 | CNT Holdings I Corp 2025 Term Loan                                               | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    130886 | PA      | $131356.48    | 0.00%             | 2032-11-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                                            | AL Candelaria -spain- SA                                                         | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   1115000 | PA      | $937748.45    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                                            | Banco do Brasil SA/Cayman                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $605352.00    | 0.02%             | 2025-10-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMTD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17173912 | PA      | $17393820.19  | 0.45%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                      | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    445000 | PA      | $448987.20    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382MZR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9341416 | PA      | $1547284.76   | 0.04%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                        | Focus Financial Partners LLC 2025 Incremental Term Loan B                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     64837 | PA      | $64772.58     | 0.00%             | 2031-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $294315.00    | 0.01%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H5LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19085607 | PA      | $10894790.74  | 0.28%             | 2052-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                                              | Morocco Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $253766.51    | 0.01%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                       | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    515000 | PA      | $529466.35    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       290 | NC      | $1709874.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304227 | PA      | $290900.97    | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| EG GROUP LIMITED                                                                    | EG Group Limited 2024 Term Loan B                                                | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    161348 | PA      | $162283.41    | 0.00%             | 2028-02-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    247000 | PA      | $253923.41    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                    | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    515000 | PA      | $532231.90    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1108560.16   | 0.03%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                               | Prime Security Services Borrower LLC 2025 Incremental Term Loan B                | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    199500 | PA      | $198149.39    | 0.01%             | 2032-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    145000 | PA      | $145005.80    | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                            | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $91232.00     | 0.00%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Access CIG LLC                                                                      | Access CIG LLC 2023 Term Loan                                                    | CUSIP: 00435CAS7<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |     74185 | PA      | $74620.11     | 0.00%             | 2028-08-18      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                         | Equinix Inc                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   2169000 | PA      | $1330811.64   | 0.03%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2023-4                                                | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |   6074598 | PA      | $6073140.22   | 0.16%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265996.40    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FYY67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15691031 | PA      | $2790865.37   | 0.07%             | 2051-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132HQBF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2514961 | PA      | $2295265.78   | 0.06%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136B9NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  62887006 | PA      | $2259690.48   | 0.06%             | 2031-06-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                                                       | CoreLogic Inc Term Loan                                                          | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     55738 | PA      | $55241.59     | 0.00%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                                    | Guara Norte Sarl                                                                 | CUSIP: 000000000<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    691461 | PA      | $653976.90    | 0.02%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| API GROUP DE INC                                                                    | APi Group DE Inc 2025 Term Loan                                                  | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |     85000 | PA      | $85115.18     | 0.00%             | 2029-01-03      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                            | Jacobs Engineering Group Inc                                                     | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   2154000 | PA      | $2241021.60   | 0.06%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $304078.50    | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC Term Loan B                                                 | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    353523 | PA      | $353463.39    | 0.01%             | 2031-09-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                                              | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2925000 | PA      | $2892652.43   | 0.07%             | 2039-07-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings Inc                                                            | Pretium PKG Holdings Inc 2021 2nd Lien Term Loan                                 | CUSIP: 74142KAH2<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |     45000 | PA      | $7807.50      | 0.00%             | 2029-10-01      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust   | CUSIP: 93934FCN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541840 | PA      | $528231.82    | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                            | Adani Electricity Mumbai Ltd                                                     | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    800000 | PA      | $683424.64    | 0.02%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2454000 | PA      | $2519129.16   | 0.07%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                             | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    680000 | PA      | $689921.20    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                    | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $604062.50    | 0.02%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                       | Owens Corning                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1166145.66   | 0.03%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     62000 | PA      | $62088.04     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                                            | Air Comm Corporation LLC 2024 Term Loan                                          | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    317665 | PA      | $319650.80    | 0.01%             | 2031-12-11      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                         | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     80000 | PA      | $77331.20     | 0.00%             | 2030-10-08      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                                                                | Elmwood CLO XII Ltd                                                              | CUSIP: 29002YAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998622.00    | 0.03%             | 2037-10-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                         | Workday Inc                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    620000 | PA      | $582793.80    | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                        | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1165857.42   | 0.03%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9389271 | PA      | $9428648.70   | 0.24%             | 2055-06-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382HYM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6035429 | PA      | $816235.04    | 0.02%             | 2050-08-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    285000 | PA      | $228971.85    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1750222.25   | 0.05%             | 2041-08-18      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $24453.80     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                    | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    388000 | PA      | $340221.68    | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-10                                          | CUSIP: 12545CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3437353 | PA      | $1413469.45   | 0.04%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                            | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1068794.65   | 0.03%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MINIMAX VIKING GMBH                                                                 | Minimax Viking GmbH 2025 USD Term Loan B                                         | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |     75000 | PA      | $75421.88     | 0.00%             | 2032-03-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-21CB                                                 | CUSIP: 12667GKC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1322409 | PA      | $971693.19    | 0.03%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540029.00    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $524232.50    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc.                                                 | Ameriquest Mortgage Securities Asset-Backed Pass-Through Ctfs Ser 2004 FR1       | CUSIP: 03072SQV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4804032 | PA      | $3550187.50   | 0.09%             | 2034-05-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                              | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360213.00    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                                               | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $462014.80    | 0.01%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                     | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3302080.28   | 0.09%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                            | Prudential Financial Inc                                                         | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    776000 | PA      | $783674.64    | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96500000 | PA      | $92952871.34  | 2.40%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Grantor Trust 2025-1                                              | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2999744 | PA      | $2984555.02   | 0.08%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                        | Upstart Securitization Trust 2022-1                                              | CUSIP: 91679WAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1872219 | PA      | $1864660.11   | 0.05%             | 2032-03-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                                | Entergy Arkansas LLC                                                             | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    632000 | PA      | $627822.48    | 0.02%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4492220 | PA      | $4025429.14   | 0.10%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2015-C4 Commercial Mortgage Trust                                          | CUSIP: 12635RAZ1<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |  15464818 | PA      | $13116.79     | 0.00%             | 2048-11-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                                           | Corpay Technologies Operating Company LLC Term Loan B5                           | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |     59700 | PA      | $59774.63     | 0.00%             | 2028-04-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                    | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1832000 | PA      | $1931561.14   | 0.05%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                               | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $755415.00    | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                       | DTE Energy Co                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1741223.70   | 0.04%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $250866.00    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                                 | NuStar Logistics LP                                                              | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552167.00    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                               | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    945000 | PA      | $970987.50    | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2016-GC36                                    | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18169569 | PA      | $46569.51     | 0.00%             | 2049-02-10      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Curium BidCo S.a r.l.                                                               | Curium BidCo Sa rl 2024 Term Loan B                                              | CUSIP: 000000000<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | LU        |    100047 | PA      | $100443.14    | 0.00%             | 2029-07-31      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QMMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21187428 | PA      | $18585988.45  | 0.48%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                              | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    612753 | PA      | $3813.22      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 27, LTD.                                                | Octagon Investment Partners 27 Ltd                                               | CUSIP: 67590XAS1<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498250.00    | 0.01%             | 2030-07-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                                            | Air Comm Corporation LLC 2024 Delayed Draw Term Loan                             | CUSIP: 82670NAC0<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     26538 | PA      | $26704.33     | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Lodi Park CLO Ltd                                                                   | Lodi Park CLO Ltd                                                                | CUSIP: 540364AL0<br>LEI: 391200GQ88V33AWI7H75 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498350.00    | 0.01%             | 2037-07-21      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    253000 | PA      | $267792.91    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2022-SFR5 Trust                                             | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2594586 | PA      | $2591518.11   | 0.07%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2013-CCRE12 Mortgage Trust                                                  | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |   1906277 | PA      | $6173.97      | 0.00%             | 2046-10-10      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                                              | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1252845.75   | 0.03%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                         | BEACH ACQUISITION BIDCO LLC USD TERM LOAN B                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     90000 | PA      | $90562.50     | 0.00%             | 2032-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                           | Kroger Co/The                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1187317.74   | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138EPF41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360179 | PA      | $355060.36    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                           | Boxer Parent Company Inc 2024 2nd Lien Term Loan                                 | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    123355 | PA      | $120349.19    | 0.00%             | 2032-07-30      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM12 Trust                                                             | CUSIP: 67448PAA1<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |   8339935 | PA      | $8339508.57   | 0.22%             | 2064-07-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                                                                | Pretzel Parent Inc 2024 Term Loan B                                              | CUSIP: 000000000<br>LEI: 254900X2H81QPLWW7G13 | Long             | LON              | CORP              | US        |     39900 | PA      | $39670.58     | 0.00%             | 2031-10-01      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp                                                              | Astra Acquisition Corp 2021 2nd Lien Term Loan                                   | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124962 | PA      | $833.49       | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                                               | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    565000 | PA      | $578102.35    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   1139000 | PA      | $1155766.08   | 0.03%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                                                   | Wellfleet CLO 2020-2 Ltd                                                         | CUSIP: 94950AAS9<br>LEI: 254900T94H3OWOGPUI54 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1554043.95   | 0.04%             | 2034-07-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2015-P1                                      | CUSIP: 17324DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    899983 | PA      | $897467.19    | 0.02%             | 2048-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                       | First Horizon Alternative Mortgage Securities Trust 2007-FA4                     | CUSIP: 32052WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2606502 | PA      | $888664.00    | 0.02%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVATION                                                                             | AVATION                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      4550 | NS      | $2494.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383V3N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35536234 | PA      | $5298423.70   | 0.14%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 151157708 | NS      | $151157707.87 | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM3 Trust                                                             | CUSIP: 36171MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3014905.29   | 0.08%             | 2070-05-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                  | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    300000 | PA      | $312096.00    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUT72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26512040 | PA      | $26865998.33  | 0.69%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                        | Upstart Securitization Trust 2023-2                                              | CUSIP: 91683VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79994 | PA      | $80058.77     | 0.00%             | 2033-06-20      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                         | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141601.50    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | Csail 2015-C2 Commercial Mortgage Trust                                          | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    681474 | PA      | $677723.67    | 0.02%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2191285.06   | 0.06%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK Inc                                                                        | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    596000 | PA      | $608670.96    | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                               | Entergy Louisiana LLC                                                            | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    869000 | PA      | $750746.48    | 0.02%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140JB6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17581841 | PA      | $17358521.51  | 0.45%             | 2053-03-01      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                                                 | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     95000 | PA      | $37334.05     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                              | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                 | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    750000 | PA      | $749782.50    | 0.02%             | 2028-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                        | Upstart Securitization Trust 2025-2                                              | CUSIP: 91679EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3518754.61   | 0.09%             | 2035-06-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSV90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13707410 | PA      | $14006558.93  | 0.36%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X8H67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6412490 | PA      | $5424554.32   | 0.14%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pretium Packaging LLC                                                               | Pretium Packaging LLC First Out Term Loan A                                      | CUSIP: 74142KAJ8<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |     56119 | PA      | $56148.59     | 0.00%             | 2028-10-02      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140HWKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10034000 | PA      | $7935890.10   | 0.20%             | 2039-11-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                          | Affirm Asset Securitization Trust 2023-B                                         | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5270247.78   | 0.14%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                     | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8055793 | PA      | $29839.06     | 0.00%             | 2058-05-10      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                               | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    960000 | PA      | $991132.80    | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIFE TIME FITNESS INC                                                               | Life Time Fitness Inc 2024 Term Loan B                                           | CUSIP: 50218KAM0<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    159200 | PA      | $159816.90    | 0.00%             | 2031-11-05      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2023-3 Ltd                                               | CUSIP: 05682CAE7<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2000118.00   | 0.05%             | 2036-07-24      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5067871.10   | 0.13%             | 2041-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                               | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996580.00    | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2005-QS13 Trust                                                      | CUSIP: 761118HD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2534608 | PA      | $2110722.72   | 0.05%             | 2035-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2532000 | PA      | $2593527.60   | 0.07%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO CORPORATION                                                            | Pregis TopCo Corporation 2025 Refinancing Term Loan                              | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    189212 | PA      | $189992.51    | 0.00%             | 2029-02-01      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132M7ME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655253 | PA      | $646776.21    | 0.02%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                                              | Morocco Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $136251.10    | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    105000 | PA      | $97690.95     | 0.00%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd                                                             | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    246750 | PA      | $247162.07    | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                 | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    770000 | PA      | $787532.90    | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc                                        | MedAssets Software Intermediate Holdings Inc 2024 Second Out Term Loan           | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     27597 | PA      | $24975.37     | 0.00%             | 2028-12-15      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1683963 | PA      | $1595321.44   | 0.04%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2025-3                                                                      | CUSIP: 74449DAA3<br>LEI: 549300164ZV2301BC703 | Long             | ABS-MBS          | CORP              | US        |  20843871 | PA      | $21179770.03  | 0.55%             | 2030-05-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                                      | Hamilton Projects Acquiror LLC 2024 Term Loan B                                  | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     57300 | PA      | $57562.72     | 0.00%             | 2031-05-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2655753 | PA      | $2629668.13   | 0.07%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    420000 | PA      | $421461.60    | 0.01%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL INC                                                          | Mitchell International Inc 2024 1st Lien Term Loan                               | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    175868 | PA      | $175926.08    | 0.00%             | 2031-06-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                           | Structured Asset Mortgage Investments II Trust 2004-AR3                          | CUSIP: 86359LCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621184 | PA      | $603802.56    | 0.02%             | 2034-07-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2013-1 Ltd                                                              | CUSIP: 92917CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997500.00    | 0.03%             | 2030-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2022-III Ltd                                                        | CUSIP: 12571KAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998400.00   | 0.05%             | 2035-04-21      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                             | Zayo Group Holdings Inc USD Term Loan                                            | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     10000 | PA      | $9537.95      | 0.00%             | 2027-03-09      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                              | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2521000 | PA      | $2611251.80   | 0.07%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                                | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    516000 | PA      | $527677.08    | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Assetmark Financial Holdings, Inc.                                                  | Assetmark Financial Holdings Inc 2024 Term Loan                                  | CUSIP: 36269YAC9<br>LEI: 5493001K4EDHT2T6W812 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-09-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251763.39    | 0.01%             | 2049-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                  | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $726094.30    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51152.50     | 0.00%             | 2029-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                       | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281154.50    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                              | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152384.00    | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                             | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    575000 | PA      | $510663.25    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                             | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   1344000 | PA      | $1190595.84   | 0.03%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                              | Energizer Holdings Inc                                                           | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    515000 | PA      | $520829.80    | 0.01%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM6 Trust                                                              | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   4677080 | PA      | $4722443.54   | 0.12%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| KUO SAB DE CV                                                                       | KUO SAB De CV                                                                    | CUSIP: 000000000<br>LEI: 549300WIYIAVCFZI6Z04 | Long             | DBT              | CORP              | MX        |   1200000 | PA      | $1182108.00   | 0.03%             | 2027-07-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2050000 | PA      | $1349351.00   | 0.03%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31397UPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1579567 | PA      | $135717.27    | 0.00%             | 2041-06-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAG1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   1958000 | PA      | $1912915.05   | 0.05%             | 2048-11-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                                                         | Grant Thornton Advisors LLC 2025 Incremental Term Loan                           | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     65000 | PA      | $65186.88     | 0.00%             | 2031-06-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                           | Gainwell Acquisition Corp Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    327330 | PA      | $316118.68    | 0.01%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                                                     | Whatabrands LLC 2024 1st Lien Term Loan B                                        | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    400000 | PA      | $400624.00    | 0.01%             | 2028-08-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 254450000 | PA      | $236062012.99 | 6.10%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |    220000 | PA      | $233098.80    | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                              | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    665000 | PA      | $642669.30    | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AUSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1788877 | PA      | $1763788.27   | 0.05%             | 2042-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                                            | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2448000 | PA      | $2490570.72   | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170DAA9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3320010.95   | 0.09%             | 2053-04-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                                                                 | Veritiv Corporation Term Loan B                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |     84574 | PA      | $84975.67     | 0.00%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                                | FirstKey Homes 2020-SFR2 Trust                                                   | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1977609.04   | 0.05%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Pass Through Certificates                                            | RBSGC Mortgage Loan Trust 2007-A                                                 | CUSIP: 74927WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2245781 | PA      | $1976031.27   | 0.05%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                            | Consolidated Communications Inc                                                  | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    435000 | PA      | $439867.65    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                      | Transocean Inc                                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $201896.30    | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487483.00    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                                                      | ACRE Commercial Mortgage 2021-FL4 Ltd                                            | CUSIP: 00489TAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2520128 | PA      | $2496381.09   | 0.06%             | 2037-12-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137F5SA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10641641 | PA      | $9752027.56   | 0.25%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                            | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    715000 | PA      | $616680.35    | 0.02%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                              | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    195000 | PA      | $215340.45    | 0.01%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                   | Kaman Corporation 2025 Term Loan B                                               | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    383793 | PA      | $383823.80    | 0.01%             | 2032-02-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding LP                                                              | GIP II Blue Holding LP Term Loan B                                               | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-09-29      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1672242.75   | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIZIENT INC                                                                         | Vizient Inc 2024 Term Loan B                                                     | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |    185161 | PA      | $185925.15    | 0.00%             | 2031-08-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2021 2nd Lien Term Loan B3                                           | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    110000 | PA      | $105497.15    | 0.00%             | 2028-01-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H1F76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20692135 | PA      | $3535676.73   | 0.09%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                 | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1170441.93   | 0.03%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite Xlii Ltd                                                               | CUSIP: 55955XAL0<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502438.50    | 0.01%             | 2038-01-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| EAB Global Inc                                                                      | EAB Global Inc 2021 Term Loan                                                    | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |    261688 | PA      | $257435.08    | 0.01%             | 2030-08-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                        | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    585000 | PA      | $599110.20    | 0.02%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1218597.94   | 0.03%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                                  | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   1200000 | PA      | $1131646.86   | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382LPU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26818827 | PA      | $3086719.91   | 0.08%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                  | Royalty Pharma PLC                                                               | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1242000 | PA      | $1258319.88   | 0.03%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                                   | GIP Pilot Acquisition Partners LP 2025 Term Loan B                               | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    111622 | PA      | $112133.36    | 0.00%             | 2030-10-04      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                                                       | Mexarrend SAPI de CV                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |    282000 | PA      | $1669.44      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138YKFY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5164745 | PA      | $4718246.05   | 0.12%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                     | CFCRE Commercial Mortgage Trust 2016-C7                                          | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1279000 | PA      | $1261020.97   | 0.03%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                   | Polaris Newco LLC USD Term Loan B                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    237851 | PA      | $232119.21    | 0.01%             | 2028-06-02      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                             | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    545000 | PA      | $559071.90    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    507045 | PA      | $485126.89    | 0.01%             | 2041-01-22      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208072.00    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                               | CUSIP: 3132HT3B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7642567 | PA      | $6909615.12   | 0.18%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                                | ACE Securities Corp Home Equity Loan Trust Series 2006-FM1                       | CUSIP: 00441VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8194013 | PA      | $1985914.39   | 0.05%             | 2036-07-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    596000 | PA      | $608951.08    | 0.02%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                                               | Intercorp Financial Services Inc                                                 | CUSIP: 000000000<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |    800000 | PA      | $777840.00    | 0.02%             | 2027-10-19      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT Capital Corp                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1266845.58   | 0.03%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385977 | PA      | $385844.71    | 0.01%             | 2038-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1182497.20   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58350000 | PA      | $57410929.69  | 1.48%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AGV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2854394 | PA      | $2258042.54   | 0.06%             | 2039-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140J7YM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4027280 | PA      | $3448940.91   | 0.09%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                                                            | Apro LLC 2024 Term Loan B                                                        | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    218350 | PA      | $218077.06    | 0.01%             | 2031-07-09      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| TTAN                                                                                | TTAN 2021-MHC                                                                    | CUSIP: 87303TAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492188 | PA      | $491953.70    | 0.01%             | 2038-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2020-555                                     | CUSIP: 17328EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1296643.50   | 0.03%             | 2041-12-10      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    445000 | PA      | $446766.65    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAJ1<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498700.00    | 0.01%             | 2037-10-23      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                          | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2043000 | PA      | $2076484.77   | 0.05%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                                     | Cornerstone Building Brands Inc 2021 Term Loan B                                 | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     94285 | PA      | $84464.20     | 0.00%             | 2028-04-12      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                                | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     44227 | PA      | $35240.07     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                                                              | Empresa de Transmision Electrica SA                                              | CUSIP: 000000000<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $144894.00    | 0.00%             | 2049-05-02      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                                       | INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62546 | PA      | $58402.16     | 0.00%             | 2029-04-02      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1376802.37   | 0.04%             | 2030-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                                                        | Del Amo Fashion Center Trust 2017-AMO                                            | CUSIP: 24500EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $915931.21    | 0.02%             | 2035-06-05      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1600000 | PA      | $1586980.08   | 0.04%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WR Grace & Co-Conn                                                                  | WR Grace & Co-Conn 2021 Term Loan B                                              | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    104729 | PA      | $105012.49    | 0.00%             | 2028-09-22      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                                | FirstKey Homes 2020-SFR2 Trust                                                   | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1972446.14   | 0.05%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                       | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    785000 | PA      | $797850.45    | 0.02%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140LDZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18991059 | PA      | $15892568.64  | 0.41%             | 2033-10-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2007-AR5                                           | CUSIP: 17311LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389695 | PA      | $335484.45    | 0.01%             | 2037-04-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                              | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |   2395000 | PA      | $2444145.40   | 0.06%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3108000 | PA      | $2947378.56   | 0.08%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                                          | GC FERRY ACQUISITION I INC TERM LOAN                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170833 | PA      | $168057.29    | 0.00%             | 2032-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      6970 | NC      | $5780708.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                                            | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $164267.20    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                        | ACRISURE LLC 2025 TERM LOAN B                                                    | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     95000 | PA      | $95000.00     | 0.00%             | 2032-06-21      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    430000 | PA      | $389201.60    | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12751865 | PA      | $10806988.19  | 0.28%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                                                        | Morgan Stanley Resecuritization Trust 2014-R7                                    | CUSIP: 61764GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15598713 | PA      | $14793947.20  | 0.38%             | 2051-01-26      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2017-C4                                            | CUSIP: 90276RBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19415646 | PA      | $367251.80    | 0.01%             | 2050-10-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                                                 | Brant Point CLO 2023-1 Ltd                                                       | CUSIP: 835938AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $502100.00    | 0.01%             | 2036-07-26      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                            | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634000 | PA      | $643408.56    | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                               | Amrize Finance US LLC                                                            | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    531000 | PA      | $538083.54    | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132LVVC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11294454 | PA      | $10935587.38  | 0.28%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                                                  | WHITEWATER MATTERHORN HOLD LLC 2025 TERM LOAN B                                  | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |     40000 | PA      | $40033.40     | 0.00%             | 2032-06-16      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                                    | UFC Holdings LLC 2024 Term Loan B                                                | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    189050 | PA      | $189970.67    | 0.00%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                                                          | Start II LTD                                                                     | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    366741 | PA      | $363077.24    | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $495831.60    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | HERC HOLDINGS INC TERM LOAN B                                                    | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |     50000 | PA      | $50250.00     | 0.00%             | 2032-06-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPCJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7981448 | PA      | $7301683.89   | 0.19%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2005-QA7 Trust                                                       | CUSIP: 76110H7D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1281631 | PA      | $1234228.51   | 0.03%             | 2035-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                            | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    585000 | PA      | $572410.80    | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN                                                            | Prumo Participacoes e Investimentos S/A                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1620745 | PA      | $1643386.59   | 0.04%             | 2031-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                     | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202334.00    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382LPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21929894 | PA      | $2947673.14   | 0.08%             | 2050-11-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2005-J2                                          | CUSIP: 12669GW56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591522 | PA      | $426035.48    | 0.01%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                                        | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    610000 | PA      | $647874.90    | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | CUSIP: 95001FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14912740 | PA      | $258059.30    | 0.01%             | 2060-01-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140JAPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4263371 | PA      | $3788478.10   | 0.10%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                             | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    505000 | PA      | $520170.20    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                                  | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                    | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8822461 | PA      | $6830857.83   | 0.18%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137F5AA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2358367 | PA      | $2094862.85   | 0.05%             | 2048-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point Clo XX Ltd                                                           | CUSIP: 83611JAE5<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498800.00    | 0.01%             | 2031-07-26      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                                                            | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                    | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $293118.00    | 0.01%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DTGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7295105 | PA      | $7379050.91   | 0.19%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1216716.57   | 0.03%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                                             | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $216767.60    | 0.01%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    470000 | PA      | $486153.90    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    560000 | PA      | $579706.40    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70150000 | PA      | $59824796.88  | 1.54%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                       | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    780000 | PA      | $793306.80    | 0.02%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140HRKN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11093413 | PA      | $10904941.71  | 0.28%             | 2030-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                               | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3145903.41   | 0.08%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                                                             | Rutas 2 & 7 Finance Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1648333 | PA      | $1192041.50   | 0.03%             | 2036-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $501975.25    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                                                  | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $203088.00    | 0.01%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR15                                                                 | CUSIP: 065924AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1382297.02   | 0.04%             | 2030-06-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138W6R24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1828447 | PA      | $1642839.22   | 0.04%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                               | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    781000 | PA      | $801680.88    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CROSS FINANCIAL CORP                                                                | Cross Financial Corp 2024 Term Loan B                                            | CUSIP: 22750JAF1<br>LEI: 2549008J3I495E70LU05 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-10-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382JYN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9113170 | PA      | $1226487.89   | 0.03%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383R4A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  50645837 | PA      | $5613308.00   | 0.14%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $193267.60    | 0.00%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                    | IndyMac INDX Mortgage Loan Trust 2006-AR3                                        | CUSIP: 45660L5X3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030277 | PA      | $949518.14    | 0.02%             | 2036-04-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                                     | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2080000 | PA      | $2053731.68   | 0.05%             | 2029-12-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                                  | Element Materials Technology Group US Holdings Inc 2022 USD Term Loan            | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    230791 | PA      | $231801.00    | 0.01%             | 2029-07-06      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                 | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54016.30     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2015-CCRE26 Mortgage Trust                                                  | CUSIP: 12593QBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11081018 | PA      | $9027.71      | 0.00%             | 2048-10-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                                                  | Shackleton 2013-III CLO Ltd                                                      | CUSIP: 81881QAY2<br>LEI: 549300S9WB2KLCOJR134 | Long             | ABS-CBDO         | CORP              | KY        |   1080000 | PA      | $1076004.00   | 0.03%             | 2030-07-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                   | Flowers Foods Inc                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1235004.30   | 0.03%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                                                   | Mavis Tire Express Services Corp 2025 Repriced Term Loan                         | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |     44888 | PA      | $44921.84     | 0.00%             | 2028-05-04      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                               | Norfolk Southern Corp                                                            | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    535000 | PA      | $537551.95    | 0.01%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                            | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    115000 | PA      | $113775.25    | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382LR52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26754607 | PA      | $3348667.37   | 0.09%             | 2050-12-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                        | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    770000 | PA      | $770924.00    | 0.02%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc 2025 Term Loan B1                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     39502 | PA      | $39476.81     | 0.00%             | 2031-04-14      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                              | Arsenal AIC Parent LLC 2025 Term Loan B                                          | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59551 | PA      | $59580.52     | 0.00%             | 2030-08-19      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                              | DBS Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   2200000 | PA      | $2158802.95   | 0.06%             | 2031-03-10      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H2XW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16311376 | PA      | $2755955.54   | 0.07%             | 2050-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2907403.17   | 0.08%             | 2038-08-17      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    345000 | PA      | $347780.70    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                                  | TIF Funding II LLC                                                               | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3222917 | PA      | $2903804.96   | 0.07%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                 | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    560000 | PA      | $543732.00    | 0.01%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust   | CUSIP: 93935BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2417001 | PA      | $500153.39    | 0.01%             | 2036-07-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                                      | Securitized Asset Backed Receivables LLC Trust 2007-BR4                          | CUSIP: 81378EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21980330 | PA      | $13398286.92  | 0.35%             | 2037-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                               | Minerva Luxembourg SA                                                            | CUSIP: 000000000<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   1300000 | PA      | $1295788.00   | 0.03%             | 2028-01-19      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $249654.60    | 0.01%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                             | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   2821000 | PA      | $2762661.72   | 0.07%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                                | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    245000 | PA      | $265357.05    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                                            | AL Candelaria -spain- SA                                                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $756927.00    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1182192.55   | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2064836 | PA      | $4764.20      | 0.00%             | 2047-09-10      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                           | Structured Asset Mortgage Investments II Trust 2007-AR3                          | CUSIP: 86363NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5738705 | PA      | $4464221.21   | 0.12%             | 2047-09-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                             | Brown Group Holding LLC 2022 Incremental Term Loan B2                            | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     65000 | PA      | $65151.45     | 0.00%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                             | Ellucian Holdings Inc 2024 2nd Lien Term Loan                                    | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     15000 | PA      | $15337.50     | 0.00%             | 2032-11-22      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                          | Biogen Inc                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2466000 | PA      | $2510363.34   | 0.06%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2015-GC33                                    | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1298881.25   | 0.03%             | 2058-09-10      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CUSIP: 12595JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  46620636 | PA      | $674719.48    | 0.02%             | 2050-11-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                             | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125048.75    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKLT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10100652 | PA      | $9419204.79   | 0.24%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                              | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $181483.50    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fillmore Park CLO, Ltd.                                                             | Fillmore Park CLO Ltd 2018-1A                                                    | CUSIP: 31722PAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996500.00    | 0.03%             | 2030-07-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XXIII                                                            | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $849235.00    | 0.02%             | 2034-07-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $129154.10    | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                                        | Peru LNG Srl                                                                     | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    166680 | PA      | $156622.53    | 0.00%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ROLLINS INC                                                                         | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    499000 | PA      | $500676.64    | 0.01%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                             | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1383964 | PA      | $1383742.93   | 0.04%             | 2032-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $295733.75    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9861516 | PA      | $9921086.56   | 0.26%             | 2055-06-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2021-BNK35                                                                  | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9075032 | PA      | $398316.87    | 0.01%             | 2064-06-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                                    | NJ 2025-WBRK                                                                     | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1393000 | PA      | $1438482.94   | 0.04%             | 2035-03-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                                                | Herschend Entertainment Company LLC 2025 Term Loan B                             | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-05-27      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                             | Guardian Life Global Funding                                                     | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1123573.92   | 0.03%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1165072.48   | 0.03%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                                                             | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    500000 | PA      | $510080.00    | 0.01%             | 2035-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2018-B2 Mortgage Trust                                                 | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2186000 | PA      | $1854664.72   | 0.05%             | 2051-02-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                                               | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $520487.00    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    624000 | PA      | $605928.96    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                     | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    990000 | PA      | $972823.50    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAP SA                                                                              | CAP SA                                                                           | CUSIP: 000000000<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   1200000 | PA      | $968796.00    | 0.03%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                               | Waste Connections Inc                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1032000 | PA      | $1054611.12   | 0.03%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                                      | Securitized Asset Backed Receivables LLC Trust 2007-BR4                          | CUSIP: 81378EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3163164 | PA      | $1925830.53   | 0.05%             | 2037-05-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                                  | THL Credit Wind River 2017-3 Clo Ltd                                             | CUSIP: 97316LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $2151075.00   | 0.06%             | 2035-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Klockner-Pentaplast of America Inc                                                  | Klockner-Pentaplast of America Inc 2021 Term Loan B                              | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |    127695 | PA      | $118482.21    | 0.00%             | 2026-02-12      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                               | Republic Services Inc                                                            | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2522074.50   | 0.07%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ESC GCBREGS CREDITO RE                                                              | ESC GCBREGS CREDITO RE                                                           | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $3550.00      | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1400939.55   | 0.04%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| UNITED TALENT AGENCY LLC                                                            | UNITED TALENT AGENCY LLC 2025 TERM LOAN B                                        | CUSIP: 91301QAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84150 | PA      | $84465.56     | 0.00%             | 2032-06-10      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                                                         | Creative Artists Agency LLC 2024 1st Lien Term Loan B                            | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     29875 | PA      | $29997.79     | 0.00%             | 2031-10-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                                                | Crown Finance US Inc 2024 Term Loan B                                            | CUSIP: 22834KAU5<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    199000 | PA      | $199199.00    | 0.01%             | 2031-12-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM13 Trust                                                             | CUSIP: 67119PAB7<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |   2225784 | PA      | $2215915.76   | 0.06%             | 2064-06-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSQN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22483818 | PA      | $17889810.49  | 0.46%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                                  | Braskem Idesa SAPI                                                               | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $417354.00    | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                             | Zayo Group Holdings Inc 2022 USD Incremental Term Loan B                         | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    154203 | PA      | $148500.65    | 0.00%             | 2027-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250750.15    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                     | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     29775 | PA      | $29795.84     | 0.00%             | 2028-12-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                               | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388530.45    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2025-H5 Mortgage Trust                                                     | CUSIP: 227920AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1505595.21   | 0.04%             | 2070-07-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                   | Brown & Brown Inc                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    526000 | PA      | $542532.18    | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-RPL9 Trust                                                             | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4115019 | PA      | $4075208.74   | 0.11%             | 2061-02-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                                                 | Brant Point CLO 2023-1 Ltd                                                       | CUSIP: 835938AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $999900.00    | 0.03%             | 2036-07-26      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                            | Virgin Media Bristol LLC 2023 USD Term Loan Y                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    162218 | PA      | $160365.33    | 0.00%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                    | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    870000 | PA      | $914596.20    | 0.02%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1100000 | PA      | $1067143.00   | 0.03%             | 2033-02-02      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQQD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30962438 | PA      | $27003595.50  | 0.70%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C5 Mortgage Trust                                                      | CUSIP: 05593RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36363398 | PA      | $1465861.66   | 0.04%             | 2057-02-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                                                            | Adani International Container Terminal Pvt Ltd                                   | CUSIP: 000000000<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |   1040000 | PA      | $914963.61    | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Lightning Power LLC                                                                 | Lightning Power LLC Term Loan B                                                  | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |    198500 | PA      | $199092.52    | 0.01%             | 2031-08-18      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $591324.00    | 0.02%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2021-2                                       | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1487410.77   | 0.04%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2080000 | PA      | $2073570.72   | 0.05%             | 2040-02-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1808000 | PA      | $1868447.89   | 0.05%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                             | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $322749.05    | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2031785.04   | 0.05%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                                            | AL Candelaria -spain- SA                                                         | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    324999 | PA      | $324507.90    | 0.01%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | CUSIP: 61766LBT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17135712 | PA      | $44896.08     | 0.00%             | 2049-01-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc Term Loan B                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    143816 | PA      | $143693.32    | 0.00%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL INC                                                          | Mitchell International Inc 2024 2nd Lien Term Loan                               | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     40000 | PA      | $39510.00     | 0.00%             | 2032-06-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                                             | Warwick Capital CLO 6 Ltd                                                        | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.05%             | 2038-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                                 | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409930.30    | 0.01%             | 2029-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                    | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    129870 | PA      | $126693.84    | 0.00%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283000 | PA      | $229564.45    | 0.01%             | 2031-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137ADT23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1741201 | PA      | $1655409.69   | 0.04%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDINGS LLC                                                              | HighTower Holdings LLC 2025 Term Loan B                                          | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    245000 | PA      | $244796.65    | 0.01%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                              | Arizona Public Service Co                                                        | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1103004.89   | 0.03%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   7467774 | PA      | $7472331.53   | 0.19%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19643968 | PA      | $19655941.65  | 0.51%             | 2055-03-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                      | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351095.50    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $976635.93    | 0.03%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3319342 | PA      | $3380802.54   | 0.09%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2015-UBS8                                         | CUSIP: 61691ABM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19464790 | PA      | $17215.83     | 0.00%             | 2048-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2025-P2                                           | CUSIP: 14688YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1214696.63   | 0.03%             | 2031-07-10      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                            | iHeartCommunications Inc 2024 Term Loan                                          | CUSIP: 000000000<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     74625 | PA      | $61036.91     | 0.00%             | 2029-05-01      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                                  | Canacol Energy Ltd                                                               | CUSIP: 000000000<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $352910.00    | 0.01%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                   | Clarios Global LP 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    406930 | PA      | $406295.31    | 0.01%             | 2030-05-06      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2017400 | PA      | $2014640.18   | 0.05%             | 2038-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    720000 | PA      | $740188.80    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    768000 | PA      | $802529.28    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                | Verisk Analytics Inc                                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1228308.76   | 0.03%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AYQU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6398364 | PA      | $6194340.26   | 0.16%             | 2047-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                                                    | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $815912.00    | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2017-BNK6                                                                   | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41452717 | PA      | $503887.20    | 0.01%             | 2060-07-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    365000 | PA      | $359419.15    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Waterfall Commercial Mortgage Trust                                                 | Waterfall Commercial Mortgage Trust 2015-SBC5                                    | CUSIP: 94132LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224939 | PA      | $221484.58    | 0.01%             | 2022-09-14      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    590000 | PA      | $616019.00    | 0.02%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                                            | Aspen Insurance Holdings Ltd                                                     | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   1080000 | PA      | $1097960.40   | 0.03%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136ATY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5698000 | PA      | $5041062.94   | 0.13%             | 2045-11-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                      | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    690000 | PA      | $703303.20    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                                            | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $553341.20    | 0.01%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                                        | Helios Software Holdings Inc 2024 Term Loan B                                    | CUSIP: 42328DAK4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |    200198 | PA      | $200677.23    | 0.01%             | 2030-07-18      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2021-FL4 Issuer Ltd                                                         | CUSIP: 87276WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    581578 | PA      | $579517.11    | 0.01%             | 2038-03-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                            | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93816.30     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                                               | Chile Electricity Lux MPC Sarl                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    186000 | PA      | $192792.72    | 0.00%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                     | MV24 Capital BV                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1611104 | PA      | $1561707.55   | 0.04%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Titan Acquisition Limited                                                           | Titan Acquisition Limited 2024 Term Loan B                                       | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    260455 | PA      | $261477.24    | 0.01%             | 2029-02-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1059088.21   | 0.03%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                                                              | Castle US Holding Corp                                                           | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |     77000 | PA      | $33762.19     | 0.00%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2229000 | PA      | $2269255.74   | 0.06%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                                                     | Katayma CLO I Ltd                                                                | CUSIP: 48585JAJ9<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5039145.00   | 0.13%             | 2036-10-20      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137BJGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220373 | PA      | $218190.41    | 0.01%             | 2041-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136A9B49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1175284 | PA      | $1092900.64   | 0.03%             | 2042-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                             | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301362.20    | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                        | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404473.20    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140LJAH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13371000 | PA      | $13238030.62  | 0.34%             | 2032-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    615000 | PA      | $611316.15    | 0.02%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WCCB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240762 | PA      | $237332.05    | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | ALPHA GENERATION LLC 2025 TERM LOAN B                                            | CUSIP: 000000000<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    120000 | PA      | $119979.60    | 0.00%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    649014 | PA      | $648382.36    | 0.02%             | 2036-10-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                         | STAPLES INC TERM LOAN                                                            | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                              | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    900000 | PA      | $861363.00    | 0.02%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2005-A16                                  | CUSIP: 45660L2V0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3037048 | PA      | $1066225.04   | 0.03%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                             | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $1733072.87   | 0.04%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132XGVU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16202000 | PA      | $15659686.98  | 0.40%             | 2033-07-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust 2007-AR1                                                 | CUSIP: 362290AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3855707 | PA      | $2160766.44   | 0.06%             | 2047-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217723.80    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                             | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    254410 | PA      | $247624.47    | 0.01%             | 2030-03-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                             | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    566000 | PA      | $579561.36    | 0.01%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1069276.32   | 0.03%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2015-GC27                                    | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250371 | PA      | $239315.10    | 0.01%             | 2048-02-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H8RE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $8559312.50   | 0.22%             | 2052-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                    | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1213351.86   | 0.03%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                                          | Kaseya Inc 2025 1st Lien Term Loan B                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    104738 | PA      | $105269.57    | 0.00%             | 2032-03-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140FXMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8744094 | PA      | $7879858.51   | 0.20%             | 2053-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-24CB                                                 | CUSIP: 02146TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2330194 | PA      | $1222043.16   | 0.03%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                            | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $285213.00    | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc                                                              | Michaels Companies Inc 2021 Term Loan B                                          | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    102079 | PA      | $85809.95     | 0.00%             | 2028-04-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                                  | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    875000 | PA      | $874527.50    | 0.02%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                              | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1159307.94   | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382XKH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22161961 | PA      | $3310625.15   | 0.09%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNATIONAL                                                      | PHOENIX SERVICES INTERNATIONAL                                                   | CUSIP: 937BQD909<br>LEI: 5493009O25GX6RO6AZ98 | Long             | EC               | CORP              | US        |      6972 | NS      | $139440.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARKLAND CORP                                                                       | Parkland Corp                                                                    | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $272961.60    | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust   | CUSIP: 93936HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3275060 | PA      | $2651006.23   | 0.07%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                            | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1400000 | PA      | $1450164.80   | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                                             | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    745361 | PA      | $726331.64    | 0.02%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137BMPU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3680329 | PA      | $3497364.52   | 0.09%             | 2044-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM3 Trust                                                             | CUSIP: 36171MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3027242.52   | 0.08%             | 2070-05-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust                                   | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3                    | CUSIP: 25150VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2561277 | PA      | $2233305.90   | 0.06%             | 2037-06-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12805553 | PA      | $17501.86     | 0.00%             | 2049-01-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                      | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $358190.00    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                         | SREIT Trust 2021-MFP                                                             | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2402442 | PA      | $2400945.65   | 0.06%             | 2038-11-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                                                  | Tecta America Corp 2025 Term Loan B                                              | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |    245000 | PA      | $245842.80    | 0.01%             | 2032-02-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H3CT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12079958 | PA      | $6897195.77   | 0.18%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAZERAC COMPANY INC                                                                 | SAZERAC COMPANY INC TERM LOAN B                                                  | CUSIP: 000000000<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |     60000 | PA      | $60075.00     | 0.00%             | 2032-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304902.00    | 0.01%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WBZR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182433 | PA      | $179834.03    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                                | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3634439 | PA      | $3480305.77   | 0.09%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $1116522.00   | 0.03%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                                             | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $69739.10     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                                                            | Empresa Electrica Cochrane SpA                                                   | CUSIP: 000000000<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    248240 | PA      | $244424.55    | 0.01%             | 2027-05-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LBC6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   9553131 | PA      | $44446.90     | 0.00%             | 2059-03-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust                                                       | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7954476 | PA      | $7754718.16   | 0.20%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2023-SFR2 Trust                                                             | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6800000 | PA      | $6650772.30   | 0.17%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                                                                 | Banco Industrial SA/Guatemala                                                    | CUSIP: 000000000<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |   1761000 | PA      | $1749711.99   | 0.05%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners Inc                                                              | Radiology Partners Inc 2024 Extended Term Loan B                                 | CUSIP: 000000000<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    234729 | PA      | $234925.28    | 0.01%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1066884.00   | 0.03%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $64928.50     | 0.00%             | 2031-07-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136B7U41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  72409147 | PA      | $2387789.39   | 0.06%             | 2029-10-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUX II SRL                                                            | Tierra Mojada Luxembourg II Sarl                                                 | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |   1183390 | PA      | $1113498.70   | 0.03%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Tiger Acquisition LLC                                                               | Tiger Acquisition LLC 2024 Term Loan B                                           | CUSIP: 88675UAD4<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    230625 | PA      | $231426.20    | 0.01%             | 2028-06-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                      | Proofpoint Inc 2024 Term Loan                                                    | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     14962 | PA      | $14988.90     | 0.00%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                             | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290572.80    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FVDA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6128178 | PA      | $5865988.15   | 0.15%             | 2050-08-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QWC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16527673 | PA      | $16978010.47  | 0.44%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMPASS POWER GENERATION LLC                                                        | COMPASS POWER GENERATION LLC 2025 TERM LOAN B                                    | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |    282171 | PA      | $284110.52    | 0.01%             | 2029-04-14      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2007-5 Trust                                             | CUSIP: 059523BE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2814978 | PA      | $2252948.88   | 0.06%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $1142108.00   | 0.03%             | 2039-01-08      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Clover CLO                                                                          | Clover CLO 2021-3 LLC                                                            | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001259.00   | 0.03%             | 2035-01-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WDWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4276755 | PA      | $3908605.31   | 0.10%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |  18000000 | PA      | $18035024.58  | 0.47%             | 2044-08-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418BMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340524 | PA      | $330196.30    | 0.01%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                                                | JSW Hydro Energy Ltd                                                             | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    923000 | PA      | $845034.19    | 0.02%             | 2031-05-18      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                               | ClubCorp Holdings Inc 2023 Term Loan B2                                          | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |    179492 | PA      | $179941.18    | 0.00%             | 2026-09-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2892257.88   | 0.07%             | 2038-08-17      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2013-I Ltd                                                          | CUSIP: 12549AAS9<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996800.00    | 0.03%             | 2030-07-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                      | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1376982.52   | 0.04%             | 2034-09-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                               | DirecTV Financing LLC Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39514 | PA      | $39714.79     | 0.00%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                        | Univision Communications Inc 2022 First Lien Term Loan B                         | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    190474 | PA      | $190157.34    | 0.00%             | 2029-06-24      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                            | APA Corp                                                                         | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    919000 | PA      | $899333.40    | 0.02%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310281.60    | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                                           | Sunrun Demeter Issuer 2021-2 LLC                                                 | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350399 | PA      | $2080937.93   | 0.05%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                                             | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $523295.70    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                       | CommScope Inc 2019 Term Loan B                                                   | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                               | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313947.90    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                                                         | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501150.00    | 0.01%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382MT58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33319025 | PA      | $4958123.20   | 0.13%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    325000 | PA      | $345312.50    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137BFYN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4235546 | PA      | $3749714.43   | 0.10%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                                                                | PCI GAMING AUTHORITY 2024 TERM LOAN                                              | CUSIP: 000000000<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253619.10    | 0.01%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125157.50    | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINSUR SA                                                                           | Minsur SA                                                                        | CUSIP: 000000000<br>LEI: 254900C69MVC7SXO2G61 | Long             | DBT              | CORP              | PE        |    900000 | PA      | $834741.00    | 0.02%             | 2031-10-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137BL6T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2207286 | PA      | $2115537.83   | 0.05%             | 2044-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140NU2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7539526 | PA      | $7467027.46   | 0.19%             | 2054-04-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    310000 | PA      | $322818.50    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1951886.51   | 0.05%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38377RAB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2741681 | PA      | $2705841.68   | 0.07%             | 2040-12-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                                                                  | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2545155.00   | 0.07%             | 2035-01-20      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BD5W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10017079 | PA      | $8286766.57   | 0.21%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                                               | Termocandelaria Power SA                                                         | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $205226.00    | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                     | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1865858 | PA      | $1864891.11   | 0.05%             | 2036-11-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                         | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    514000 | PA      | $439655.04    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  68914690 | PA      | $3870719.01   | 0.10%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136B87D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  97257644 | PA      | $3776886.83   | 0.10%             | 2029-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Energuate Trust                                                                     | Energuate Trust                                                                  | CUSIP: 000000000<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199148.00    | 0.01%             | 2027-05-03      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                               | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    715000 | PA      | $716337.05    | 0.02%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                         | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    957000 | PA      | $969340.62    | 0.03%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132HQBE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2453253 | PA      | $2238948.25   | 0.06%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    630000 | PA      | $645668.10    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0UJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15831382 | PA      | $13975611.72  | 0.36%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                            | United Overseas Bank Ltd                                                         | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    800000 | PA      | $774592.00    | 0.02%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                                | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     50179 | PA      | $13807.25     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                            | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    560000 | PA      | $580468.00    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp                                                                   | Eagle Parent Corp 2022 Term Loan B                                               | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    236158 | PA      | $234584.43    | 0.01%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                     | Madison IAQ LLC 2025 Term Loan B                                                 | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     90000 | PA      | $90355.95     | 0.00%             | 2032-05-06      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                 | LBM Acquisition LLC 2024 Incremental Term Loan B                                 | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    418996 | PA      | $392808.94    | 0.01%             | 2031-06-06      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    565000 | PA      | $574808.40    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNATIONAL                                                      | PHOENIX SERVICES INTERNATIONAL                                                   | CUSIP: 937BQC901<br>LEI: 5493009O25GX6RO6AZ98 | Long             | EC               | CORP              | US        |       693 | NS      | $13860.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PetSmart Inc                                                                        | PetSmart Inc 2021 Term Loan B                                                    | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175730 | PA      | $174301.96    | 0.00%             | 2028-02-11      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                           | Bausch & Lomb Corporation 2023 Incremental Term Loan                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    142462 | PA      | $142759.53    | 0.00%             | 2028-09-29      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1345000 | PA      | $1398584.80   | 0.04%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                                | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269348.75    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                                            | Adani Transmission Step-One Ltd                                                  | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $591662.22    | 0.02%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2023-SFR2 Trust                                             | CUSIP: 74331GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9390600 | PA      | $9355574.54   | 0.24%             | 2040-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                    | Duke Energy Corp                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2144000 | PA      | $2096810.56   | 0.05%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST                                                               | FMC GMSR Issuer Trust                                                            | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2931071.10   | 0.08%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303081.00    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3985119.68   | 0.10%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                     | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1031815 | PA      | $1031703.24   | 0.03%             | 2037-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 3622AA3V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7468748 | PA      | $6299828.21   | 0.16%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                            | Virginia Electric and Power Co                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    553000 | PA      | $534723.35    | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QWDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5669784 | PA      | $5862392.04   | 0.15%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                                                | Cotiviti Corporation 2024 Term Loan                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     47054 | PA      | $46892.45     | 0.00%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Burlington Coat Factory Warehouse Corporation                                       | Burlington Coat Factory Warehouse Corporation 2024 Term Loan B                   | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |     39900 | PA      | $39799.75     | 0.00%             | 2031-09-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                                 | Quanta Services Inc                                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2464341.75   | 0.06%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                                  | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    555000 | PA      | $580019.40    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                            | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   3121000 | PA      | $2622982.03   | 0.07%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                                  | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1218922.96   | 0.03%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    560000 | PA      | $571138.40    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                                               | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    781000 | PA      | $772155.14    | 0.02%             | 2026-03-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WD5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1232175 | PA      | $1142146.32   | 0.03%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAS4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001511.00   | 0.03%             | 2037-10-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                                       | ION Trading Technologies Sarl 2024 Term Loan B                                   | CUSIP: 000000000<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | LON              | CORP              | LU        |     86778 | PA      | $86938.28     | 0.00%             | 2028-04-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AM3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5421387 | PA      | $4805675.71   | 0.12%             | 2045-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1130000 | PA      | $1139164.30   | 0.03%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-8 LLC                                                                  | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18247104 | PA      | $18213839.33  | 0.47%             | 2029-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                                                                   | Par Petroleum LLC 2024 Term Loan B                                               | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |     49001 | PA      | $48663.95     | 0.00%             | 2030-02-28      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966000 | PA      | $987187.14    | 0.03%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    510000 | PA      | $526371.00    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    305000 | PA      | $318892.75    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                             | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $429840.79    | 0.01%             | 2048-10-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                                | Unigel Luxembourg SA                                                             | CUSIP: 000000000<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |    215779 | PA      | $59373.75     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                                 | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $193228.90    | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                                       | Lineage OP LP                                                                    | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |   1244000 | PA      | $1251700.36   | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | Pret 2024-NPL6 LLC                                                               | CUSIP: 69381QAA4<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-MBS          | CORP              | US        |   4462212 | PA      | $4450146.40   | 0.11%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-4                                                    | CUSIP: 3622EBAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5335647 | PA      | $2123762.45   | 0.05%             | 2037-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AGQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17960971 | PA      | $16664991.53  | 0.43%             | 2038-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                                            | Adani Transmission Step-One Ltd                                                  | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    903500 | PA      | $768231.05    | 0.02%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418BKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508440 | PA      | $493477.40    | 0.01%             | 2034-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W2BF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8439252 | PA      | $7087087.24   | 0.18%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                              | RADIOLOGY PARTNERS INC 2025 TERM LOAN                                            | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    230000 | PA      | $228418.75    | 0.01%             | 2032-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHSC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14025023 | PA      | $14067737.08  | 0.36%             | 2054-02-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145449 | PA      | $1148126.45   | 0.03%             | 2039-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2569399.45   | 0.07%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                                   | CPPIB Capital Inc Term Loan B                                                    | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134062 | PA      | $133894.78    | 0.00%             | 2031-08-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                            | Agilent Technologies Inc                                                         | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1274085.34   | 0.03%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                     | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1174588.80   | 0.03%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                              | Aveanna Healthcare LLC 2021 2nd Lien Term Loan                                   | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |     70326 | PA      | $69218.47     | 0.00%             | 2029-12-10      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                                    | CPI Holdco B LLC 2024 Term Loan                                                  | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134262 | PA      | $134026.85    | 0.00%             | 2031-05-19      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                                  | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $114764.40    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                                                  | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214381.20    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                               | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    575000 | PA      | $588420.50    | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2024-SFR3 Trust                                               | CUSIP: 89616YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5850000 | PA      | $5828285.21   | 0.15%             | 2041-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                                             | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86691.00     | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | Carlyle US CLO 2022-5 Ltd                                                        | CUSIP: 14318LAU5<br>LEI: 549300FMPRIVFSDJTS63 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502412.50    | 0.01%             | 2037-10-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2007-10                                            | CUSIP: 17313QAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557827 | PA      | $1249871.15   | 0.03%             | 2037-09-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $279520.20    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                                  | Wind River 2021-1 CLO Ltd                                                        | CUSIP: 97314HAY5<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004465.00   | 0.03%             | 2037-07-20      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    584073 | PA      | $525397.76    | 0.01%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                              | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276390.80    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                                            | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    359100 | PA      | $357281.16    | 0.01%             | 2031-07-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                            | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    520000 | PA      | $529729.20    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418CDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1561696 | PA      | $1313793.74   | 0.03%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382WXF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17891863 | PA      | $2967902.23   | 0.08%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers LLC                                                    | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4042480.72   | 0.10%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                                             | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1165000 | PA      | $1217856.05   | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                                            | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    335000 | PA      | $330628.25    | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                              | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $194630.10    | 0.01%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132AEA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1606939 | PA      | $1427943.90   | 0.04%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                            | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125085.00    | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-79CB                                                 | CUSIP: 12668BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2809890 | PA      | $1557564.59   | 0.04%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                 | Cardinal Health Inc                                                              | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2672000 | PA      | $2366376.64   | 0.06%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2007-AR4                                           | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1066518 | PA      | $869698.83    | 0.02%             | 2037-03-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                      | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    680000 | PA      | $688622.40    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    124244 | PA      | $123100.60    | 0.00%             | 2028-08-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR8                                                                  | CUSIP: 065923BD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45802893 | PA      | $1461273.04   | 0.04%             | 2057-08-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER LLC                                                        | Edelman Financial Center LLC 2024 Term Loan                                      | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    179549 | PA      | $179948.37    | 0.00%             | 2028-04-07      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                                | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    345000 | PA      | $358203.15    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                                        | VT Topco Inc 2024 1st Lien Term Loan B                                           | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    113469 | PA      | $113845.32    | 0.00%             | 2030-08-09      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust | CUSIP: 939346AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2514604 | PA      | $1996346.35   | 0.05%             | 2046-11-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                         | Starwood Property Trust Inc 2025 USD Term Loan B                                 | CUSIP: 85570DAL6<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |     93082 | PA      | $93489.58     | 0.00%             | 2030-01-02      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                                   | Trimaran Cavu 2021-3 Ltd                                                         | CUSIP: 89624GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $748695.75    | 0.02%             | 2035-01-18      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                    | Garda World Security Corporation 2025 Term Loan B                                | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    178897 | PA      | $179442.23    | 0.00%             | 2029-02-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                             | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $375616.00    | 0.01%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                                 | Braskem Netherlands Finance BV                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $775950.00    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $1849611.94   | 0.05%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2022-3                                                | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13897074 | PA      | $13191745.47  | 0.34%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                  | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3796344.49   | 0.10%             | 2055-03-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                        | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1553593.75   | 0.04%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                                                     | Shenton Aircraft Investment I Ltd                                                | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |   1400003 | PA      | $1359039.03   | 0.04%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11598982 | PA      | $453.06       | 0.00%             | 2048-07-15      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397820.00    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11994032 | PA      | $12172093.24  | 0.31%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                      | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2274001.79   | 0.06%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38379XN89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7979635 | PA      | $6757488.35   | 0.17%             | 2043-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                     | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013701.89   | 0.03%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                    | Altice France SA 2023 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    225844 | PA      | $205204.43    | 0.01%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                            | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1700000 | PA      | $1666253.96   | 0.04%             | 2031-03-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                                              | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $405828.00    | 0.01%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                              | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    431335 | PA      | $18838.21     | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Non Gold Pool                                                        | CUSIP: 31288QPQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10068001 | PA      | $9054876.70   | 0.23%             | 2051-12-01      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    220000 | PA      | $221359.60    | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                                                          | Upstart Pass-Through Trust Series 2021-ST3                                       | CUSIP: 91681PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81511 | PA      | $81215.13     | 0.00%             | 2027-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                           | BAUSCH + LOMB CORPORATION 2025 TERM LOAN B                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    325000 | PA      | $326017.25    | 0.01%             | 2030-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                                              | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $184141.80    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $12273615.84  | 0.32%             | 2042-01-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 68 CLO Ltd                                                                | CUSIP: 26252QAQ5<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1495921.50   | 0.04%             | 2035-07-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                          | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                            | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     52094 | PA      | $52176.35     | 0.00%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212093.70    | 0.01%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1242300.60   | 0.03%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1757303 | PA      | $1736427.14   | 0.04%             | 2037-04-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2015-C30                                   | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91848 | PA      | $91600.16     | 0.00%             | 2058-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| LSF9 ATLANTIS HOLDINGS LLC                                                          | LSF9 Atlantis Holdings LLC 2025 Repriced Term Loan B                             | CUSIP: 50226BAM0<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |    170137 | PA      | $170403.76    | 0.00%             | 2029-03-31      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                                 | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452718.00    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-54CB                                                 | CUSIP: 12668ANT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4336420 | PA      | $3127209.07   | 0.08%             | 2035-11-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                            | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $540250.20    | 0.01%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                                                            | Zelis Payments Buyer Inc 5th Amendment Term Loan                                 | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    229425 | PA      | $228516.48    | 0.01%             | 2031-11-26      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DTJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2898795 | PA      | $2862296.45   | 0.07%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203880.70    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc 2024 Term Loan                                                     | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    258050 | PA      | $258729.96    | 0.01%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    335000 | PA      | $344353.20    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust Series 2006-HE4                           | CUSIP: 59023EAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4971349 | PA      | $871088.04    | 0.02%             | 2037-07-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    915000 | PA      | $743583.90    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 31335AH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5156037 | PA      | $4716708.31   | 0.12%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                            | CUSIP: 871044AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3033088.44   | 0.08%             | 2054-06-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136B8NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12839665 | PA      | $10882659.44  | 0.28%             | 2060-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                           | Caesars Entertainment Inc 2024 Term Loan B1                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    381359 | PA      | $381598.91    | 0.01%             | 2031-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                                          | INCREF LLC                                                                       | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1940000 | PA      | $1944543.48   | 0.05%             | 2042-10-19      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                               | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1306048.30   | 0.03%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                             | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208020.00    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147948.80    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2364720.96   | 0.06%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                    | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1436662 | PA      | $1465869.20   | 0.04%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                             | American Home Mortgage Investment Trust 2007-1                                   | CUSIP: 026932AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4807466 | PA      | $2636495.87   | 0.07%             | 2047-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                                                 | Banco Davivienda SA                                                              | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $355648.00    | 0.01%             | 2031-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                                                     | Spin Holdco Inc 2021 Term Loan                                                   | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     40345 | PA      | $35553.98     | 0.00%             | 2028-03-04      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2006 8T2 Trust                                           | CUSIP: 05951UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1444575 | PA      | $1265531.02   | 0.03%             | 2036-10-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                                                            | Banco Continental SAECA                                                          | CUSIP: 000000000<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   1150000 | PA      | $1138546.00   | 0.03%             | 2025-12-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1086568.50   | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                                            | TricorBraun Holdings Inc 2021 Term Loan                                          | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    114403 | PA      | $114413.43    | 0.00%             | 2028-03-03      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                          | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    589000 | PA      | $607518.16    | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CTFS                                                 | Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust         | CUSIP: 93934TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12596463 | PA      | $3843793.54   | 0.10%             | 2037-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                        | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12760893 | PA      | $200067.45    | 0.01%             | 2050-05-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                                                      | Bancolombia SA                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $210238.00    | 0.01%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                                                  | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1670462 | PA      | $1661130.85   | 0.04%             | 2038-04-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco US CLO 2023-3 Ltd                                                        | CUSIP: 46091RAC7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $999913.00    | 0.03%             | 2036-07-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                               | Theorem Funding Trust 2023-1                                                     | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399679 | PA      | $400921.60    | 0.01%             | 2029-04-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                            | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2201019.50   | 0.06%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381DNK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  40026396 | PA      | $1740294.05   | 0.04%             | 2061-05-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $331981.70    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WBHQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375575 | PA      | $370237.97    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC                                                 | Waterbridge Midstream Operating LLC 2024 Term Loan B                             | CUSIP: 94120YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129025 | PA      | $129186.28    | 0.00%             | 2029-05-10      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1419000 | PA      | $1427755.23   | 0.04%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20589238 | PA      | $21288189.63  | 0.55%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109526.55    | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-3                                           | CUSIP: 12543RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2909377 | PA      | $1328331.21   | 0.03%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                                 | LCM XVIII LP                                                                     | CUSIP: 50188GAV5<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |   1435000 | PA      | $1431269.00   | 0.04%             | 2031-04-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPK98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13340642 | PA      | $11722205.09  | 0.30%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BKYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9326319 | PA      | $8334697.44   | 0.22%             | 2047-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                                                            | MI Windows and Doors LLC 2024 Term Loan B2                                       | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |    154236 | PA      | $154761.46    | 0.00%             | 2031-03-28      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                             | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    240000 | PA      | $233635.20    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                         | Grant Thornton Advisors LLC 2025 Delayed Draw Term Loan                          | CUSIP: 38821UAE0<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |      7065 | PA      | $7067.87      | 0.00%             | 2031-06-02      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                                 | WEC US Holdings Ltd 2024 Term Loan                                               | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    407149 | PA      | $407708.71    | 0.01%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSURANCE HLDNGS LLC                                                      | TRUCORDIA INSURANCE HLDNGS LLC TERM LOAN B                                       | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    175000 | PA      | $175546.88    | 0.00%             | 2032-06-14      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H84H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15095926 | PA      | $2639122.77   | 0.07%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                                                   | Cometa Energia SA de CV                                                          | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    529084 | PA      | $544591.45    | 0.01%             | 2035-04-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                            | BCPE Empire Holdings Inc 2025 Term Loan B                                        | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    631089 | PA      | $628248.67    | 0.02%             | 2030-12-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382XRU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19386222 | PA      | $3210318.38   | 0.08%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382LXD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7239858 | PA      | $949318.62    | 0.02%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                                 | Applied Systems Inc 2024 2nd Lien Term Loan                                      | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     85000 | PA      | $87369.38     | 0.00%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                      | Sabre GLBL Inc 2021 Term Loan B2                                                 | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     67333 | PA      | $66418.79     | 0.00%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                           | GATX Corp                                                                        | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    721000 | PA      | $729334.76    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                                   | InRetail Consumer                                                                | CUSIP: 000000000<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |   2209000 | PA      | $2095435.31   | 0.05%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                                              | Goldentree Loan Management US Clo 17 Ltd                                         | CUSIP: 38139FAN0<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000000.00   | 0.03%             | 2039-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2017-GS7                                            | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37942504 | PA      | $625374.04    | 0.02%             | 2050-08-10      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUQK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18634881 | PA      | $18780745.73  | 0.48%             | 2055-01-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                        | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    719000 | PA      | $743992.44    | 0.02%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                              | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253087.45    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                           | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1753848.80   | 0.05%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137AGTG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133537 | PA      | $1290.35      | 0.00%             | 2041-05-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                                            | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    144000 | PA      | $132752.16    | 0.00%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140LHVE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10400000 | PA      | $10077554.66  | 0.26%             | 2032-12-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381BK78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5341835 | PA      | $4964647.27   | 0.13%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                                               | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2080000 | PA      | $2057207.36   | 0.05%             | 2042-08-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2022-3 Mortgage Loan Trust                                                  | CUSIP: 12659YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10023000 | PA      | $8187247.96   | 0.21%             | 2067-02-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6396124 | PA      | $2098501.37   | 0.05%             | 2037-08-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    430000 | PA      | $439554.60    | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Trust 2023-3                                                      | CUSIP: 69548BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2030-12-16      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132FCH99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13745470 | PA      | $12317646.56  | 0.32%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                                              | Goldentree Loan Management US Clo 15 Ltd                                         | CUSIP: 38139BAW9<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1004034.00   | 0.03%             | 2036-10-20      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2021-V Ltd                                                          | CUSIP: 12565EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000245.00   | 0.03%             | 2038-01-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand Inc                                                            | Cornerstone OnDemand Inc 2021 Term Loan                                          | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |     58281 | PA      | $54838.52     | 0.00%             | 2028-10-16      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO VIII Ltd                                                            | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.03%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                            | CSX Corp                                                                         | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    352000 | PA      | $353791.68    | 0.01%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14100798 | PA      | $11826819.26  | 0.31%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon CLO 2020-1 Ltd                                                            | CUSIP: 13876LBC0<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000173.00   | 0.03%             | 2034-07-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66050000 | PA      | $64099460.94  | 1.66%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31398NRZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    752231 | PA      | $718945.65    | 0.02%             | 2040-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-10                                                   | CUSIP: 3622NDAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2091166 | PA      | $759965.61    | 0.02%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $714223.70    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2022-2 Mortgage Loan Trust                                                  | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13127211 | PA      | $12356737.53  | 0.32%             | 2067-02-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                                            | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $354926.25    | 0.01%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                            | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    795319 | PA      | $805101.42    | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2736133.20   | 0.07%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                                                                  | Banco de Bogota SA                                                               | CUSIP: 000000000<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |   1000000 | PA      | $1002420.00   | 0.03%             | 2026-05-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO LTD                                                                   | Battalion Clo XXI Ltd                                                            | CUSIP: 07134WAG8<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499550.00    | 0.01%             | 2034-07-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                       | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $186758.60    | 0.00%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                                  | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2                    | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5399215 | PA      | $4259877.18   | 0.11%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC                                                 | Waterbridge Midstream Operating LLC 2024 1st Lien Term Loan B                    | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    157898 | PA      | $157475.02    | 0.00%             | 2029-06-27      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                                                  | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    487702 | PA      | $428460.54    | 0.01%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                                                  | Chile Electricity PEC SpA                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    389667 | PA      | $342334.38    | 0.01%             | 2028-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SEASPAN CORP                                                                        | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    325000 | PA      | $308087.00    | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                             | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    553000 | PA      | $563070.13    | 0.01%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                               | Ontario Gaming GTA LP Term Loan B                                                | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    143004 | PA      | $141819.77    | 0.00%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                                                            | Telefonica Celular del Paraguay SA                                               | CUSIP: 000000000<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    300000 | PA      | $299367.00    | 0.01%             | 2027-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                                          | Blackbird Capital II Aircraft Lease Ltd                                          | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350194 | PA      | $3141759.08   | 0.08%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                            | Madison Park Funding LXIII Ltd                                                   | CUSIP: 55817GAN1<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3013650.00   | 0.08%             | 2038-07-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                                                            | Mexico Generadora de Energia S de rl                                             | CUSIP: 000000000<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |   1097180 | PA      | $1085275.60   | 0.03%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                             | Sedgwick Claims Management Services Inc 2023 Term Loan B                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    293525 | PA      | $294911.91    | 0.01%             | 2031-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                                  | TIF Funding II LLC                                                               | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1289167 | PA      | $1165033.03   | 0.03%             | 2046-02-20      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2390460.25   | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vantage Specialty Chemicals Inc                                                     | Vantage Specialty Chemicals Inc 2023 Term Loan B                                 | CUSIP: 92210XAE0<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |    203375 | PA      | $197417.97    | 0.01%             | 2026-10-26      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    629000 | PA      | $636013.35    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297510.10    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                            | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294379.00    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust Series 2006-WMC2                          | CUSIP: 59020U6H3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31215336 | PA      | $7811185.27   | 0.20%             | 2037-03-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                            | Hess Midstream Operations LP                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $362346.45    | 0.01%             | 2028-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                                                | JSW Hydro Energy Ltd                                                             | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    284000 | PA      | $260010.52    | 0.01%             | 2031-05-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                                           | Avant Loans Funding Trust 2024-REV1                                              | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3034123.50   | 0.08%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                            | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    790000 | PA      | $788625.40    | 0.02%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                            | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    716000 | PA      | $718906.96    | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                | Olympus Water US Holding Corporation 2024 USD Term Loan                          | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    352342 | PA      | $348899.56    | 0.01%             | 2031-06-20      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    820000 | PA      | $786814.60    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                              | Cadence Design Systems Inc                                                       | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    689000 | PA      | $680532.19    | 0.02%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust 2006-OA1                                                 | CUSIP: 362631AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13876872 | PA      | $2949016.17   | 0.08%             | 2046-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                      | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    622000 | PA      | $598513.28    | 0.02%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                                    | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    320000 | PA      | $273286.40    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                                             | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   1700000 | PA      | $1690752.00   | 0.04%             | 2030-09-10      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| WestJet Loyalty LP                                                                  | WestJet Loyalty LP Term Loan B                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     96752 | PA      | $96884.91     | 0.00%             | 2031-02-14      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                     | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31734115 | PA      | $304717.32    | 0.01%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                     | Trans Union LLC 2024 Term Loan B8                                                | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    108900 | PA      | $109160.27    | 0.00%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                               | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1160496.48   | 0.03%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                                           | Anchorage Capital CLO 19 Ltd                                                     | CUSIP: 03328JAA5<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998800.00   | 0.05%             | 2034-10-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0VV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24340724 | PA      | $24609508.41  | 0.64%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | Carlyle US CLO 2024-5 Ltd                                                        | CUSIP: 14319KAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996000.00    | 0.03%             | 2036-10-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                                                                 | AllSpring Buyer LLC 2024 Term Loan B                                             | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    384977 | PA      | $387623.49    | 0.01%             | 2030-11-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                           | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1376811.84   | 0.04%             | 2039-12-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                             | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1904679.70   | 0.05%             | 2039-09-19      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                                            | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $395448.00    | 0.01%             | 2031-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382FM76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3897327 | PA      | $3029906.10   | 0.08%             | 2050-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1312054.55   | 0.03%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230287.50    | 0.01%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2021 Term Loan B9                                                    | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-07-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                                                       | LaserShip Inc 2024 Third Out Term Loan E                                         | CUSIP: 51809EAQ8<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |     28750 | PA      | $8864.57      | 0.00%             | 2029-08-10      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381DZY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  80318816 | PA      | $5077990.10   | 0.13%             | 2063-10-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2022-C18                                                    | CUSIP: 054975AM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12094000 | PA      | $1657580.66   | 0.04%             | 2055-12-15      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                                                | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $126832.30    | 0.00%             | 2029-12-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust | CUSIP: 93936AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3290986 | PA      | $2501462.77   | 0.06%             | 2037-02-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                         | Acushnet Co                                                                      | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    285000 | PA      | $297223.65    | 0.01%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                                                       | Castle US Holding Corporation 2025 USD FLSO Term Loan B1                         | CUSIP: 14852DAJ0<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     69219 | PA      | $38113.87     | 0.00%             | 2030-05-31      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                               | DirecTV Financing LLC 2024 Term Loan                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98202 | PA      | $97621.83     | 0.00%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847559 | PA      | $846858.72    | 0.02%             | 2039-02-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                                                  | Dun & Bradstreet Corporation (The) 2024 Term Loan                                | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    166665 | PA      | $166727.81    | 0.00%             | 2029-01-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381LKA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  60886745 | PA      | $3908091.20   | 0.10%             | 2065-10-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XVIII Ltd                                                        | CUSIP: 83609TAG2<br>LEI: 549300G09B8CGBRMLL31 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1459200.00   | 0.04%             | 2031-01-21      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16040932 | PA      | $1334365.87   | 0.03%             | 2062-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                         | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                     | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    208808 | PA      | $210039.35    | 0.01%             | 2028-05-12      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                                                   | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   1000945 | PA      | $997102.09    | 0.03%             | 2039-02-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO 2022-1 Ltd                                                           | CUSIP: 29246AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994866.00    | 0.03%             | 2037-10-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                                                             | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58204.30     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                          | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    320000 | PA      | $336518.40    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite Xxxiii Ltd                                                             | CUSIP: 55953YAU0<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997287.00    | 0.03%             | 2037-10-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132XGR81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17395000 | PA      | $17605857.15  | 0.45%             | 2030-01-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138EKQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1807621 | PA      | $1640963.55   | 0.04%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BQKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7650689 | PA      | $5184664.02   | 0.13%             | 2049-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | Carlyle Global Market Strategies CLO 2016-3 Ltd                                  | CUSIP: 14311UBG2<br>LEI: 5493000C19IMTVUCMB96 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993235.00    | 0.03%             | 2034-07-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18815799 | PA      | $899548.56    | 0.02%             | 2053-09-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust Series 2006-HE4                           | CUSIP: 59023EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3591870 | PA      | $629752.41    | 0.02%             | 2037-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                    | SoFi Consumer Loan Program 2025-2 Trust                                          | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5536112.84   | 0.14%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2773863.51   | 0.07%             | 2050-02-25      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    355000 | PA      | $359277.75    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GSE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  33350448 | PA      | $33729051.30  | 0.87%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAZOS DELAWARE II LLC                                                              | Brazos Delaware II LLC 2025 Term Loan B                                          | CUSIP: 10620UAL6<br>LEI: 549300V1BTYXZRGYUU04 | Long             | LON              | CORP              | US        |      4800 | PA      | $4814.18      | 0.00%             | 2030-02-11      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                        | AutoZone Inc                                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1254857.04   | 0.03%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                                                             | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: 000000000<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $831867.43    | 0.02%             | 2029-05-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                                | FLUTTER FINANCING BV 2025 TERM LOAN B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     55000 | PA      | $55068.75     | 0.00%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                              | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    706592 | PA      | $578633.04    | 0.01%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2017-BNK4                                                                   | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23693899 | PA      | $395020.65    | 0.01%             | 2050-05-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                                            | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $238111.35    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                              | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239827.50    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2024-5                                                    | CUSIP: 16144QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5240291.75   | 0.14%             | 2030-03-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1901000 | PA      | $1769127.63   | 0.05%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2403510.12   | 0.06%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR3 Trust                                             | CUSIP: 74331VAC0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |  25000000 | PA      | $23684359.50  | 0.61%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                            | Dell Inc                                                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    582000 | PA      | $621250.08    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                                     | Cornerstone Building Brands Inc 2024 Term Loan B                                 | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     29850 | PA      | $25521.75     | 0.00%             | 2031-05-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1380906.80   | 0.04%             | 2038-05-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                                              | Argent Securities Trust 2006-M1                                                  | CUSIP: 04012MAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16870092 | PA      | $4270523.49   | 0.11%             | 2036-07-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                                 | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337069.20    | 0.01%             | 2030-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings Inc                                                        | Mister Car Wash Holdings Inc 2024 Term Loan B                                    | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |     46112 | PA      | $46256.21     | 0.00%             | 2031-03-27      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                  | Realty Income Corp                                                               | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    724000 | PA      | $724962.92    | 0.02%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                            | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1277000 | PA      | $1107950.74   | 0.03%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2021-JL1                                           | CUSIP: 17329CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451870 | PA      | $436239.17    | 0.01%             | 2062-02-27      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    565000 | PA      | $578164.50    | 0.01%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384JX58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9969522 | PA      | $1840664.84   | 0.05%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XXIII                                                            | CUSIP: 83614CAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $886258.00    | 0.02%             | 2034-07-15      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382LHS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7352378 | PA      | $595766.57    | 0.02%             | 2050-11-20      | Floating      | 0.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16508904 | PA      | $17069727.34  | 0.44%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                               | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    370000 | PA      | $387693.40    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                          | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1215259.64   | 0.03%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |  24446467 | PA      | $24518617.60  | 0.63%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                    | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    440000 | PA      | $427552.40    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11544857 | PA      | $9667939.65   | 0.25%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                                                     | Katayma CLO II Ltd                                                               | CUSIP: 485862AG1<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |    730000 | PA      | $734599.00    | 0.02%             | 2037-04-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BE5D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11953550 | PA      | $11148594.85  | 0.29%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                                            | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $250465.80    | 0.01%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM Trust 2023-R4                                                                | CUSIP: 12569UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7568597 | PA      | $7576982.93   | 0.20%             | 2062-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                              | Velocity Commercial Capital Loan Trust 2025-3                                    | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6483808 | PA      | $6555279.14   | 0.17%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Limited                                                 | SAPPHIRE AVIATION FINANCE II LTD                                                 | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    763319 | PA      | $729015.71    | 0.02%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                             | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $169184.00    | 0.00%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                      | Opal Bidco SAS USD Term Loan B                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320000 | PA      | $321700.80    | 0.01%             | 2032-04-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                    | GoodLeap Sustainable Home Solutions Trust 2021-5                                 | CUSIP: 38237HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3166985 | PA      | $1749654.52   | 0.05%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS3                                            | CUSIP: 36251PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22630025 | PA      | $184028.50    | 0.00%             | 2049-10-10      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GC34                                           | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |   1880000 | PA      | $1869177.03   | 0.05%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1229000 | PA      | $1258422.26   | 0.03%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                             | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    667000 | PA      | $662491.08    | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                            | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $283770.00    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                                            | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    900000 | PA      | $803673.00    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31426N6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18808735 | PA      | $18881672.93  | 0.49%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc                                        | MedAssets Software Intermediate Holdings Inc 2024 First Out Term Loan            | CUSIP: 31810YAC4<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     16475 | PA      | $16060.68     | 0.00%             | 2028-12-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                            | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $77120.10     | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                 | Elevance Health Inc                                                              | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2353000 | PA      | $2098664.23   | 0.05%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                                       | NEP Group Inc 2023 Term Loan B                                                   | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210829 | PA      | $194819.41    | 0.01%             | 2026-08-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128554.80    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GC34                                           | CUSIP: 36250VAF9<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |  10203811 | PA      | $18560.63     | 0.00%             | 2048-10-10      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                            | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523671.75    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2025-H5 Mortgage Trust                                                     | CUSIP: 227920AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1505024.39   | 0.04%             | 2070-07-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                              | Velocity Commercial Capital Loan Trust 2024-6                                    | CUSIP: 92261BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5541550 | PA      | $5562519.36   | 0.14%             | 2054-12-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $453530.00    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237815.40    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1919763 | PA      | $1705922.49   | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPRINGS WINDOWS FASHIONS LLC                                                        | Springs Windows Fashions LLC 2024 First Lien Second Out TL A2                    | CUSIP: 000000000<br>LEI: 549300VWKC5NLVJ7YX57 | Long             | LON              | CORP              | US        |     61155 | PA      | $47165.46     | 0.00%             | 2028-10-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2023-1 Mortgage Loan Trust                                                  | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5777016 | PA      | $5779702.57   | 0.15%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13500000 | PA      | $14090428.85  | 0.36%             | 2043-01-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381E8G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  78718007 | PA      | $3534680.18   | 0.09%             | 2064-07-16      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28322143 | PA      | $28405618.51  | 0.73%             | 2055-05-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14394063 | PA      | $12086015.13  | 0.31%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20734920 | PA      | $19411169.35  | 0.50%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                                 | White Cap Buyer LLC 2024 Term Loan B                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    189050 | PA      | $188306.09    | 0.00%             | 2029-10-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                            | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $525990.00    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $39039.23     | 0.00%             | 2031-07-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                                             | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy  | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    500000 | PA      | $514200.00    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                                                  | Vestis Corporation Term Loan                                                     | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    143125 | PA      | $137757.81    | 0.00%             | 2031-02-22      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    360000 | PA      | $325900.80    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-4 LLC                                                                  | CUSIP: 74390EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4363007 | PA      | $4401563.01   | 0.11%             | 2029-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                       | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    659000 | PA      | $681122.63    | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                     | BANK5 2024-5YR9                                                                  | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1381000 | PA      | $1430056.45   | 0.04%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QQQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4979436 | PA      | $4555154.54   | 0.12%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                 | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     83938 | PA      | $84181.34     | 0.00%             | 2031-03-14      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                             | Ellucian Holdings Inc 2024 1st Lien Term Loan B                                  | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    330836 | PA      | $332025.55    | 0.01%             | 2029-10-09      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1969000 | PA      | $1792511.07   | 0.05%             | 2051-02-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                                             | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1915000 | PA      | $1963181.40   | 0.05%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OVG Business Services LLC                                                           | OVG Business Services LLC 2024 Term Loan B                                       | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139648 | PA      | $139124.56    | 0.00%             | 2031-06-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                                          | GC FERRY ACQUISITION I INC DELAYED DRAW TERM LOAN                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29167 | PA      | $28674.48     | 0.00%             | 2032-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                                      | Securitized Asset Backed Receivables LLC Trust 2007-BR5                          | CUSIP: 81379EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29299267 | PA      | $22733148.87  | 0.59%             | 2037-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | APIDOS CLO XLI Ltd                                                               | CUSIP: 03770CAW5<br>LEI: 213800RGMG7DPJTR8V62 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $994600.00    | 0.03%             | 2037-10-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPFB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1359223 | PA      | $1261331.94   | 0.03%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                            | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |   1110465 | PA      | $1043937.29   | 0.03%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM7 Trust                                                              | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |   3667958 | PA      | $3695264.70   | 0.10%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1253844.93   | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381DBP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  75152565 | PA      | $4504830.36   | 0.12%             | 2063-08-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XD4Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10561209 | PA      | $9600417.91   | 0.25%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592974 | PA      | $1344.68      | 0.00%             | 2048-02-10      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    460000 | PA      | $381105.40    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                    | ArcelorMittal SA                                                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    649000 | PA      | $680671.20    | 0.02%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383DBR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24086897 | PA      | $4019589.83   | 0.10%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $20597172.60  | 0.53%             | 2042-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38379AF47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    629871 | PA      | $10037.36     | 0.00%             | 2042-07-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11461968 | PA      | $9602076.98   | 0.25%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15027333 | PA      | $115261.15    | 0.00%             | 2049-09-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                          | MasTec Inc                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1241816.29   | 0.03%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    602000 | PA      | $619157.00    | 0.02%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    340000 | PA      | $361460.80    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                                                                  | Nouryon Finance BV 2024 USD Term Loan B1                                         | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    180000 | PA      | $181069.20    | 0.00%             | 2028-04-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                      | AutoNation Inc                                                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1042227.52   | 0.03%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                                                    | DexKo Global Inc 2021 USD Term Loan B                                            | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    110857 | PA      | $106354.87    | 0.00%             | 2028-10-04      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XCPT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22858282 | PA      | $19384720.51  | 0.50%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                            | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    255000 | PA      | $261953.85    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                   | Kaman Corporation 2025 Delayed Draw Term Loan                                    | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     36207 | PA      | $36209.80     | 0.00%             | 2032-02-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                        | RealPage Inc 2024 Incremental Term Loan                                          | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     99750 | PA      | $100033.79    | 0.00%             | 2028-04-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    635000 | PA      | $652405.35    | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                             | Reliance Industries Ltd                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $490525.00    | 0.01%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    249375 | PA      | $249343.83    | 0.01%             | 2032-02-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2022-3                                        | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4685721 | PA      | $4713028.02   | 0.12%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                               | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $359017.50    | 0.01%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                                                      | GBT US III LLC 2025 Term Loan B                                                  | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154225 | PA      | $154674.57    | 0.00%             | 2031-07-28      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2023-SFR1 Trust                                                             | CUSIP: 66981XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $11697003.84  | 0.30%             | 2040-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38380XWR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2333369 | PA      | $2248091.84   | 0.06%             | 2048-07-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                                                               | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    200000 | PA      | $187004.00    | 0.00%             | 2028-08-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                              | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    775000 | PA      | $770071.00    | 0.02%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                              | Lumen Technologies Inc 2024 Extended Term Loan B1                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     74322 | PA      | $73532.56     | 0.00%             | 2029-04-16      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                         | Ziggo Financing Partnership USD Term Loan I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $83232.43     | 0.00%             | 2028-04-30      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38378JM66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    454961 | PA      | $449033.61    | 0.01%             | 2042-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                            | Adani Electricity Mumbai Ltd                                                     | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    849000 | PA      | $759798.03    | 0.02%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2017-C1                                            | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14637615 | PA      | $286388.16    | 0.01%             | 2050-06-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                                                    | Hardee's Funding LLC                                                             | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1585250 | PA      | $1565161.55   | 0.04%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    687000 | PA      | $703666.62    | 0.02%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1840000 | PA      | $1816290.31   | 0.05%             | 2049-05-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384PKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21750044 | PA      | $3280783.10   | 0.08%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                                                 | Hunter Douglas Inc 2025 USD Term Loan B                                          | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    122982 | PA      | $122700.17    | 0.00%             | 2032-01-20      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                            | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $439493.30    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-7                                                  | CUSIP: 03466TAC1<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2108879.28   | 0.05%             | 2070-06-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                               | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $1949283.66   | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                                                           | ADMI Corp 2023 Term Loan B5                                                      | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    197000 | PA      | $191484.00    | 0.00%             | 2027-12-23      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KYWX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9000808 | PA      | $8198144.78   | 0.21%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                         | HOMES 2023-NQM1 Trust                                                            | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5098884 | PA      | $5096369.77   | 0.13%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Radnet Management Inc                                                               | Radnet Management Inc 2024 Term Loan B                                           | CUSIP: 75049EAP9<br>LEI: 549300T3TJ6A0P5TXM13 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                               | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    674000 | PA      | $663404.72    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                         | Starwood Property Trust Inc 2024 1st Lien Term Loan B                            | CUSIP: 85570DAK8<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |    124062 | PA      | $124334.20    | 0.00%             | 2027-11-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                              | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    795000 | PA      | $811011.30    | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920000 | PA      | $1757568.38   | 0.05%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                                             | Luminent Mortgage Trust 2007-1                                                   | CUSIP: 55028CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5969491 | PA      | $5281780.35   | 0.14%             | 2036-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382PMU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13842198 | PA      | $2291681.90   | 0.06%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    630000 | PA      | $658280.70    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                                       | Videotron Ltd                                                                    | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   1218000 | PA      | $1223018.16   | 0.03%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                             | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |   1240000 | PA      | $1273690.80   | 0.03%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                            | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $366569.00    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                    | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212060.20    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                                | ACE Securities Corp Home Equity Loan Trust Series 2007-WM2                       | CUSIP: 00442KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2569308 | PA      | $1039899.38   | 0.03%             | 2037-02-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                               | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    230000 | PA      | $234586.20    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1758634 | PA      | $1758623.21   | 0.05%             | 2039-02-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $72341.00     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                          | Carvana Co                                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    180478 | PA      | $185201.11    | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                            | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $428619.55    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                                                    | Simpar Europe SA                                                                 | CUSIP: 000000000<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $729099.00    | 0.02%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-B33                                                                    | CUSIP: 12658WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578483 | PA      | $547370.70    | 0.01%             | 2043-10-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                                | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    986000 | PA      | $984156.29    | 0.03%             | 2027-03-27      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                            | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    585000 | PA      | $602292.60    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUGR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15738891 | PA      | $15780648.33  | 0.41%             | 2054-06-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                                          | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $972221.79    | 0.03%             | 2030-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                                                 | Bally's Corporation 2021 Term Loan B                                             | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    149162 | PA      | $132380.85    | 0.00%             | 2028-10-02      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings Inc                                                             | Cyxtera DC Holdings Inc Term Loan B                                              | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81729 | PA      | $449.51       | 0.00%             | 2026-01-16      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                               | American Airlines Inc 2025 Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    201500 | PA      | $200476.38    | 0.01%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                             | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    290000 | PA      | $265486.30    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2023-SFR1 Trust                                               | CUSIP: 89616WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9975697 | PA      | $10055443.66  | 0.26%             | 2040-07-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                            | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $199098.00    | 0.01%             | 2025-10-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                               | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $1270025.92   | 0.03%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1294045 | PA      | $1295173.25   | 0.03%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333313.20    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $586592.00    | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    565000 | PA      | $586232.70    | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2503271.93   | 0.06%             | 2048-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1878000 | PA      | $1919885.35   | 0.05%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                                 | Gray Television Inc 2021 Term Loan D                                             | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     96005 | PA      | $93201.12     | 0.00%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                                             | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $571018.30    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                    | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1165954.72   | 0.03%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    525000 | PA      | $541553.25    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                                  | Renaissance Home Equity Loan Trust 2006-2                                        | CUSIP: 759676AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8664451 | PA      | $3289454.38   | 0.08%             | 2036-08-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                                                            | Team Health Holdings Inc 2022 Term Loan B                                        | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    106826 | PA      | $106458.71    | 0.00%             | 2027-03-02      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27469271 | PA      | $1157479.00   | 0.03%             | 2052-09-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                            | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $691938.00    | 0.02%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Franklin Square Holdings LP                                                         | Franklin Square Holdings LP 2024 Term Loan B                                     | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                               | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1670000 | PA      | $1698356.60   | 0.04%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $579703.05    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $468410.00    | 0.01%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                   | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158304.00    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                    | CSN Resources SA                                                                 | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $986544.00    | 0.03%             | 2032-04-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                              | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    209372 | PA      | $206447.07    | 0.01%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                            | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $220503.80    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                                                 | Brant Point CLO 2024-5 Ltd                                                       | CUSIP: 83617CAL8<br>LEI: 2549006N6CIHZ26VQC36 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497600.00    | 0.01%             | 2037-10-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                   | CUSIP: 93363PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2761981 | PA      | $2422079.95   | 0.06%             | 2036-11-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2014-C25                              | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907588 | PA      | $923.86       | 0.00%             | 2047-11-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Harsco Corporation                                                                  | Harsco Corporation 2021 Term Loan                                                | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |    104727 | PA      | $103928.72    | 0.00%             | 2028-06-09      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                                | Pertamina Persero PT                                                             | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   1700000 | PA      | $1666068.00   | 0.04%             | 2026-02-09      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                               | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $347046.60    | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                             | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    680000 | PA      | $709512.00    | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $197321.66    | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XPW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24148468 | PA      | $24451676.23  | 0.63%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AGW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2201720 | PA      | $1686045.15   | 0.04%             | 2043-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                                                     | ALERA GROUP INC 2025 TERM LOAN                                                   | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    140000 | PA      | $140577.50    | 0.00%             | 2032-05-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470344.50    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140LGX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9719447.80   | 0.25%             | 2032-08-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $1839328.68   | 0.05%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                              | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1149174.42   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKAN                                                          | STICHTING ADMINISTRATIEKAN                                                       | CUSIP: 860570100<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       261 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NISOURCE INC                                                                        | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1026365.20   | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco US CLO 2023-3 Ltd                                                        | CUSIP: 46091RAE3<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $999256.00    | 0.03%             | 2036-07-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                                | Unigel Luxembourg SA                                                             | CUSIP: 000000000<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     62116 | PA      | $49494.03     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| M/I HOMES INC                                                                       | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    365000 | PA      | $362623.85    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FXLJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5966458 | PA      | $969821.60    | 0.03%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XXXI Ltd                                                               | CUSIP: 55952GAA4<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501408.00    | 0.01%             | 2034-07-15      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $594066.00    | 0.02%             | 2027-05-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137ABA76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2373583 | PA      | $217431.47    | 0.01%             | 2041-05-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3300 | NC      | $18091411.80  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                 | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    746000 | PA      | $748260.38    | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2098055.45   | 0.05%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUJP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  33367555 | PA      | $33652086.74  | 0.87%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                  | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $471002.70    | 0.01%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-B33                                                                    | CUSIP: 12658WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1410000 | PA      | $1234391.58   | 0.03%             | 2043-10-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1863430 | PA      | $1858014.01   | 0.05%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                               | VOLT XCVI LLC                                                                    | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76593 | PA      | $76569.56     | 0.00%             | 2051-03-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                            | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    948000 | PA      | $956702.64    | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jol Air                                                                             | JOL Air Ltd                                                                      | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   1650815 | PA      | $1634341.77   | 0.04%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp                                                                | WMG Acquisition Corp 2021 TERM LOAN G                                            | CUSIP: 92929LAV0<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                                 | NBM US Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200994.00    | 0.01%             | 2029-08-06      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1831000 | PA      | $1926718.03   | 0.05%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPIN                                                                    | InRetail Shopping Malls                                                          | CUSIP: 000000000<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |    950000 | PA      | $946789.00    | 0.02%             | 2028-04-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132FCDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8302701 | PA      | $7468913.92   | 0.19%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $175487.40    | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | Carlyle US CLO 2023-3 Ltd                                                        | CUSIP: 14318FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3006228.00   | 0.08%             | 2036-10-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    660000 | PA      | $663088.80    | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                                                | Townsquare Media Inc 2025 Term Loan                                              | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     69562 | PA      | $62954.06     | 0.00%             | 2030-02-19      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                                           | Construction Partners Inc Term Loan B                                            | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    228850 | PA      | $229851.22    | 0.01%             | 2031-11-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75200000 | PA      | $64513375.38  | 1.67%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-7                                                  | CUSIP: 03466TAD9<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2817944.98   | 0.07%             | 2070-06-25      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group LLC                                                           | Eisner Advisory Group LLC 2024 Term Loan B                                       | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    231664 | PA      | $232967.50    | 0.01%             | 2031-02-28      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                              | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |   1125000 | PA      | $1090338.75   | 0.03%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                      | Solventum Corp                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1166865.37   | 0.03%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $989911.10    | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2021-2                                       | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20742 | PA      | $20709.12     | 0.00%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                                            | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    521000 | PA      | $533316.44    | 0.01%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                              | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $138531.00    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                                              | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 000000000<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $189248.00    | 0.00%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136B3RY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6434400 | PA      | $6041261.44   | 0.16%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    991309 | PA      | $918643.80    | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                            | Americold Realty Operating Partnership LP                                        | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |    501000 | PA      | $503259.51    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                                                   | Generate Clo 13 Ltd                                                              | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1004200.00   | 0.03%             | 2037-01-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                                                 | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $402036.00    | 0.01%             | 2035-07-02      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138YHX21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64462 | PA      | $57226.40     | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGROSUPER SA                                                                        | Agrosuper SA                                                                     | CUSIP: 000000000<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |    350000 | PA      | $325258.50    | 0.01%             | 2032-01-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                               | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240910.25    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | CUSIP: 61766RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1835000 | PA      | $1657362.95   | 0.04%             | 2049-11-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                              | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $497365.44    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                                                | LC AHAB US Bidco LLC Term Loan B                                                 | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    327861 | PA      | $328067.35    | 0.01%             | 2031-05-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                            | Cloud Software Group Inc 2024 USD Term Loan                                      | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    199000 | PA      | $199559.19    | 0.01%             | 2031-03-21      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                | Glencore Funding LLC                                                             | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2151723.00   | 0.06%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-43CB                                                 | CUSIP: 02149FAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2174523 | PA      | $1056395.84   | 0.03%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $805740.50    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                            | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1254000 | PA      | $1265122.98   | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2023-3                                                | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2981497 | PA      | $2981718.83   | 0.08%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                                                    | Ocean Trails CLO V                                                               | CUSIP: 67515EAX4<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998547.00    | 0.03%             | 2031-10-13      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114653.19    | 0.00%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $970840.81    | 0.03%             | 2042-06-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                              | Aveanna Healthcare LLC 2021 Term Loan B                                          | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    316804 | PA      | $310765.73    | 0.01%             | 2028-07-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon Capital CLO 2017-1 Ltd                                                    | CUSIP: 13876GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001104.00   | 0.03%             | 2030-07-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                            | Devon Energy Corp                                                                | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    585000 | PA      | $527090.85    | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    230000 | PA      | $234956.50    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    115000 | PA      | $118224.60    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                       | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $972458.08    | 0.03%             | 2035-06-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PMT Issuer Trust - FMSR                                                          | CUSIP: 69346MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1303888.43   | 0.03%             | 2026-03-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc 2024 Term Loan B                                                     | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    104212 | PA      | $96433.56     | 0.00%             | 2029-09-04      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| VR Funding LLC                                                                      | VR Funding LLC                                                                   | CUSIP: 91835CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    729333 | PA      | $720134.99    | 0.02%             | 2050-11-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BDLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10328777 | PA      | $1741349.46   | 0.04%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                       | Catalent Pharma Solutions Inc 2021 Term Loan B3                                  | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                  | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326231.75    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                                | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1670000 | PA      | $1665930.21   | 0.04%             | 2042-08-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382QAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7632960 | PA      | $892567.25    | 0.02%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492939 | PA      | $498736.00    | 0.01%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                        | MH Sub I LLC 2024 Term Loan B4                                                   | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    231946 | PA      | $202155.78    | 0.01%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                                    | CPI Holdco B LLC 2024 Incremental Term Loan B                                    | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $115036.23    | 0.00%             | 2031-05-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306924.00    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                                                  | Central Parent Inc 2024 Term Loan B                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129348 | PA      | $108335.74    | 0.00%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110870.10    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                              | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    670000 | PA      | $659206.30    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                    | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1219918.50   | 0.03%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2023-NQM4                                        | CUSIP: 10569YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8704896 | PA      | $8746026.36   | 0.23%             | 2063-05-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                             | QXO Inc Term Loan B                                                              | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     35889 | PA      | $36178.69     | 0.00%             | 2032-04-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                            | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651625.00    | 0.02%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                                                       | Brand Industrial Services Inc 2024 Term Loan B                                   | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    148707 | PA      | $125072.05    | 0.00%             | 2030-08-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc 2024 Term Loan B2                                                 | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     46066 | PA      | $43935.62     | 0.00%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                              | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1391447.75   | 0.04%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BNC Mortgage Loan Trust                                                             | BNC Mortgage Loan Trust 2006-1                                                   | CUSIP: 055682AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14913330 | PA      | $10268607.08  | 0.27%             | 2036-10-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GC32                                           | CUSIP: 36250PAF2<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |   3901997 | PA      | $2310.88      | 0.00%             | 2048-07-10      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                         | Grant Thornton Advisors LLC 2025 Term Loan B                                     | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    226372 | PA      | $226457.13    | 0.01%             | 2031-06-02      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA                                                               | Orazul Energy Peru SA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    400000 | PA      | $394788.00    | 0.01%             | 2027-04-28      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                         | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275959.75    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                            | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1168642.00   | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1017179.25   | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2450 | NC      | $3340138.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $391809.11    | 0.01%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners Clo XXXVII Ltd                                           | CUSIP: 08182TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991939.00    | 0.03%             | 2038-01-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                              | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133596.40    | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                               | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1492500 | PA      | $1520050.48   | 0.04%             | 2054-07-30      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQRR LLC                                                         | HAMILTON PROJECTS ACQRR LLC 2025 TERM LOAN                                       | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     40000 | PA      | $40183.40     | 0.00%             | 2031-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137B8MJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2926829 | PA      | $2658323.70   | 0.07%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Race Point CLO Ltd                                                                  | Race Point IX CLO Ltd                                                            | CUSIP: 74981HCG3<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2245050.00   | 0.06%             | 2030-10-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                 | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   2137000 | PA      | $2133858.61   | 0.06%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2297000 | PA      | $2315927.28   | 0.06%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                            | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    205000 | PA      | $211195.10    | 0.01%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust Series 2006-GP2                                                  | CUSIP: 525227AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5599803 | PA      | $4287556.87   | 0.11%             | 2046-06-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                         | ASURION LLC 2025 TERM LOAN B13                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     55000 | PA      | $53501.25     | 0.00%             | 2030-09-19      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                     | Natgasoline LLC 2025 Term Loan B                                                 | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |     59625 | PA      | $59401.41     | 0.00%             | 2030-03-29      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                                 | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    714000 | PA      | $716506.14    | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                        | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    571000 | PA      | $595061.94    | 0.02%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                              | Newmont Corp / Newcrest Finance Pty Ltd                                          | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1256325.84   | 0.03%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                                                               | Bridge Street CLO II Ltd                                                         | CUSIP: 10806JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2099370.00   | 0.05%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                           | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226607.50    | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                       | MHC Trust 2021-MHC2                                                              | CUSIP: 55293AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688000 | PA      | $687999.66    | 0.02%             | 2038-05-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| I-Logic Technologies Bidco Limited                                                  | I-Logic Technologies Bidco Limited 2024 Term Loan                                | CUSIP: 00510DAF1<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    167938 | PA      | $168305.51    | 0.00%             | 2028-02-16      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO HOLDINGS UK LTD                                                       | INEOS Quattro Holdings UK Ltd 2024 USD Term Loan B                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159600 | PA      | $146233.50    | 0.00%             | 2031-10-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                                 | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    195000 | PA      | $207501.45    | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H1TT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9530666 | PA      | $1781212.46   | 0.05%             | 2051-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                                 | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    950000 | PA      | $949031.00    | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    952000 | PA      | $973182.00    | 0.03%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382U5C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12762851 | PA      | $1345100.63   | 0.03%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                          | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217650.30    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10133657 | PA      | $9983409.03   | 0.26%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR5 Trust                                             | CUSIP: 74332HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2594442.59   | 0.07%             | 2029-08-09      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                       | AEP Texas Inc                                                                    | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $1613379.35   | 0.04%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1926917.46   | 0.05%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853864 | PA      | $1446.22      | 0.00%             | 2048-03-10      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                               | Quikrete Holdings Inc 2024 Term Loan B1                                          | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    142100 | PA      | $142230.02    | 0.00%             | 2029-03-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2022-NQM3                                        | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2682953 | PA      | $2667532.64   | 0.07%             | 2062-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1651362 | PA      | $1653541.65   | 0.04%             | 2037-06-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                          | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3507271.43   | 0.09%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                                                           | Regatta XXIII Funding Ltd                                                        | CUSIP: 75889FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4499550.00   | 0.12%             | 2035-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                                                      | Vallourec SACA                                                                   | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    520000 | PA      | $545677.60    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2015-P2                                    | CUSIP: 95000AAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10407149 | PA      | $10066.00     | 0.00%             | 2048-12-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                                                              | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $670278.40    | 0.02%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Homeserve USA Holding Corp                                                          | Homeserve USA Holding Corp 2024 Term Loan B                                      | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |    108625 | PA      | $108862.89    | 0.00%             | 2030-10-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138ERHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7118540 | PA      | $6325613.02   | 0.16%             | 2041-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254540.30    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Mortgage-Backed Trust 2006-7                                                | CUSIP: 22942KDS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085812 | PA      | $963206.13    | 0.02%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                   | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $325942.50    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                                            | Clearwater Analytics LLC 2025 Term Loan B                                        | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    100000 | PA      | $100125.00    | 0.00%             | 2032-04-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2406250 | PA      | $2406336.63   | 0.06%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $398972.00    | 0.01%             | 2029-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                                                                  | CCL Industries Inc                                                               | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   1343000 | PA      | $1245874.24   | 0.03%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                             | Sasol Financing USA LLC                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195774.00    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381DGR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  96472943 | PA      | $4832321.04   | 0.12%             | 2063-03-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2021-21 Ltd                                                              | CUSIP: 671000AS6<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978300.00    | 0.03%             | 2038-01-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                                                             | Unigel Netherlands Holding Corp BV                                               | CUSIP: 000000000<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |    262805 | PA      | $6415.07      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                           | DG Investment Intermediate Holdings 2 Inc 2021 2nd Lien Term Loan                | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $59793.60     | 0.00%             | 2029-03-30      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412052.00    | 0.01%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  51991085 | PA      | $1191353.89   | 0.03%             | 2052-11-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                         | Netflix Inc                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    950000 | PA      | $992360.50    | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                                                              | Frigorifico Concepcion SA                                                        | CUSIP: 000000000<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |    400000 | PA      | $314532.00    | 0.01%             | 2028-07-21      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                               | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1080360.00   | 0.03%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382XJ89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6060616 | PA      | $972771.70    | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                    | CSC Holdings LLC 2022 Term Loan B6                                               | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     75000 | PA      | $74104.88     | 0.00%             | 2028-01-18      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $334356.75    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11685533 | PA      | $16595.09     | 0.00%             | 2049-02-10      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                                              | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    255000 | PA      | $247168.95    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322908.80    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                                                 | Textainer Marine Containers VII Ltd                                              | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1932000 | PA      | $1940443.01   | 0.05%             | 2049-08-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2021-VI Ltd                                                         | CUSIP: 12553SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999100.00    | 0.03%             | 2034-10-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust   | CUSIP: 93934FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4194120 | PA      | $3302006.04   | 0.09%             | 2036-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IndyMac IMJA Mortgage Loan Trust                                                    | IndyMac IMJA Mortgage Loan Trust 2007-A4                                         | CUSIP: 45670VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21708324 | PA      | $5484889.57   | 0.14%             | 2038-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                         | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1233000 | PA      | $1167120.81   | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              |  | US        |    290000 | PA      | $293030.50    | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                                 | Ascend Learning, LLC 2021 2nd Lien Term Loan                                     | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     39830 | PA      | $39978.99     | 0.00%             | 2029-12-10      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc 2024 Term Loan B1                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    105765 | PA      | $105764.83    | 0.00%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                     | Madison IAQ LLC Term Loan                                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    369495 | PA      | $370187.50    | 0.01%             | 2028-06-21      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3131XVVC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4261585 | PA      | $3786891.51   | 0.10%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                            | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1121250.79   | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                        | RealPage Inc 1st Lien Term Loan                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    139276 | PA      | $138476.34    | 0.00%             | 2028-04-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AA6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20907 | PA      | $11043.88     | 0.00%             | 2043-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1360000 | PA      | $1385173.60   | 0.04%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                            | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    645000 | PA      | $664143.60    | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                          | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14860888 | PA      | $92486.29     | 0.00%             | 2049-06-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    485000 | PA      | $512300.65    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1052234.82   | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO IX Ltd                                               | CUSIP: 08181BBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996211.00    | 0.03%             | 2037-10-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2022-RN1 LLC                                                                | CUSIP: 69363JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10041172 | PA      | $10046592.33  | 0.26%             | 2051-07-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    365000 | PA      | $382155.00    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sauer Brands Inc                                                                    | Sauer Brands Inc Term Loan B                                                     | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    191897 | PA      | $193290.68    | 0.00%             | 2032-02-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ARDONAGH MIDCO 3 PLC                                                                | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    197861 | PA      | $196871.54    | 0.01%             | 2031-02-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-HYB1                                        | CUSIP: 22239EAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875209 | PA      | $770817.39    | 0.02%             | 2037-03-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1942643.40   | 0.05%             | 2038-08-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                                           | ADMI Corp 2021 Incremental Term Loan B3                                          | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    142048 | PA      | $135833.71    | 0.00%             | 2027-12-23      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                               | FMC GMSR Issuer Trust                                                            | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2520021.74   | 0.07%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                  | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1252804.14   | 0.03%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                                                    | Grace Trust 2020-GRCE                                                            | CUSIP: 38406JAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147000 | PA      | $985803.04    | 0.03%             | 2040-12-10      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust Series 2006-8                     | CUSIP: 86361JAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82328 | PA      | $73490.34     | 0.00%             | 2036-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                           | Pike Corp                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    285000 | PA      | $310191.15    | 0.01%             | 2031-01-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140NU2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8043885 | PA      | $7966537.16   | 0.21%             | 2054-04-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                   | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    218350 | PA      | $218272.49    | 0.01%             | 2031-08-04      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| CUBE INDUSTRIALS BUYER INC                                                          | Cube Industrials Buyer Inc 2024 Term Loan                                        | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    255000 | PA      | $256672.80    | 0.01%             | 2031-10-17      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70641.51     | 0.00%             | 2027-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM2                                                                   | CUSIP: 281917AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2009951.24   | 0.05%             | 2070-06-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                  | Athene Holding Ltd                                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    907000 | PA      | $893104.76    | 0.02%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                                                | Cengage Learning Inc 2024 1st Lien Term Loan B                                   | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    128703 | PA      | $129161.42    | 0.00%             | 2031-03-24      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                           | DG Investment Intermediate Holdings 2 Inc 2021 Term Loan                         | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319174 | PA      | $320160.16    | 0.01%             | 2028-03-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings Inc                                                                | Fortrea Holdings Inc Term Loan B                                                 | CUSIP: 34965PAD8<br>LEI: 5493000FIVFABOVCDU97 | Long             | LON              | CORP              | US        |     13799 | PA      | $12418.86     | 0.00%             | 2030-07-01      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                              | American International Group Inc                                                 | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    516000 | PA      | $528662.64    | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C7 Mortgage Trust                                                      | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1288000 | PA      | $1332265.20   | 0.03%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                                             | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $115875.20    | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                                   | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $921895.20    | 0.02%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                            | CSX Corp                                                                         | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2869000 | PA      | $2007754.89   | 0.05%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                              | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    360000 | PA      | $361040.40    | 0.01%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                                | Ineos US Finance LLC 2023 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    388808 | PA      | $373638.25    | 0.01%             | 2030-02-18      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                              | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170044.20    | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QMX22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606872 | PA      | $563088.56    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNL Quintero SA                                                                     | GNL Quintero SA                                                                  | CUSIP: 000000000<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    370720 | PA      | $368054.52    | 0.01%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3021437.10   | 0.08%             | 2049-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                             | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $485308.80    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    375000 | PA      | $356171.25    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                                                              | Banco GNB Sudameris SA                                                           | CUSIP: 000000000<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    150000 | PA      | $148045.50    | 0.00%             | 2031-04-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc 2024 1st Lien Term Loan B                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    216537 | PA      | $214573.66    | 0.01%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | Carlyle US CLO 2023-3 Ltd                                                        | CUSIP: 14318FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003220.00   | 0.05%             | 2036-10-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR                                                      | STICHTING ADMINISTRATIEKANTOOR                                                   | CUSIP: 860570118<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       711 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-29

**Name of Applicant:** SSGA Active Trust

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer