# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-25-004160
**Filing Date:** 2025-10
**Character Count:** 673012
**Document Hash:** 999b84788b1b77617979175336c965cf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004160.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004160

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 251429177

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Unconstrained Debt Fund (Series ID: S000030249)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000093101 | Class A      | JSIAX           |
| C000093102 | Class C      | JINCX           |
| C000093103 | Class I      | JSISX           |
| C000093104 | Class R2     | JISZX           |
| C000093105 | Class R5     | JSIRX           |
| C000106117 | Class R6     | JSIMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Unconstrained Debt Fund

- **b. EDGAR series identifier (if any):** S000030249

- **c. LEI of Series:** L741Z0PP68YKBPJH3F03

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **Yes**

### Fund Information

**Total Assets:** $1364147213.31

**Total Liabilities:** $182703766.16

**Net Assets:** $1181443447.15

**Cash Not Reported:** $2593462.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 668.64023000 | **1-Year:** 33906.92232000 | **5-Year:** 147655.93325000 | **10-Year:** 128062.42639000 | **30-Year:** 48461.94333000

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

- **3-Month:** -12832.15252000 | **1-Year:** 19016.54351000 | **5-Year:** 43401.41408000 | **10-Year:** 18972.56776000 | **30-Year:** 5865.54934000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000093101 | 1.32%                | 0.29%                | 1.07%                |
| Class ID C000093104 | 1.30%                | 0.16%                | 1.24%                |
| Class ID C000093105 | 1.34%                | 0.31%                | 1.03%                |
| Class ID C000106117 | 1.35%                | 0.32%                | 1.04%                |
| Class ID C000093102 | 1.29%                | 0.14%                | 1.27%                |
| Class ID C000093103 | 1.34%                | 0.21%                | 1.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $151705.02               | $15810800.57                               |
| Month 2  | $1566302.63              | $-6217109.86                               |
| Month 3  | $1887384.55              | $9769892.77                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                  | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $210857.40    | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22419000 | PA      | $542.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                           | Amkor Technology, Inc.                                                            | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2997.19      | 0.00%             | 2027-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4173, Class I                                                | CUSIP: 3137B0H31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1335558 | PA      | $199815.99    | 0.02%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.                       | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class BR                | CUSIP: 64133WAQ8<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $948751.70    | 0.08%             | 2036-07-16      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                            | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   252100000 | PA      | $13574726.97  | 1.15%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2024-2A, Class D                                   | CUSIP: 52590AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $252322.05    | 0.02%             | 2034-02-21      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                           | Sonic Automotive, Inc.                                                            | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      225000 | PA      | $218725.70    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                              | Owens & Minor, Inc.                                                               | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34697.30     | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4216, Class MI                                               | CUSIP: 3137B2TV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95944 | PA      | $2243.67      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                            | Diebold Nixdorf, Inc.                                                             | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      254000 | PA      | $268727.68    | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Itron, Inc.                                                      | Itron, Inc.                                                                       | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      660000 | PA      | $753828.55    | 0.06%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                      | Ciena Corp.                                                                       | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |      170000 | PA      | $161376.70    | 0.01%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                              | NatWest Markets plc                                                               | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205633.17    | 0.02%             | 2030-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust, Series 2022-2, Class A1                     | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      555725 | PA      | $542124.81    | 0.05%             | 2067-03-25      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-PJ7, Class A1                    | CUSIP: 36272MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1364645 | PA      | $1384154.83   | 0.12%             | 2055-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29945.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                              | Verisure Holding AB                                                               | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |       50000 | PA      | $58315.30     | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K123, Class X1   | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11275939 | PA      | $369084.05    | 0.03%             | 2030-12-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      660000 | PA      | $663593.79    | 0.06%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                              | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1866000 | PA      | $2011715.83   | 0.17%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                              | Constellation Energy Generation LLC                                               | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      289000 | PA      | $283680.61    | 0.02%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                        | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $345456.86    | 0.03%             | 2027-06-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                          | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23806.73     | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                          | Accenture Capital, Inc.                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      520000 | PA      | $507888.41    | 0.04%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LB-UBS Commercial Mortgage Trust                                 | LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ                        | CUSIP: 50179MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2039-09-15      | Variable      | 5.45%                 | No            |                  3 | On Loan: No      |
| NorthRiver Midstream Finance LP                                  | NorthRiver Midstream Finance LP, 1st Lien Term Loan B                             | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |      402877 | PA      | $403066.01    | 0.03%             | 2030-08-16      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                      | Adient Global Holdings Ltd.                                                       | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       25000 | PA      | $25711.48     | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Neopharmed Gentili SpA                                           | Neopharmed Gentili SpA                                                            | CUSIP: N/A<br>LEI: 815600C8FD3DCB866E50       | Long             | DBT              | CORP              | IT        |      208000 | PA      | $253536.50    | 0.02%             | 2030-04-08      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2012-109, Class WI                                            | CUSIP: 3136A8L73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      225488 | PA      | $4379.64      | 0.00%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                     | FirstEnergy Transmission LLC                                                      | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1480197.60   | 0.13%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       57000 | PA      | $60319.17     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                  | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      665000 | PA      | $659583.91    | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161741.60    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1863652.50   | 0.16%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                           | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $2157337.20   | 0.18%             | 2026-11-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-2, Class A1                               | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1264336 | PA      | $1267271.20   | 0.11%             | 2068-03-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Finance plc                                          | Avis Budget Finance plc                                                           | CUSIP: N/A<br>LEI: 549300W3BJJPGKCIOI13       | Long             | DBT              | CORP              | JE        |      252000 | PA      | $302908.39    | 0.03%             | 2030-07-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                 | JPMorgan Prime Money Market Fund, Class Institutional                             | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |    90300539 | NS      | $90336659.56  | 7.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd.                       | Neuberger Berman Loan Advisers CLO Ltd., Series 2022-50A, Class BR                | CUSIP: 64134VAS5<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1001328.00   | 0.08%             | 2036-07-23      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-854.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                          | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |      245000 | PA      | $253488.55    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                | Hanesbrands, Inc.                                                                 | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21261.98     | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      840000 | PA      | $667068.42    | 0.06%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2019-3, Class A                    | CUSIP: 92257HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      522648 | PA      | $508610.76    | 0.04%             | 2049-10-25      | Variable      | 3.03%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $27452.60     | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48418.71     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                             | Xerox Holdings Corp.                                                              | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      131000 | PA      | $79623.44     | 0.01%             | 2029-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1217591.79   | 0.10%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                              | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      184778 | PA      | $225999.85    | 0.02%             | 2028-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| APi Group DE, Inc.                                               | APi Group DE, Inc.                                                                | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16710.26     | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp., Series B                                                          | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |       21082 | PA      | $0.00         | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-4, Class A1                               | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |     1078830 | PA      | $1080123.40   | 0.09%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Pro-Gest SpA                                                     | Pro-Gest SpA                                                                      | CUSIP: N/A<br>LEI: 815600EDD04F9C60D660       | Long             | DBT              | CORP              | IT        |      350000 | PA      | $157644.03    | 0.01%             | 2024-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                  | NCR Voyix Corp.                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93654.18     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                      | Business Jet Securities LLC, Series 2024-1A, Class A                              | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1427905 | PA      | $1473646.81   | 0.12%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  3 | On Loan: No      |
| Kioxia Holdings Corp.                                            | Kioxia Holdings Corp.                                                             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $200133.80    | 0.02%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                        | Trinidad Generation UnLtd                                                         | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      351000 | PA      | $368090.19    | 0.03%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Brightstar Lottery plc                                           | Brightstar Lottery plc                                                            | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $343914.68    | 0.03%             | 2028-04-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| NRM FHT1 Excess Owner LLC                                        | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A                              | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2725049 | PA      | $2742056.20   | 0.23%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      300000 | PA      | $339988.49    | 0.03%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      430000 | PA      | $412574.47    | 0.03%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                 | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26101.05     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                   | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31576.72     | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust, Series 2024-NPL1, Class A1                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1496389 | PA      | $1503825.54   | 0.13%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                             | OI European Group BV                                                              | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120093.27    | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                               | Metropolitan Life Global Funding I                                                | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      620000 | PA      | $603046.64    | 0.05%             | 2029-03-21      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K128, Class X1   | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    30567195 | PA      | $699242.93    | 0.06%             | 2031-03-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2022-C15, Class A2                                   | CUSIP: 05552FAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2736000 | PA      | $2695864.25   | 0.23%             | 2055-04-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class B                        | CUSIP: 22535LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      910000 | PA      | $914735.73    | 0.08%             | 2034-11-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $2819823.65   | 0.24%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                               | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      205000 | PA      | $204363.50    | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1106978.97   | 0.09%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   180966527 | PA      | $4366110.21   | 0.37%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                  | JH North America Holdings, Inc.                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48718.80     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                       | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class A3              | CUSIP: 46591AAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      968479 | PA      | $962762.68    | 0.08%             | 2051-06-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                        | ELM Trust, Series 2024-ELM, Class C10                                             | CUSIP: 26860XBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680000 | PA      | $685397.91    | 0.06%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K131, Class X1   | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11934827 | PA      | $429714.65    | 0.04%             | 2031-07-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      202000 | PA      | $196179.90    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                        | Banijay Entertainment SAS                                                         | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $243443.05    | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I BV                                              | Q-Park Holding I BV                                                               | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240890.45    | 0.02%             | 2029-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $54397.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                              | CF Industries, Inc.                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     1313000 | PA      | $1173930.48   | 0.10%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                            | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $748454.00    | 0.06%             | 2028-11-16      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1349002.95   | 0.11%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      691000 | PA      | $718494.20    | 0.06%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       84000 | PA      | $91465.84     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45665.33     | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                  | Hertz Vehicle Financing LLC, Series 2025-4A, Class B                              | CUSIP: 42806MDG1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      660000 | PA      | $673437.86    | 0.06%             | 2031-12-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                       | Allison Transmission, Inc.                                                        | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      130000 | PA      | $131013.09    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2015-H13, Class GI                                                   | CUSIP: 38376RCK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      263792 | PA      | $7593.52      | 0.00%             | 2065-04-20      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                         | Group 1 Automotive, Inc.                                                          | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21516.96     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      149000 | PA      | $154383.21    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                              | Republic of Ecuador                                                               | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      814435 | PA      | $614898.43    | 0.05%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance BV                              | Abertis Infraestructuras Finance BV                                               | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $460413.44    | 0.04%             | 2027-01-26      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust                                                       | ROCK Trust, Series 2024-CNTR, Class A                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2723228 | PA      | $2803174.89   | 0.24%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $2428270.66   | 0.21%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                            | Wrangler Holdco Corp.                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $83396.24     | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                              | Suzano Austria GmbH                                                               | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1200000 | PA      | $1234488.00   | 0.10%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                          | JPMorgan Mortgage Trust, Series 2006-S2, Class 1A19                               | CUSIP: 46628YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      272760 | PA      | $116323.52    | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                             | LHOME Mortgage Trust, Series 2024-RTL5, Class A1                                  | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |      697000 | PA      | $698200.65    | 0.06%             | 2039-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      256000 | PA      | $257171.38    | 0.02%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                               | First Franklin Mortgage Loan Trust, Series 2004-FF5, Class A1                     | CUSIP: 32027NJT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |           1 | PA      | $1.19         | 0.00%             | 2034-08-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                         | Central Garden & Pet Co.                                                          | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      210000 | PA      | $198626.95    | 0.02%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                    | Berkshire Hathaway Energy Co.                                                     | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      151000 | PA      | $125353.50    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                          | Telefonica Emisiones SA                                                           | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $633765.68    | 0.05%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                              | American Home Mortgage Assets Trust, Series 2006-6, Class A1A                     | CUSIP: 008684AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      743349 | PA      | $637117.80    | 0.05%             | 2046-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                       | Allison Transmission, Inc.                                                        | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      305000 | PA      | $281494.99    | 0.02%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                     | Canadian Pacific Railway Co.                                                      | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      340000 | PA      | $240745.56    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                            | Ahead DB Holdings LLC, 1st Lien Term Loan B-3                                     | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |      534819 | PA      | $534931.10    | 0.05%             | 2031-02-03      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                  | Palmer Square Loan Funding Ltd., Series 2024-3A, Class B                          | CUSIP: 69690EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1603320.00   | 0.14%             | 2032-08-08      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SARL                                                 | JBS USA LUX Sarl                                                                  | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      609000 | PA      | $633128.58    | 0.05%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GCI LLC                                                          | GCI LLC                                                                           | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      260000 | PA      | $253210.10    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                | CUSIP: 3140XQJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3172244 | PA      | $3205993.06   | 0.27%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                             | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $119269.46    | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1482231.07   | 0.13%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2006-A, Class 1A1                           | CUSIP: 058927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      102521 | PA      | $97454.48     | 0.01%             | 2036-02-20      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                           | BP Capital Markets plc                                                            | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      247000 | PA      | $246702.91    | 0.02%             | 2025-09-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                                    | Commonbond Student Loan Trust, Series 2018-AGS, Class C                           | CUSIP: 20269DAD7<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |       47270 | PA      | $39689.58     | 0.00%             | 2044-02-25      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      245000 | PA      | $247916.24    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                  | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $800839.23    | 0.07%             | 2026-04-18      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2524.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29912.86     | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                                        | Fells Point Funding Trust                                                         | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      832000 | PA      | $817699.39    | 0.07%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      942000 | PA      | $977325.00    | 0.08%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                 | Country Garden Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |     1072000 | PA      | $93800.00     | 0.01%             | 2025-10-22      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     1085000 | PA      | $1080117.50   | 0.09%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                           | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      280000 | PA      | $296778.67    | 0.03%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class C     | CUSIP: 46590RAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      276000 | PA      | $226589.32    | 0.02%             | 2049-08-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                              | American Axle & Manufacturing, Inc.                                               | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200934.00    | 0.02%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                            | Republic of Indonesia                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 42329000000 | PA      | $2668810.08   | 0.23%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class B              | CUSIP: 46644UBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1825000 | PA      | $1686468.27   | 0.14%             | 2048-07-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Lhome Mortgage Trust                                             | Lhome Mortgage Trust, Series 2025-RTL2, Class A1                                  | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $403221.32    | 0.03%             | 2040-04-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K110, Class X1   | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9325079 | PA      | $568525.82    | 0.05%             | 2030-04-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                       | Allianz SE                                                                        | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $609720.60    | 0.05%             | 2054-09-03      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2023-4, Class B              | CUSIP: 02530CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      162049 | PA      | $162160.14    | 0.01%             | 2028-02-14      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Pret LLC                                                         | Pret LLC, Series 2025-NPL2, Class A1                                              | CUSIP: 69392JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2398366 | PA      | $2416226.49   | 0.20%             | 2055-03-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                        | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     1470000 | PA      | $2124885.00   | 0.18%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                     | Ardagh Packaging Finance plc                                                      | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $129977.00    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                           | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      476000 | PA      | $505512.00    | 0.04%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                    | Yinson Bergenia Production BV                                                     | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      713000 | PA      | $747224.00    | 0.06%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                             | Elmwood CLO Ltd., Series 2019-3A, Class BRR                                       | CUSIP: 29002HBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1253093.75   | 0.11%             | 2037-07-18      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2015-PC1, Class C                               | CUSIP: 12593GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      736384 | PA      | $710610.82    | 0.06%             | 2050-07-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding, Inc.                                   | Vista Management Holding, Inc., 1st Lien Term Loan                                | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      147231 | PA      | $147921.58    | 0.01%             | 2031-04-01      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4130000 | PA      | $4218148.94   | 0.36%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2025-NQM10, Class A1                                            | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |     1034146 | PA      | $1044531.54   | 0.09%             | 2065-05-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2025-2, Class D                    | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1840155.48   | 0.16%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                         | Argentine Republic                                                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1820000 | PA      | $1153880.00   | 0.10%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom SA                                            | Matterhorn Telecom SA                                                             | CUSIP: N/A<br>LEI: 549300MTB0YI26SMUT22       | Long             | DBT              | CORP              | LU        |      110201 | PA      | $128926.96    | 0.01%             | 2026-09-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                       | CUSIP: 3140FXJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      897210 | PA      | $808591.09    | 0.07%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31672.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp.                                   | Hughes Satellite Systems Corp.                                                    | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $27762.18     | 0.00%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                     | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101625.10    | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                      | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      630000 | PA      | $640237.50    | 0.05%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                              | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                           | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      360000 | PA      | $361648.80    | 0.03%             | 2031-12-02      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                       | Primo Water Holdings, Inc.                                                        | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $85447.51     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                      | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      940000 | PA      | $1030182.66   | 0.09%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                       | Essendi SA                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $370915.70    | 0.03%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                          | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133179.93    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25921.89     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CF Industries, Inc.                                              | CF Industries, Inc.                                                               | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      835000 | PA      | $835698.14    | 0.07%             | 2026-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      930000 | PA      | $938621.73    | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                        | Banijay Entertainment SAS                                                         | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |      119000 | PA      | $144848.62    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                       | Flagship Credit Auto Trust, Series 2023-1, Class B                                | CUSIP: 337955AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      246000 | PA      | $246304.38    | 0.02%             | 2028-01-18      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      764000 | PA      | $424938.16    | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1422024.73   | 0.12%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                             | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $249062.76    | 0.02%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                           | Aramark Services, Inc.                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84375.52     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      710000 | PA      | $748989.03    | 0.06%             | 2029-10-03      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    20002109 | PA      | $-232798.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp.                                                         | VF Corp.                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      128000 | PA      | $111670.48    | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                  | Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2                         | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1529560 | PA      | $1531115.56   | 0.13%             | 2032-08-08      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                               | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      520000 | PA      | $443450.80    | 0.04%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                      | McGraw-Hill Education, Inc.                                                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105546.51    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       88000 | PA      | $91336.92     | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EPIC Crude Services LP                                           | EPIC Crude Services LP, 1st Lien Term Loan                                        | CUSIP: 29428XAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      465417 | PA      | $466724.49    | 0.04%             | 2031-10-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                 | Modena Buyer LLC, 1st Lien Term Loan                                              | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |      258050 | PA      | $253627.02    | 0.02%             | 2031-07-01      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2025-NPL3, Class A1                                              | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1226337 | PA      | $1243598.67   | 0.11%             | 2055-04-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2023-NQM3, Class A1                                             | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1028339 | PA      | $1029842.33   | 0.09%             | 2063-02-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $334663.02    | 0.03%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98499.02     | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-138, Class A                                                    | CUSIP: 38381ME63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2400000 | PA      | $2376542.40   | 0.20%             | 2056-05-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-PJ6, Class A1                    | CUSIP: 36272KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      805067 | PA      | $816576.84    | 0.07%             | 2055-11-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                           | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $334036.30    | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $607669.46    | 0.05%             | 2028-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                             | LHOME Mortgage Trust, Series 2024-RTL4, Class A1                                  | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      815000 | PA      | $820180.63    | 0.07%             | 2039-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      503000 | PA      | $308625.12    | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                  | Boyne USA, Inc.                                                                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $260162.16    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2119278.19   | 0.18%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5630000 | PA      | $95024.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RR 12 Ltd.                                                       | RR Ltd., Series 2020-12A, Class AAR3                                              | CUSIP: 74989HAL6<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |     2110000 | PA      | $2115960.75   | 0.18%             | 2036-01-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                               | New Century Home Equity Loan Trust, Series 2004-2, Class M2                       | CUSIP: 64352VGB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        8372 | PA      | $10595.11     | 0.00%             | 2034-08-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                         | Radiology Partners, Inc.                                                          | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      143000 | PA      | $145982.98    | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $778465.08    | 0.07%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                         | Bayer AG, Series NC5                                                              | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $625015.23    | 0.05%             | 2083-09-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2025-NPL5, Class A1                                              | CUSIP: 74143LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1761629 | PA      | $1778703.97   | 0.15%             | 2055-05-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    11530000 | PA      | $3164967.12   | 0.27%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                           | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2703000 | PA      | $2716402.53   | 0.23%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      215000 | PA      | $225504.04    | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      135000 | PA      | $129410.85    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      760000 | PA      | $776996.27    | 0.07%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings, Inc.                                         | Alarm.com Holdings, Inc.                                                          | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1192144.79   | 0.10%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                        | Telecom Italia Capital SA                                                         | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       76000 | PA      | $75702.89     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $2824840.43   | 0.24%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Grupo Antolin Irausa SA                                          | Grupo Antolin Irausa SA                                                           | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |      168000 | PA      | $147084.67    | 0.01%             | 2028-04-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OI European Group BV                                             | OI European Group BV                                                              | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |      126000 | PA      | $151317.51    | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                            | Harvest Commercial Capital Loan Trust, Series 2025-1, Class A                     | CUSIP: 41757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1757920 | PA      | $1815431.23   | 0.15%             | 2057-06-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K127, Class X1   | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    65377259 | PA      | $883573.66    | 0.07%             | 2031-01-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                   | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45472.01     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                               | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2830907 | PA      | $2859325.94   | 0.24%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                        | First Student Bidco, Inc., 1st Lien Term Loan                                     | CUSIP: 33718FAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      148594 | PA      | $148594.42    | 0.01%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Adler Pelzer Holding GmbH                                        | Adler Pelzer Holding GmbH                                                         | CUSIP: N/A<br>LEI: 984500950ABB2CB7E742       | Long             | DBT              | CORP              | DE        |      206000 | PA      | $239290.66    | 0.02%             | 2027-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding SA                                         | Altice France Holding SA                                                          | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | DBT              | CORP              | LU        |      141000 | PA      | $58839.78     | 0.00%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                           | Dycom Industries, Inc.                                                            | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39019.88     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    58110000 | PA      | $-41910.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      580000 | PA      | $590884.30    | 0.05%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14856.27     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35547.37     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      160000 | PA      | $157271.97    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                   | Option One Mortgage Loan Trust, Series 2004-3, Class M3                           | CUSIP: 68389FFV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15580 | PA      | $16588.64     | 0.00%             | 2034-11-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                       | Edgewell Personal Care Co.                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      165000 | PA      | $157008.01    | 0.01%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      255000 | PA      | $252876.84    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      400000 | PA      | $398128.71    | 0.03%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                 | Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M7        | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |      887794 | PA      | $925508.00    | 0.08%             | 2053-11-25      | Floating      | 8.35%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp., Series I                                                      | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      248000 | PA      | $256673.30    | 0.02%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                               | Cinemark USA, Inc.                                                                | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16577.39     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                 | Clarivate Science Holdings Corp.                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $91654.41     | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust            | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2005-WF2, Class M2  | CUSIP: 86359DDC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4624 | PA      | $4623.48      | 0.00%             | 2035-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      810000 | PA      | $817784.61    | 0.07%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K742, Class X1   | CUSIP: 3137H0GP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4913126 | PA      | $51762.23     | 0.00%             | 2028-03-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2022-6, Class C                    | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      254765 | PA      | $255018.45    | 0.02%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73280.14     | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                  | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      205000 | PA      | $189785.95    | 0.02%             | 2027-02-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      106000 | PA      | $109323.21    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2021-6, Class A1                               | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1793858 | PA      | $1576749.68   | 0.13%             | 2066-10-25      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                              | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      130000 | PA      | $159001.51    | 0.01%             | 2028-05-15      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                       | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                    | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      495816 | PA      | $494036.20    | 0.04%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                  | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1206000 | PA      | $1104920.57   | 0.09%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Bentley Systems, Inc.                                            | Bentley Systems, Inc.                                                             | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      655000 | PA      | $654345.00    | 0.06%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2019-NQM5, Class A1                   | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1003232 | PA      | $956411.70    | 0.08%             | 2059-11-25      | Variable      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Republic of Paraguay                                                              | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1160000 | PA      | $1160725.00   | 0.10%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                            | Ahead DB Holdings LLC                                                             | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      143000 | PA      | $143325.47    | 0.01%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39449.16     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series GG                                                        | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      590000 | PA      | $600330.31    | 0.05%             | 2030-08-15      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                               | Regency Centers LP                                                                | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      320000 | PA      | $304859.03    | 0.03%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2024-5, Class D                    | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      699000 | PA      | $707882.19    | 0.06%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                    | Dornoch Debt Merger Sub, Inc.                                                     | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $108484.55    | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                          | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $104799.39    | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp.                                                                    | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |       15496 | PA      | $0.00         | 0.00%             | 2031-08-30      | Variable      | 11.32%                | Yes           |                  3 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                    | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      250000 | PA      | $228711.35    | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                                  | Cemex SAB de CV                                                                   | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1054000 | PA      | $1046516.60   | 0.09%             | 2026-06-08      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Energizer Gamma Acquisition BV                                   | Energizer Gamma Acquisition BV                                                    | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |      170000 | PA      | $194199.39    | 0.02%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1087500.36   | 0.09%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                               | DISH Network Corp.                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1379735.46   | 0.12%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                             | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      525000 | PA      | $526239.36    | 0.04%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-2, Class D              | CUSIP: 024938AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1325000 | PA      | $1350415.09   | 0.11%             | 2031-07-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2581842.96   | 0.22%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 5023, Class MI                                               | CUSIP: 3137FWV80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3199240 | PA      | $533673.84    | 0.05%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                      | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1488000 | PA      | $1490156.11   | 0.13%             | 2026-11-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                | Paprec Holding SA                                                                 | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      111000 | PA      | $131379.33    | 0.01%             | 2030-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4681, Class SD                                               | CUSIP: 3137BYHQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4684674 | PA      | $592633.22    | 0.05%             | 2047-05-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      480000 | PA      | $315001.85    | 0.03%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rite Aid                                                         | Rite Aid                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         145 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20595.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                 | Comision Federal de Electricidad                                                  | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |      412000 | PA      | $413462.60    | 0.03%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                             | Varsity Brands, Inc., 1st Lien Term Loan B                                        | CUSIP: 92227QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      558600 | PA      | $560348.42    | 0.05%             | 2031-08-26      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                | Transcanada Trust, Series 16-A                                                    | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      810000 | PA      | $810496.53    | 0.07%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| UGI International LLC                                            | UGI International LLC                                                             | CUSIP: N/A<br>LEI: 5493001JFF8MQO00ZQ21       | Long             | DBT              | CORP              | US        |      296000 | PA      | $323190.07    | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         250 | NC      | $62077.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                  | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      195000 | PA      | $189068.31    | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      107000 | PA      | $104669.22    | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CCUBS Commercial Mortgage Trust                                  | CCUBS Commercial Mortgage Trust, Series 2017-C1, Class C                          | CUSIP: 12508GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      152000 | PA      | $138947.64    | 0.01%             | 2050-11-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3   | CUSIP: 3137FEBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3940000 | PA      | $184562.60    | 0.02%             | 2045-12-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      194000 | PA      | $199906.52    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       43000 | PA      | $44600.29     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                    | Nidda Healthcare Holding GmbH                                                     | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      140000 | PA      | $167402.03    | 0.01%             | 2030-10-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Maya SAS                                                         | Maya SAS                                                                          | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $494765.73    | 0.04%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      920000 | PA      | $814455.82    | 0.07%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust, Series 2003-8, Class A1                                   | CUSIP: 81743PDX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74783 | PA      | $72486.57     | 0.01%             | 2034-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                              | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      230000 | PA      | $289154.81    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group LP                                             | Kite Realty Group LP                                                              | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      688000 | PA      | $714051.41    | 0.06%             | 2027-04-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| OEG Finance plc                                                  | OEG Finance plc                                                                   | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      150000 | PA      | $182817.02    | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Iridium Satellite LLC                                            | Iridium Satellite LLC, 1st Lien Term Loan B                                       | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |      275957 | PA      | $274478.19    | 0.02%             | 2030-09-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                           | BP Capital Markets plc                                                            | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1521292.80   | 0.13%             | 2026-03-22      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      400000 | PA      | $404396.14    | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd.                                         | Buttermilk Park CLO Ltd., Series 2018-1A, Class CR                                | CUSIP: 124166AW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1412840 | PA      | $1416754.98   | 0.12%             | 2031-10-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| General Electric Co.                                             | General Electric Co.                                                              | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      116000 | PA      | $141715.32    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      781000 | PA      | $958592.77    | 0.08%             | 2029-01-17      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class AFX                  | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      519275 | PA      | $481418.00    | 0.04%             | 2050-02-25      | Variable      | 2.61%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3220000 | PA      | $3171332.89   | 0.27%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                 | Country Garden Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |     1540000 | PA      | $134750.00    | 0.01%             | 2026-04-08      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      360000 | PA      | $312143.37    | 0.03%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                 | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      440000 | PA      | $487183.40    | 0.04%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                   | WP Carey, Inc.                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      367000 | PA      | $303708.51    | 0.03%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                       | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR4, Class A5            | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1015450 | PA      | $971776.92    | 0.08%             | 2052-03-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    21877958 | PA      | $-205958.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                            | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      851000 | PA      | $874828.00    | 0.07%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     8521000 | PA      | $2444423.43   | 0.21%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                      | Emera, Inc., Series 16-A                                                          | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     1058000 | PA      | $1064642.12   | 0.09%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $213496.69    | 0.02%             | 2027-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      862000 | PA      | $1060137.06   | 0.09%             | 2027-01-11      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                               | Digicel International Finance Ltd.                                                | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      342000 | PA      | $349581.11    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                            | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      274000 | PA      | $276207.33    | 0.02%             | 2056-04-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       42000 | PA      | $42671.08     | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PRPM                                                             | PRPM, Series 2025-3, Class A1                                                     | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      569145 | PA      | $573971.45    | 0.05%             | 2030-05-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      500000 | PA      | $585701.66    | 0.05%             | 2027-12-03      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      515000 | PA      | $522478.21    | 0.04%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                               | Renaissance Home Equity Loan Trust, Series 2005-2, Class M1                       | CUSIP: 75970NAP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1172690 | PA      | $1097779.03   | 0.09%             | 2035-08-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                   | JELD-WEN, Inc.                                                                    | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      220000 | PA      | $190074.19    | 0.02%             | 2032-09-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Midcontinent Communications                                      | Midcontinent Communications                                                       | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40630.16     | 0.00%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                             | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      683000 | PA      | $699580.37    | 0.06%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2018-3A, Class A1C                    | CUSIP: 64830KAE7<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |      511655 | PA      | $475824.69    | 0.04%             | 2058-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                     | Islamic Republic of Pakistan                                                      | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      615000 | PA      | $606082.50    | 0.05%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| New Immo Holding SA                                              | New Immo Holding SA                                                               | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $228774.00    | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC                                                     | PetSmart LLC                                                                      | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $247405.05    | 0.02%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2021-86, Class T                                              | CUSIP: 3136BKYQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2502292 | PA      | $2212517.83   | 0.19%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      925000 | PA      | $953466.82    | 0.08%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables LLC                           | Amur Equipment Finance Receivables LLC, Series 2022-2A, Class A2                  | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |      128479 | PA      | $128775.27    | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Welltower OP LLC                                                 | Welltower OP LLC                                                                  | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      700000 | PA      | $642254.40    | 0.05%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                              | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2345000 | PA      | $2481010.00   | 0.21%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                       | Flagship Credit Auto Trust, Series 2022-3, Class D                                | CUSIP: 33845PAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $484195.20    | 0.04%             | 2028-07-17      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      193000 | PA      | $189047.32    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                      | QXO Building Products, Inc.                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129100.59    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                   | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      195000 | PA      | $218315.48    | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32332.61     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2022-3, Class A                    | CUSIP: 92257BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      739264 | PA      | $714831.00    | 0.06%             | 2052-06-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM Mortgage Trust, Series 2024-CBM, Class A1                                    | CUSIP: 12674GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1125880 | PA      | $1138562.02   | 0.10%             | 2041-12-10      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5778.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D             | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $1125899.28   | 0.10%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-3, Class D              | CUSIP: 02528EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2016580.00   | 0.17%             | 2032-07-12      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                          | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $185715.60    | 0.02%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Meritage Homes Corp.                                             | Meritage Homes Corp.                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      773000 | PA      | $804745.32    | 0.07%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch BV                                                 | Greenko Dutch BV                                                                  | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |     1053360 | PA      | $1041246.36   | 0.09%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      285000 | PA      | $255452.63    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RAC Bond Co. plc                                                 | RAC Bond Co. plc                                                                  | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |      168000 | PA      | $224227.89    | 0.02%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                      | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      115000 | PA      | $111078.18    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      700000 | PA      | $721290.87    | 0.06%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp., Series A                                                          | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |       45239 | PA      | $0.00         | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Rossini SARL                                                     | Rossini SARL                                                                      | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      119000 | PA      | $146828.58    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      480000 | PA      | $486169.44    | 0.04%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-48787.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                         | Spirit AeroSystems, Inc.                                                          | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21152.36     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       47000 | PA      | $47421.83     | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Verisure Midholding AB                                           | Verisure Midholding AB                                                            | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      119000 | PA      | $139874.92    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                  | Comision Ejecutiva Hidroelectrica del Rio Lempa                                   | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |      205000 | PA      | $209692.45    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                          | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       39246 | PA      | $38461.08     | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                             | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      740000 | PA      | $543128.08    | 0.05%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      795000 | PA      | $738952.50    | 0.06%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1161035.64   | 0.10%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K131, Class X3   | CUSIP: 3137H2N91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      766660 | PA      | $109854.17    | 0.01%             | 2031-09-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25748.28     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co., Series B                                          | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1200161.73   | 0.10%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28723.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Selection Trust, Series 2021-3, Class C                            | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      567178 | PA      | $557907.83    | 0.05%             | 2029-05-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                    | Indonesia Asahan Aluminium PT                                                     | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      830000 | PA      | $857132.70    | 0.07%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                              | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     2237000 | PA      | $2295299.40   | 0.19%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc.                                                                        | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1345709.03   | 0.11%             | 2029-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9960863 | PA      | $9315525.95   | 0.79%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC                         | OnDeck Asset Securitization Trust LLC, Series 2023-1A, Class A                    | CUSIP: 67108SAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1404000 | PA      | $1428064.00   | 0.12%             | 2030-08-19      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class X3   | CUSIP: 3137FQXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3149644 | PA      | $66172.76     | 0.01%             | 2048-01-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $230603.65    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                              | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $30752.61     | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1680000 | PA      | $1639554.00   | 0.14%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      155000 | PA      | $159040.85    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                               | Saavi Energia Sarl                                                                | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      627000 | PA      | $666381.87    | 0.06%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2014-36, Class WY                                                    | CUSIP: 38379AXJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      810000 | PA      | $644348.44    | 0.05%             | 2044-03-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1568975.62   | 0.13%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                         | Central Garden & Pet Co.                                                          | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49775.77     | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                       | Pike Corp., 1st Lien Term Loan                                                    | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |      360904 | PA      | $362679.73    | 0.03%             | 2028-01-21      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2021-3, Class A1                                 | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2202810 | PA      | $1894640.00   | 0.16%             | 2066-05-25      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                    | White Cap Supply Holdings LLC, 1st Lien Term Loan C                               | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      183353 | PA      | $183371.71    | 0.02%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust, Series 2005-AR10, Class A1                      | CUSIP: 45660LKW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      509891 | PA      | $406814.81    | 0.03%             | 2035-06-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                         | Precision Drilling Corp.                                                          | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $30254.73     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4305, Class SK                                               | CUSIP: 3137B8A72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      639228 | PA      | $93200.23     | 0.01%             | 2044-02-15      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2219430.00   | 0.19%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                         | Altice France Holding SA                                                          | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $127399.82    | 0.01%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23865.10     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       41000 | PA      | $40498.16     | 0.00%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2018-2, Class A                    | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      432568 | PA      | $422967.41    | 0.04%             | 2048-10-26      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                            | BCP V Modular Services Finance II plc                                             | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      165000 | PA      | $180845.89    | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Euronet Worldwide, Inc.                                          | Euronet Worldwide, Inc.                                                           | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |      745000 | PA      | $735613.00    | 0.06%             | 2030-10-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                      | Wayfair LLC                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      177000 | PA      | $180474.33    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Crown European Holdings SACA                                     | Crown European Holdings SACA                                                      | CUSIP: N/A<br>LEI: 85OKW2SW05RZFQS1W718       | Long             | DBT              | CORP              | FR        |      113000 | PA      | $137086.76    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Jazz Investments I Ltd.                                          | Jazz Investments I Ltd.                                                           | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1515000 | PA      | $1756099.40   | 0.15%             | 2030-09-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Greenko Power II Ltd.                                            | Greenko Power II Ltd.                                                             | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |      648368 | PA      | $615910.22    | 0.05%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series X                                                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2521000 | PA      | $2491584.97   | 0.21%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9496.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                              | Verisure Holding AB                                                               | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      350000 | PA      | $408207.11    | 0.03%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Long Gilt                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          -4 | NC      | $321.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                        | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      700000 | PA      | $680800.50    | 0.06%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                    | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1965000 | PA      | $2002086.84   | 0.17%             | 2035-11-19      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      140000 | PA      | $110075.00    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2018-BN13, Class C                                                   | CUSIP: 06539LBG4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |      509000 | PA      | $438752.81    | 0.04%             | 2061-08-15      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1520, Class X1 | CUSIP: 3137FYTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8217955 | PA      | $280256.10    | 0.02%             | 2036-02-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $446115.90    | 0.04%             | 2030-06-15      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                    | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       55000 | PA      | $39524.23     | 0.00%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                     | MPT Operating Partnership LP                                                      | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $57663.60     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                       | Upstart Pass-Through Trust, Series 2021-ST4, Class A                              | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38295 | PA      | $38159.08     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                            | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      185000 | PA      | $175257.10    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                                     | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      316000 | PA      | $281593.02    | 0.02%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce plc                                                  | Rolls-Royce plc                                                                   | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | CORP              | GB        |      110000 | PA      | $129373.92    | 0.01%             | 2026-02-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc.                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      226000 | PA      | $219072.40    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2024-3A, Class D                    | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $2115559.95   | 0.18%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                       | CUSIP: 3140LLCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1600000 | PA      | $1608414.58   | 0.14%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                    | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1430000 | PA      | $1518894.52   | 0.13%             | 2028-08-14      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc., Series 2028                                              | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1529187.50   | 0.13%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                 | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      845000 | PA      | $806784.83    | 0.07%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Flora Food Management BV                                         | Flora Food Management BV                                                          | CUSIP: N/A<br>LEI: 2549002VGA888UKFKS25       | Long             | DBT              | CORP              | NL        |      219000 | PA      | $256298.25    | 0.02%             | 2029-07-02      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                             | Republic of Paraguay                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      820000 | PA      | $748504.20    | 0.06%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2023-2, Class A1                                 | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |      513603 | PA      | $517390.46    | 0.04%             | 2068-07-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2022-3, Class F              | CUSIP: 02528GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1650000 | PA      | $1672978.23   | 0.14%             | 2029-05-14      | Fixed         | 9.76%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                       | Flagship Credit Auto Trust, Series 2022-3, Class C                                | CUSIP: 33845PAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2025000 | PA      | $2020898.57   | 0.17%             | 2028-07-17      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                                            | Republic of Indonesia                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 25832000000 | PA      | $1635837.01   | 0.14%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                          | Lendingpoint Asset Securitization Trust, Series 2021-B, Class C                   | CUSIP: 52607HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      177825 | PA      | $175338.75    | 0.01%             | 2029-02-15      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                       | Neuberger Berman Loan Advisers CLO Ltd., Series 2020-38A, Class CR2               | CUSIP: 64133RAY2<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1097504.10   | 0.09%             | 2036-10-20      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                   | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      260448 | PA      | $261075.52    | 0.02%             | 2031-11-19      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                              | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2082000 | PA      | $1340783.16   | 0.11%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                            | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      338000 | PA      | $338633.75    | 0.03%             | 2031-04-01      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Lottomatica Group Spa                                            | Lottomatica Group Spa                                                             | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      149000 | PA      | $178438.44    | 0.02%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2021-2A, Class BR                                  | CUSIP: 69701XAN4<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |     3300000 | PA      | $3308916.60   | 0.28%             | 2038-02-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 5565, Class ZU                                               | CUSIP: 3137HMH94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1168382 | PA      | $1152688.36   | 0.10%             | 2055-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Ultra Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -428 | NC      | $-304771.27   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25214.13     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Icon Parent, Inc.                                                | Icon Parent, Inc., 1st Lien Term Loan                                             | CUSIP: 45115DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      822938 | PA      | $823135.01    | 0.07%             | 2031-11-13      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   120760000 | PA      | $6081945.14   | 0.51%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, Single Family, 30 Year                                                   | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    26740000 | PA      | $26910170.69  | 2.28%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                            | Gray Oak Pipeline LLC                                                             | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $279110.49    | 0.02%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      740000 | PA      | $748792.96    | 0.06%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                       | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29848.72     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co., Series 13-A                                       | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      214000 | PA      | $164012.93    | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                         | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       55000 | PA      | $53409.96     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                      | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24993.91     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                  | Sinclair Television Group, Inc.                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       68000 | PA      | $69666.00     | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-3                                                               | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7818649 | PA      | $498109.71    | 0.04%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1122000 | PA      | $1097465.13   | 0.09%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      818000 | PA      | $960650.20    | 0.08%             | 2033-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Euro-BTP                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         224 | NC      | $-114442.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Bobl                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         383 | NC      | $-123203.81   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite XL Ltd.                                                | Magnetite Ltd., Series 2024-40A, Class B1                                         | CUSIP: 55955RAE9<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |     2300000 | PA      | $2308358.20   | 0.20%             | 2037-07-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2006-24, Class QS                                             | CUSIP: 31395BR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      185962 | PA      | $18809.33     | 0.00%             | 2036-04-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                            | Symphony CLO Ltd., Series 2015-16A, Class B1RR                                    | CUSIP: 87165VAZ2<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |      976000 | PA      | $976659.78    | 0.08%             | 2031-10-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                        | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      170000 | PA      | $100575.14    | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                  | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $256500.00    | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2022-3A, Class D                        | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $162114.53    | 0.01%             | 2028-06-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                              | Starwood Mortgage Residential Trust, Series 2020-1, Class A1                      | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35851 | PA      | $34286.44     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    53328069 | PA      | $1208882.23   | 0.10%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1233000 | PA      | $1212002.01   | 0.10%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                                           | Marlette Funding Trust, Series 2021-2A, Class D                                   | CUSIP: 57108TAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       96351 | PA      | $95306.04     | 0.01%             | 2031-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      720000 | PA      | $756763.20    | 0.06%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                         | Enel SpA                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     1800000 | PA      | $2080060.43   | 0.18%             | 2026-12-10      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Leslie's Poolmart, Inc.                                          | Leslie's Poolmart, Inc., 1st Lien Term Loan B                                     | CUSIP: 52706YAJ2<br>LEI: 549300MZRH1GJYUMRM83 | Long             | LON              | CORP              | US        |      302248 | PA      | $103834.25    | 0.01%             | 2028-03-09      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                           | Residential Asset Securitization Trust, Series 2005-A8CB, Class A11               | CUSIP: 45660LSZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      187860 | PA      | $109409.35    | 0.01%             | 2035-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC Gold Pools, Other                                                           | CUSIP: 3132XGXW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      868419 | PA      | $876102.05    | 0.07%             | 2028-06-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1518, Class X1 | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5051489 | PA      | $298792.57    | 0.03%             | 2035-10-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                        | PPL Capital Funding, Inc., Series A                                               | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      661000 | PA      | $653583.32    | 0.06%             | 2067-03-30      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                | INEOS Finance plc                                                                 | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      123000 | PA      | $143632.96    | 0.01%             | 2029-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                               | SBA Small Business Investment Cos., Series 2023-10A, Class 1                      | CUSIP: 83162CS79<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2487775 | PA      | $2534121.85   | 0.21%             | 2033-03-10      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                            | Claire's Stores, Inc.                                                             | CUSIP: N/A<br>LEI: 549300N5HNYXI6JY7625       | Long             | EC               | CORP              | US        |        1013 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Stellantis Finance US, Inc.                                      | Stellantis Finance US, Inc.                                                       | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      431000 | PA      | $436350.23    | 0.04%             | 2030-03-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1276000 | PA      | $1196773.16   | 0.10%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRM FNT1 Excess LLC                                              | NRM FNT1 Excess LLC, Series 2024-FNT1, Class A                                    | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2804292 | PA      | $2855154.73   | 0.24%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Accelerated LLC                                                  | Accelerated LLC, Series 2021-1H, Class A                                          | CUSIP: 00439KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       81848 | PA      | $76356.40     | 0.01%             | 2040-10-20      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K121, Class X3   | CUSIP: 3137F83T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5100000 | PA      | $623021.61    | 0.05%             | 2048-11-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1615063.41   | 0.14%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Valeo SE                                                         | Valeo SE                                                                          | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $235302.60    | 0.02%             | 2030-04-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc.                                                                   | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     1269000 | PA      | $1253318.45   | 0.11%             | 2031-12-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                                       | LABL, Inc., 1st Lien Term Loan B                                                  | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |      298028 | PA      | $234822.11    | 0.02%             | 2028-10-30      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                           | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1032319.75   | 0.09%             | 2031-01-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      112000 | PA      | $110879.60    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                    | AIB Group plc                                                                     | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      335000 | PA      | $356324.05    | 0.03%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                           | Banc of America Alternative Loan Trust, Series 2006-2, Class 7A1                  | CUSIP: 05948K3Q0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20401 | PA      | $15859.14     | 0.00%             | 2021-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                  | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      375000 | PA      | $269093.79    | 0.02%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                           | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1060000 | PA      | $936326.06    | 0.08%             | 2032-10-19      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                     | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1126261.37   | 0.10%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $75740.85     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      190000 | PA      | $199005.43    | 0.02%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                         | JBS USA Holding Lux Sarl                                                          | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1175000 | PA      | $1288550.83   | 0.11%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K127, Class X3   | CUSIP: 3137FXZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5100000 | PA      | $610073.73    | 0.05%             | 2049-03-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                      | Enpro, Inc.                                                                       | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23469.57     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                            | Range Resources Corp.                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      340000 | PA      | $348926.02    | 0.03%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149312.37    | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                            | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   129670000 | PA      | $6727608.49   | 0.57%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                   | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      965000 | PA      | $1587199.75   | 0.13%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32459.72     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc.                                                                   | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |       95000 | PA      | $90675.92     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19312.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Versuni Group BV                                                 | Versuni Group BV                                                                  | CUSIP: N/A<br>LEI: 549300NZZFLYK83VVT71       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113320.69    | 0.01%             | 2028-06-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2016-74, Class GS                                             | CUSIP: 3136ATE34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      882909 | PA      | $120987.92    | 0.01%             | 2046-10-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2022-1A, Class BR                                           | CUSIP: 92918UAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3830000 | PA      | $3833167.41   | 0.32%             | 2035-04-20      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                   | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      860862 | PA      | $878870.42    | 0.07%             | 2043-01-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1380651.48   | 0.12%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO, Series 2020-34A, Class A1R                                            | CUSIP: 03768WAL9<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300643.50    | 0.03%             | 2035-01-20      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Birkenstock Financing SARL                                       | Birkenstock Financing SARL                                                        | CUSIP: N/A<br>LEI: 5299004DSXRFOZZ5UG09       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $236445.34    | 0.02%             | 2029-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2012-149, Class MI                                            | CUSIP: 3136AA3F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154438 | PA      | $2926.95      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1547.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                            | Rocket Software, Inc., 1st Lien Term Loan                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      493756 | PA      | $494743.79    | 0.04%             | 2028-11-28      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                        | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      162000 | PA      | $167690.37    | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| RAC Bond Co. plc                                                 | RAC Bond Co. plc                                                                  | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |      140000 | PA      | $186856.58    | 0.02%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      160000 | PA      | $155127.02    | 0.01%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Agrifarma SpA                                                    | Agrifarma SpA                                                                     | CUSIP: N/A<br>LEI: 815600F89DA538E88804       | Long             | DBT              | CORP              | IT        |      400000 | PA      | $470099.30    | 0.04%             | 2028-10-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1570.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2951267.03   | 0.25%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ASK Chemicals Deutschland Holding GmbH                           | ASK Chemicals Deutschland Holding GmbH                                            | CUSIP: N/A<br>LEI: 529900793W6Y4S5VIK84       | Long             | DBT              | CORP              | DE        |      144000 | PA      | $166709.60    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1030000 | PA      | $1018207.51   | 0.09%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                           | Crown Finance US, Inc., 1st Lien Term Loan                                        | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      298500 | PA      | $298126.88    | 0.03%             | 2031-12-02      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                               | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2350000 | PA      | $2425287.09   | 0.21%             | 2029-11-21      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      541000 | PA      | $556963.83    | 0.05%             | 2030-05-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2798000 | PA      | $2905168.63   | 0.25%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                               | Imola Merger Corp.                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $263224.22    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                                     | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      580000 | PA      | $586497.65    | 0.05%             | 2032-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc., Series B                                                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      140000 | PA      | $149833.60    | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Enphase Energy, Inc.                                             | Enphase Energy, Inc.                                                              | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1035536.00   | 0.09%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      255000 | PA      | $265850.32    | 0.02%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      213000 | PA      | $209977.85    | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      140000 | PA      | $170895.66    | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-KC03, Class B                                   | CUSIP: 30297UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1483752.15   | 0.13%             | 2026-01-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104751.21    | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                             | LHOME Mortgage Trust, Series 2024-RTL2, Class A1                                  | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1025000 | PA      | $1034927.23   | 0.09%             | 2029-03-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                             | Owens-Brockway Glass Container, Inc.                                              | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79937.47     | 0.01%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                      | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1502316.06   | 0.13%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                  | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      784000 | PA      | $539825.10    | 0.05%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp.                                                                    | CUSIP: 767ESCAA4<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |       50000 | PA      | $0.00         | 0.00%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Acushnet Co.                                                     | Acushnet Co.                                                                      | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      215000 | PA      | $224723.59    | 0.02%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                            | Claire's Stores, Inc., 1st Lien Term Loan B                                       | CUSIP: 17958DAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      862249 | PA      | $0.01         | 0.00%             | 2026-12-18      | Variable      | 10.73%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      104000 | PA      | $105856.62    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                              | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      450000 | PA      | $470205.70    | 0.04%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                            | Symphony CLO Ltd., Series 2019-21A, Class CR2                                     | CUSIP: 87166RGJ0<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1237435.00   | 0.10%             | 2032-07-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59822.01     | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                   | PMT Loan Trust, Series 2025-INV5, Class A2                                        | CUSIP: 729907AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1629259 | PA      | $1652552.58   | 0.14%             | 2056-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      545000 | PA      | $525970.51    | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34747.44     | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust, Series 2024-2, Class D                              | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      537000 | PA      | $540729.68    | 0.05%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp.                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      601000 | PA      | $590635.27    | 0.05%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Herens Midco SARL                                                | Herens Midco SARL                                                                 | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $73911.10     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      159000 | PA      | $141087.41    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Rexel SA                                                         | Rexel SA                                                                          | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | DBT              | CORP              | FR        |      260000 | PA      | $293634.01    | 0.02%             | 2028-12-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   131029000 | PA      | $6823.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                       | Neuberger Berman Loan Advisers CLO Ltd., Series 2020-38A, Class BR2               | CUSIP: 64133RAW6<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1994834.00   | 0.17%             | 2036-10-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                   | NNN REIT, Inc.                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      280000 | PA      | $288216.00    | 0.02%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| H World Group Ltd.                                               | H World Group Ltd.                                                                | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |     1191000 | PA      | $1266939.79   | 0.11%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                       | Grifols SA                                                                        | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      130000 | PA      | $147987.78    | 0.01%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                 | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       22000 | PA      | $22755.70     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      630000 | PA      | $645304.83    | 0.05%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      210000 | PA      | $196482.47    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                            | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      680000 | PA      | $690026.60    | 0.06%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1403193.06   | 0.12%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      123000 | PA      | $139139.32    | 0.01%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                      | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     1400000 | PA      | $1828261.23   | 0.15%             | 2028-09-05      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                     | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      380000 | PA      | $451590.48    | 0.04%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                          | Veolia Environnement SA                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $375039.41    | 0.03%             | 2028-11-22      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      240000 | PA      | $244681.68    | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLIX Ltd.                                   | Madison Park Funding Ltd., Series 2021-49A, Class B1R                             | CUSIP: 55820VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1650000 | PA      | $1645677.00   | 0.14%             | 2034-10-19      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                | Affirm Asset Securitization Trust, Series 2024-B, Class A                         | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3290000 | PA      | $3293844.69   | 0.28%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                      | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      555000 | PA      | $512264.00    | 0.04%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA                                                                      | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      210000 | PA      | $241582.31    | 0.02%             | 2027-10-12      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26029.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                     | San Diego Gas & Electric Co., Series UUU                                          | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      200000 | PA      | $134651.27    | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2021-B, Class A                                    | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      764727 | PA      | $748074.61    | 0.06%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                      | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      360000 | PA      | $356461.85    | 0.03%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                        | KREF Ltd., Series 2021-FL2, Class A                                               | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     1138532 | PA      | $1137528.72   | 0.10%             | 2039-02-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                           | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2210000 | PA      | $2439858.74   | 0.21%             | 2034-10-19      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                           | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $291833.58    | 0.02%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                             | Telefonica Europe BV                                                              | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1264641.36   | 0.11%             | 2030-02-03      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia SpA                                               | Telecom Italia SpA                                                                | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      380000 | PA      | $497393.97    | 0.04%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2023-4, Class B                    | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      894000 | PA      | $904997.81    | 0.08%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      115000 | PA      | $116384.83    | 0.01%             | 2026-12-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      497000 | PA      | $584232.99    | 0.05%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                                   | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      768000 | PA      | $741175.18    | 0.06%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Euro-Bund                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           6 | NC      | $-8633.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                        | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |      100000 | PA      | $119263.56    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                | Chevron USA, Inc.                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      200000 | PA      | $114076.99    | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc.                                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      195000 | PA      | $185029.51    | 0.02%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1090387.47   | 0.09%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       78000 | PA      | $78958.78     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                         | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      110000 | PA      | $116730.73    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                                    | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      795000 | PA      | $801994.42    | 0.07%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30755.52     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc., Series NC5                                                        | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3034000 | PA      | $3231753.09   | 0.27%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                 | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      280000 | PA      | $259540.79    | 0.02%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2024-2, Class E              | CUSIP: 02531BAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1039317.60   | 0.09%             | 2031-11-12      | Fixed         | 7.87%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                               | ITC Holdings Corp.                                                                | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1743121.50   | 0.15%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                    | AIB Group plc                                                                     | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $207919.80    | 0.02%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| TriMas Corp.                                                     | TriMas Corp.                                                                      | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      115000 | PA      | $110667.61    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-428.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                     | FirstEnergy Transmission LLC                                                      | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      663000 | PA      | $550002.19    | 0.05%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                          | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $151845.45    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-106, Class A                                                    | CUSIP: 38381MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      898161 | PA      | $899228.40    | 0.08%             | 2055-07-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                | RingCentral, Inc.                                                                 | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      193000 | PA      | $205958.79    | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc.                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77529.22     | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class C                 | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      359000 | PA      | $368615.92    | 0.03%             | 2030-12-20      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                 | NCR Atleos Corp., 1st Lien Term Loan B                                            | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |      107041 | PA      | $107665.36    | 0.01%             | 2029-03-27      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2022-25A, Class B1R                                          | CUSIP: 67115CAQ7<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1104071.10   | 0.09%             | 2037-07-20      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP, 1st Lien Term Loan B                                           | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |       73875 | PA      | $73744.24     | 0.01%             | 2030-05-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      137000 | PA      | $141221.93    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 2936, Class AS                                               | CUSIP: 31395LYX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88936 | PA      | $6140.92      | 0.00%             | 2035-02-15      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                          | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1360000 | PA      | $1378979.56   | 0.12%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2316082.27   | 0.20%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      600000 | PA      | $717794.11    | 0.06%             | 2078-10-03      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                               | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $939778.58    | 0.08%             | 2033-04-13      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15496.92     | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      105000 | PA      | $99482.44     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                           | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      310000 | PA      | $320086.21    | 0.03%             | 2035-05-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC                                                    | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $166504.79    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2019-5, Class A1                                 | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      335195 | PA      | $331093.37    | 0.03%             | 2049-10-25      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| CARS-DB5 LP                                                      | CARS-DB5 LP, Series 2021-1A, Class A2                                             | CUSIP: 12510HAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      886486 | PA      | $754571.58    | 0.06%             | 2051-08-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2024-5, Class A1                                                 | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      213011 | PA      | $213585.06    | 0.02%             | 2029-09-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                                                   | Czech Republic                                                                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |   119190000 | PA      | $5346735.35   | 0.45%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class B                 | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      384000 | PA      | $394544.10    | 0.03%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                | iHeartMedia, Inc., Class A                                                        | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12666 | NS      | $26978.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Bund                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -208 | NC      | $111362.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    83185000 | PA      | $-3273.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2005-69, Class AS                                             | CUSIP: 31394EM88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46252 | PA      | $5360.38      | 0.00%             | 2035-08-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $514254.35    | 0.04%             | 2028-09-06      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                               | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       31000 | PA      | $32197.96     | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy, Inc.                                               | Vital Energy, Inc.                                                                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59117.41     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                           | EDP SA, Series NC5.                                                               | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |     1500000 | PA      | $1718710.48   | 0.15%             | 2082-03-14      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     1800000 | PA      | $2319252.94   | 0.20%             | 2034-07-19      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                           | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      590000 | PA      | $620782.65    | 0.05%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                      | Stellantis Finance US, Inc.                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      620000 | PA      | $625338.13    | 0.05%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc.                                                                     | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      370000 | PA      | $354275.00    | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2025-NQM2, Class A1                                             | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |     1491242 | PA      | $1504600.47   | 0.13%             | 2064-11-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                   | Southern Co. Gas Capital Corp., Series 20-A                                       | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      482000 | PA      | $419524.00    | 0.04%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      140000 | PA      | $147432.88    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-38                                                              | CUSIP: 38381L8C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    28212262 | PA      | $1105319.73   | 0.09%             | 2062-01-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The), Series X                                         | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1254433.33   | 0.11%             | 2029-05-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                      | INEOS Quattro Finance 2 plc                                                       | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      185000 | PA      | $201437.16    | 0.02%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                             | Columbia Pipelines Operating Co. LLC                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      655000 | PA      | $693363.89    | 0.06%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K120, Class X1   | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4402619 | PA      | $184889.74    | 0.02%             | 2030-10-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                 | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      756000 | PA      | $756553.39    | 0.06%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1499000 | PA      | $1384459.18   | 0.12%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                | Masterbrand, Inc.                                                                 | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      313000 | PA      | $324237.64    | 0.03%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                 | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       29000 | PA      | $30292.01     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                          | CD&R Smokey Buyer, Inc.                                                           | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      131000 | PA      | $99798.42     | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                | Lebanese Republic                                                                 | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     1280000 | PA      | $250240.00    | 0.02%             | 2020-03-09      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Africa Finance Corp.                                             | Africa Finance Corp.                                                              | CUSIP: N/A<br>LEI: 213800LXFHRRXIJRXW97       | Long             | DBT              | NUSS              | US        |     1130000 | PA      | $1071386.90   | 0.09%             | 2029-10-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1050414.56   | 0.09%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      740000 | PA      | $775229.18    | 0.07%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                               | Lune Holdings SARL                                                                | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |      244000 | PA      | $78471.94     | 0.01%             | 2028-11-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1378000 | PA      | $825504.68    | 0.07%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 18-R Ltd.                            | Octagon Investment Partners Ltd., Series 2018-18A, Class A1A                      | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      281700 | PA      | $281663.50    | 0.02%             | 2031-04-16      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2004-24CB, Class 1A1                               | CUSIP: 12667FVN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       73938 | PA      | $76940.09     | 0.01%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc.                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |       83000 | PA      | $87815.16     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      302000 | PA      | $298038.58    | 0.03%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                         | JBS USA Holding Lux SARL                                                          | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      397000 | PA      | $302541.47    | 0.03%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26069.44     | 0.00%             | 2046-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      399000 | PA      | $332433.31    | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2022-2A, Class BR                                       | CUSIP: 12567MAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1391185.60   | 0.12%             | 2035-04-19      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ams-OSRAM AG                                                     | ams-OSRAM AG                                                                      | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $324877.80    | 0.03%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1874701.79   | 0.16%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                        | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A2RR             | CUSIP: 14311NAY0<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $400813.20    | 0.03%             | 2032-07-20      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Punch Finance plc                                                | Punch Finance plc                                                                 | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |      115000 | PA      | $159643.67    | 0.01%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Xerox Corp.                                                      | Xerox Corp.                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46695.78     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-521845.28   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                       | Go Daddy Operating Co. LLC                                                        | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $94621.49     | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                     | Ardagh Packaging Finance plc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      100000 | PA      | $55784.68     | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc.                                                                     | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |     1103000 | PA      | $1114509.08   | 0.09%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                                  | Western Funding Auto Loan Trust, Series 2025-1, Class A                           | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1285000 | PA      | $1297332.02   | 0.11%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                    | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      210000 | PA      | $202450.29    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Amber Finco plc                                                  | Amber Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      250000 | PA      | $307706.22    | 0.03%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                      | Wayfair LLC                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       93000 | PA      | $96083.32     | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                         | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      560000 | PA      | $565773.60    | 0.05%             | 2028-03-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2019-L2, Class C                           | CUSIP: 61768HBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      978000 | PA      | $850506.65    | 0.07%             | 2052-03-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Interface, Inc.                                                  | Interface, Inc.                                                                   | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34842.85     | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -467 | NC      | $-276865.43   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The), Series T                                | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1278000 | PA      | $1235974.25   | 0.10%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                              | Baytex Energy Corp.                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $48854.96     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc., 1st Lien Term Loan                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      570770 | PA      | $570176.23    | 0.05%             | 2029-02-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4018, Class HI                                               | CUSIP: 3137AMW94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      446753 | PA      | $15067.72     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                          | Micron Technology, Inc.                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      120000 | PA      | $126080.16    | 0.01%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-107, Class XI                                                   | CUSIP: 38382UFA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4411785 | PA      | $732770.99    | 0.06%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                          | Veolia Environnement SA                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1035116.71   | 0.09%             | 2026-06-01      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| FHF Trust                                                        | FHF Trust, Series 2022-2A, Class A                                                | CUSIP: 31568EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235602 | PA      | $236606.31    | 0.02%             | 2027-12-15      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Novelis Sheet Ingot GmbH                                         | Novelis Sheet Ingot GmbH                                                          | CUSIP: N/A<br>LEI: 9845005E95899E77AY49       | Long             | DBT              | CORP              | DE        |      270000 | PA      | $306494.74    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2181.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      110000 | PA      | $94930.00     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                     | KazMunayGas National Co. JSC                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      998000 | PA      | $894806.80    | 0.08%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      500000 | PA      | $582030.51    | 0.05%             | 2032-01-15      | Variable      | 2.73%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                  | Palmer Square Loan Funding Ltd., Series 2024-1A, Class B                          | CUSIP: 69703NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $751401.00    | 0.06%             | 2032-10-15      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Belden, Inc.                                                     | Belden, Inc.                                                                      | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | DBT              | CORP              | US        |      530000 | PA      | $619523.82    | 0.05%             | 2028-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-1, Class D              | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3914000 | PA      | $3985367.48   | 0.34%             | 2031-08-12      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                      | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1455000 | PA      | $1812233.94   | 0.15%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                               | MIWD Holdco II LLC                                                                | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $34406.35     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                         | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25142.40     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC                                                 | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22905.02     | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                         | Trinity Industries, Inc.                                                          | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |      130000 | PA      | $134431.05    | 0.01%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2022-2, Class F              | CUSIP: 02530BAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2965000 | PA      | $2973176.58   | 0.25%             | 2029-02-13      | Fixed         | 7.74%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16250 | PA      | $16262.79     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37719.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                              | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1243647.05   | 0.11%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                     | PetSmart LLC, 1st Lien Term Loan                                                  | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      297674 | PA      | $294513.12    | 0.02%             | 2032-08-18      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Herens Midco SARL                                                | Herens Midco SARL                                                                 | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |      138000 | PA      | $101997.31    | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                     | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      245000 | PA      | $245179.59    | 0.02%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                            | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      503000 | PA      | $518090.00    | 0.04%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                          | Lorca Telecom Bondco SA                                                           | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $468467.08    | 0.04%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1180000 | PA      | $1124245.00   | 0.10%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                           | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      910000 | PA      | $910911.49    | 0.08%             | 2029-05-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1557000 | PA      | $1558111.17   | 0.13%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Republic of Paraguay                                                              | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      208000 | PA      | $191165.00    | 0.02%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      545000 | PA      | $559829.45    | 0.05%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                         | RB Global Holdings, Inc.                                                          | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      120000 | PA      | $125927.28    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1079479.10   | 0.09%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3295000 | PA      | $2684670.12   | 0.23%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27968.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                 | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2565000 | PA      | $2605841.57   | 0.22%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                         | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      234000 | PA      | $238998.01    | 0.02%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                           | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       85000 | PA      | $82873.26     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       98000 | PA      | $98808.50     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K124, Class X1   | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8547477 | PA      | $269170.30    | 0.02%             | 2030-12-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust, Series 2025-1, Class D                              | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      680000 | PA      | $692927.34    | 0.06%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                       | CSMC Mortgage-Backed Trust, Series 2007-2, Class 3A13                             | CUSIP: 126384CG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      222970 | PA      | $97346.61     | 0.01%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1344982.99   | 0.11%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                               | SBA Small Business Investment Cos., Series 2024-10A, Class 1                      | CUSIP: 831641FX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1981404 | PA      | $2011605.84   | 0.17%             | 2034-03-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                              | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      765000 | PA      | $711745.45    | 0.06%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7387.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      835000 | PA      | $873324.65    | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-2, Class C              | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1010539.20   | 0.09%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                                   | Neuberger Berman CLO Ltd., Series 2016-22A, Class BR2                             | CUSIP: 64131BAQ6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $480468.48    | 0.04%             | 2038-04-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                                               | OCP Aegis CLO Ltd., Series 2025-41A, Class B1                                     | CUSIP: 675953AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3300000 | PA      | $3306923.40   | 0.28%             | 2037-04-21      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CWABS, Inc., Asset-Backed Certificates                           | CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2                    | CUSIP: 126671Z33<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4945 | PA      | $6065.47      | 0.00%             | 2034-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2021-RN4, Class A2                                               | CUSIP: 69359QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2689348 | PA      | $2691517.28   | 0.23%             | 2051-10-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Ultra Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         134 | NC      | $95048.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      143000 | PA      | $174557.70    | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      750000 | PA      | $777896.73    | 0.07%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                         | Eagle Funding Luxco Sarl                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     1175000 | PA      | $1192108.00   | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners LP                                             | AmeriGas Partners LP                                                              | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $62851.92     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                             | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1600419.33   | 0.14%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                              | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      958000 | PA      | $814082.06    | 0.07%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1485000 | PA      | $1220643.27   | 0.10%             | 2042-06-01      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -490 | NC      | $262156.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Indonesia                                            | Republic of Indonesia                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 36907000000 | PA      | $2298048.04   | 0.19%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                                   | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      482000 | PA      | $481665.95    | 0.04%             | 2026-09-11      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      281000 | PA      | $283438.39    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $74849.07     | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    11048111 | PA      | $81791.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                                      | Greenbrier Cos., Inc. (The)                                                       | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1119195.00   | 0.09%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                 | Jersey Central Power & Light Co.                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     5248000 | PA      | $4660125.08   | 0.39%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                               | Istanbul Metropolitan Municipality                                                | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |      530000 | PA      | $530530.00    | 0.04%             | 2025-12-09      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc.                                                           | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75024.00     | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Selection Trust, Series 2021-HG1, Class B                          | CUSIP: 69547PAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      113662 | PA      | $112627.77    | 0.01%             | 2029-01-16      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                        | Millrose Properties, Inc.                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $70630.00     | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2020-1, Class A1                                 | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       93256 | PA      | $90815.50     | 0.01%             | 2059-12-25      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                 | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       68000 | PA      | $70462.96     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC7, Class M3               | CUSIP: 61744CFR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       57764 | PA      | $60940.56     | 0.01%             | 2034-07-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                             | ZF Europe Finance BV                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231777.42    | 0.02%             | 2026-02-23      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-96652.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2015-MS1, Class B                          | CUSIP: 61765DAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145024 | PA      | $139590.39    | 0.01%             | 2048-05-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd.                                         | Buttermilk Park CLO Ltd., Series 2018-1A, Class B1R                               | CUSIP: 124166AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      391608 | PA      | $391487.38    | 0.03%             | 2031-10-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Maya SAS                                                         | Maya SAS                                                                          | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |      560000 | PA      | $664729.20    | 0.06%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2022-4, Class A                    | CUSIP: 92259KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1923413 | PA      | $1931804.18   | 0.16%             | 2052-08-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                               | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69924.12     | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2022-1A, Class C                        | CUSIP: 22534LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      404000 | PA      | $404607.05    | 0.03%             | 2032-10-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1453888.72   | 0.12%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA                                                                      | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      330000 | PA      | $453379.75    | 0.04%             | 2033-01-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LL ABS Trust                                                     | LL ABS Trust, Series 2021-1A, Class C                                             | CUSIP: 53934QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85937 | PA      | $85826.69     | 0.01%             | 2029-05-15      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                  | Gap, Inc. (The)                                                                   | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46892.78     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2019-M1, Class A2                                               | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      989602 | PA      | $977381.16    | 0.08%             | 2028-09-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                           | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      430000 | PA      | $425142.12    | 0.04%             | 2026-01-08      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X1   | CUSIP: 3137F64R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16982464 | PA      | $288414.89    | 0.02%             | 2027-09-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                               | APi Group DE, Inc.                                                                | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38395.87     | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      352000 | PA      | $365407.82    | 0.03%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                            | Heathrow Funding Ltd.                                                             | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      500000 | PA      | $641528.11    | 0.05%             | 2041-05-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                    | Topgolf Callaway Brands Corp.                                                     | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |      580000 | PA      | $571726.83    | 0.05%             | 2026-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                          | Lorca Telecom Bondco SA                                                           | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $117116.77    | 0.01%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                          | CUSIP: 550241AH6<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      102920 | PA      | $100861.31    | 0.01%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                                       | California Resources Corp.                                                        | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5980.22      | 0.00%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1287164.93   | 0.11%             | 2030-06-11      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       78750 | PA      | $79284.86     | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2409530.09   | 0.20%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52786.25     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2022-4, Class A1                               | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280603 | PA      | $279355.19    | 0.02%             | 2067-04-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                    | Medtronic Global Holdings SCA                                                     | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $174451.43    | 0.01%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                      | Virgin Media Vendor Financing Notes III DAC                                       | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |      400000 | PA      | $524922.65    | 0.04%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C              | CUSIP: 46644UBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      266000 | PA      | $206227.73    | 0.02%             | 2048-07-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2021-1A, Class A                                   | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      270000 | PA      | $260350.55    | 0.02%             | 2031-11-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                         | Energizer Holdings, Inc.                                                          | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      410000 | PA      | $403163.99    | 0.03%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2010-68, Class SJ                                             | CUSIP: 31398TJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162179 | PA      | $18233.25     | 0.00%             | 2040-07-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                               | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $50337.46     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2023-3A, Class D                    | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1265000 | PA      | $1303846.51   | 0.11%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| RR 12 Ltd.                                                       | RR Ltd., Series 2020-12A, Class A2R3                                              | CUSIP: 74989HAQ5<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |     1916000 | PA      | $1918232.14   | 0.16%             | 2036-01-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXII Ltd.                                              | Magnetite Ltd., Series 2019-22A, Class CRR                                        | CUSIP: 55954HBA9<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |      570000 | PA      | $570440.61    | 0.05%             | 2036-07-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                        | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      285000 | PA      | $236875.70    | 0.02%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                         | ADT Security Corp. (The)                                                          | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96225.83     | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M2               | CUSIP: 61744CHB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70134 | PA      | $72879.72     | 0.01%             | 2034-09-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                          | GSR Mortgage Loan Trust, Series 2004-15F, Class 1A2                               | CUSIP: 36242DQU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      358348 | PA      | $234892.74    | 0.02%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                            | Wabash National Corp.                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |      375000 | PA      | $344167.01    | 0.03%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                           | NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A                 | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      409827 | PA      | $398898.75    | 0.03%             | 2026-11-25      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      762000 | PA      | $671428.47    | 0.06%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1008884.05   | 0.09%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                      | Adient Global Holdings Ltd.                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       74000 | PA      | $77059.23     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ZF Finance GmbH                                                  | ZF Finance GmbH                                                                   | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $111284.89    | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                | Exxon Mobil Corp.                                                                 | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      670000 | PA      | $525558.21    | 0.04%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-9, Class MI                                                     | CUSIP: 38382MF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12557749 | PA      | $1840266.60   | 0.16%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC, 1st Lien Term Loan                                               | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      237796 | PA      | $238053.02    | 0.02%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      540000 | PA      | $557688.32    | 0.05%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                           | Republic of Costa Rica                                                            | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      325000 | PA      | $344805.50    | 0.03%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                           | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $83064.41     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22675.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                        | CUSIP: 595017AF1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      305000 | PA      | $559614.00    | 0.05%             | 2027-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Edison International                                             | Edison International                                                              | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      752000 | PA      | $752267.71    | 0.06%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      555000 | PA      | $578200.26    | 0.05%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VCAT LLC                                                         | VCAT LLC, Series 2025-NPL3, Class A1                                              | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560127 | PA      | $562553.04    | 0.05%             | 2055-02-25      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Conduent Business Services LLC                                   | Conduent Business Services LLC                                                    | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $119603.63    | 0.01%             | 2029-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 52 Ltd.                                                  | KKR CLO Ltd., Series 2023-52A, Class CR                                           | CUSIP: 48255XAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $550373.45    | 0.05%             | 2038-07-16      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $82.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2022-4, Class E              | CUSIP: 02529XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $596387.76    | 0.05%             | 2030-01-14      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2024-3A, Class D                      | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $768923.10    | 0.07%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                | Paprec Holding SA                                                                 | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      164000 | PA      | $191877.90    | 0.02%             | 2028-07-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1642000 | PA      | $1692706.60   | 0.14%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1362502.38   | 0.12%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2004-28CB, Class 3A1                               | CUSIP: 12667FYS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      305296 | PA      | $271564.97    | 0.02%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Azelis Finance NV                                                | Azelis Finance NV                                                                 | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |      300000 | PA      | $361154.10    | 0.03%             | 2028-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                       | Bellis Acquisition Co. plc                                                        | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      108000 | PA      | $128036.82    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                        | Bank of Ireland Group plc                                                         | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     1400000 | PA      | $1639694.40   | 0.14%             | 2025-09-01      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                  | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1970000 | PA      | $1984449.83   | 0.17%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                        | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      356000 | PA      | $354519.08    | 0.03%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                                       | Renault SA                                                                        | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      800000 | PA      | $929895.90    | 0.08%             | 2027-06-02      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                              | Benin Government Bond                                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     1231000 | PA      | $1208091.09   | 0.10%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                         | JBS USA Holding Lux Sarl                                                          | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1886202.95   | 0.16%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NMG Parent LLC                                                   | NMG Parent LLC, Escrow                                                            | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         229 | NS      | $2862.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                              | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      660000 | PA      | $661165.79    | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K136, Class X1   | CUSIP: 3137H4SK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20675514 | PA      | $363791.88    | 0.03%             | 2031-12-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                | INEOS Finance plc                                                                 | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200462.40    | 0.02%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                  | Palmer Square Loan Funding Ltd., Series 2024-1A, Class A2                         | CUSIP: 69703NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1193000 | PA      | $1194671.39   | 0.10%             | 2032-10-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3638.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                 | Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10       | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |     4094013 | PA      | $4196664.77   | 0.36%             | 2050-03-25      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                        | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15476.85     | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-789015.16   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Styrolution Ludwigshafen GmbH                              | INEOS Styrolution Ludwigshafen GmbH                                               | CUSIP: N/A<br>LEI: 5299003M4PGUGL48LS74       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $341539.59    | 0.03%             | 2027-01-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                 | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      666000 | PA      | $655444.01    | 0.06%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Maya SAS                                                         | Maya SAS                                                                          | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |      344000 | PA      | $408333.65    | 0.03%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                              | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $368922.28    | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                   | Banc of America Mortgage Trust, Series 2004-A, Class 2A2                          | CUSIP: 05948XT27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74271 | PA      | $73381.14     | 0.01%             | 2034-02-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Escrow Rite Aid                                                  | Escrow Rite Aid                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       14602 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     3002000 | PA      | $2751079.78   | 0.23%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      108000 | PA      | $112628.17    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                      | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $63860.33     | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean, Inc.                                                 | Transocean, Inc.                                                                  | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       35000 | PA      | $33856.92     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                | Symphony CLO Ltd., Series 2016-18A, Class CR4                                     | CUSIP: 87154GFQ3<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |     1080000 | PA      | $1080000.00   | 0.09%             | 2037-10-23      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                 | Provident Funding Mortgage Trust, Series 2025-3, Class A1                         | CUSIP: 74388PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2343443 | PA      | $2374018.33   | 0.20%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2025-2A, Class A                                   | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1611678.08   | 0.14%             | 2034-10-20      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      135000 | PA      | $129765.00    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.                                 | Advanced Energy Industries, Inc.                                                  | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |      787000 | PA      | $1002392.41   | 0.08%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66727.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                      | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $887112.52    | 0.08%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Maya SAS                                                         | Maya SAS                                                                          | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |      164000 | PA      | $202853.94    | 0.02%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                  | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      300000 | PA      | $275317.74    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                                    | Griffon Corp.                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      425000 | PA      | $424386.68    | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      245000 | PA      | $261900.77    | 0.02%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2024-NPL5, Class A1                                              | CUSIP: 74143QAA3<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |      403677 | PA      | $404643.29    | 0.03%             | 2054-09-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                       | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23612.97     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                 | TRTX Issuer Ltd., Series 2025-FL6, Class A                                        | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1202782.80   | 0.10%             | 2042-09-18      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1394966.13   | 0.12%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                | Altar Bidco, Inc., 2nd Lien Term Loan                                             | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      190000 | PA      | $179075.00    | 0.02%             | 2030-02-01      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                        | Serta Simmons Bedding LLC, 1st Lien Term Loan                                     | CUSIP: 81753HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       42281 | PA      | $38913.67     | 0.00%             | 2028-06-29      | Variable      | 11.91%                | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1431724.01   | 0.12%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-RPL2, Class A1                                              | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1540096 | PA      | $1498312.51   | 0.13%             | 2055-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc.                                                                     | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |       20145 | PA      | $14339.27     | 0.00%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $64011.90     | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                               | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1100574.00   | 0.09%             | 2028-11-14      | Variable      | 10.00%                | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2003-130, Class NS                                            | CUSIP: 31393UVP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261784 | PA      | $24277.00     | 0.00%             | 2034-01-25      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      208000 | PA      | $211281.86    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $614385.85    | 0.05%             | 2029-09-23      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                              | Alfa Desarrollo SpA                                                               | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |      929751 | PA      | $729854.90    | 0.06%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust, Series 2024-2, Class C                              | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      513000 | PA      | $515372.83    | 0.04%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Monitchem HoldCo 3 SA                                            | Monitchem HoldCo 3 SA                                                             | CUSIP: N/A<br>LEI: 222100SJHJ1CNJMSW162       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118193.28    | 0.01%             | 2028-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2022-C15, Class AS                                   | CUSIP: 05552FBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1960000 | PA      | $1764257.54   | 0.15%             | 2055-04-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                         | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      726000 | PA      | $762880.80    | 0.06%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc., Series A                                                   | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1432037.81   | 0.12%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                                  | Western Funding Auto Loan Trust, Series 2025-1, Class D                           | CUSIP: 958250AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $355340.34    | 0.03%             | 2036-01-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corp.                                           | Antero Resources Corp.                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      175000 | PA      | $178494.75    | 0.02%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                        | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $28627.17     | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2016-39, Class LS                                             | CUSIP: 3136ASU38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1873635 | PA      | $226401.30    | 0.02%             | 2046-07-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                              | Ascent Resources Utica Holdings LLC                                               | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25450.18     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4026.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class D             | CUSIP: 10806HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      975000 | PA      | $993408.78    | 0.08%             | 2030-11-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                        | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |      140000 | PA      | $166968.98    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Magnetite XXII Ltd.                                              | Magnetite Ltd., Series 2019-22A, Class BRR                                        | CUSIP: 55954HAY8<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |      933000 | PA      | $932930.96    | 0.08%             | 2036-07-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $51983.10     | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                               | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      310000 | PA      | $346158.40    | 0.03%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                      | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15455.16     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| RCO VIII Mortgage LLC                                            | RCO Mortgage LLC, Series 2025-3, Class A1                                         | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1232741 | PA      | $1235140.81   | 0.10%             | 2030-05-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12095.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                             | NOVA Chemicals Corp.                                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $67201.26     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          19 | NC      | $8136.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                               | Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan B-1                        | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      299250 | PA      | $299208.11    | 0.03%             | 2031-11-17      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Mundys SpA                                                       | Mundys SpA                                                                        | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |      370000 | PA      | $421433.86    | 0.04%             | 2028-02-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Accelerated LLC                                                  | Accelerated LLC, Series 2021-1H, Class B                                          | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      108555 | PA      | $101684.71    | 0.01%             | 2040-10-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      380000 | PA      | $342950.00    | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                      | Endo Finance Holdings, Inc.                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16000 | PA      | $17033.71     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series EE                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      710000 | PA      | $715753.84    | 0.06%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4120, Class UI                                               | CUSIP: 3137AVHL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      184525 | PA      | $3811.49      | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2374964.56   | 0.20%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Claire's Boutiques, Inc.                                         | Claire's Boutiques, Inc., 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      248773 | PA      | $84582.90     | 0.01%             | 2026-05-15      | Variable      | 11.60%                | No            |                  3 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                | Petco Health & Wellness Co., Inc., 1st Lien Term Loan                             | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |      345000 | PA      | $332207.40    | 0.03%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                             | Anheuser-Busch InBev Worldwide, Inc.                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      126000 | PA      | $126885.52    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                | Weekley Homes LLC                                                                 | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $121700.59    | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $84691.26     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                     | DNB Bank ASA                                                                      | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      701000 | PA      | $700040.65    | 0.06%             | 2026-09-16      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH                                                            | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |      130000 | PA      | $152187.96    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                     | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $296870.26    | 0.03%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K125, Class X1   | CUSIP: 3137F9ZA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18183239 | PA      | $461701.53    | 0.04%             | 2031-01-25      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $64495.21     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| WP Carey, Inc.                                                   | WP Carey, Inc.                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      180000 | PA      | $160379.73    | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11850000 | PA      | $58073.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.                       | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class CR                | CUSIP: 64133WAS4<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |     1900000 | PA      | $1907153.50   | 0.16%             | 2036-07-16      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4073, Class IQ                                               | CUSIP: 3137ARXB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      424920 | PA      | $56572.70     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                      | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $129224.56    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      270000 | PA      | $270383.40    | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1554963.50   | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      859000 | PA      | $902955.76    | 0.08%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust, Series 2024-1, Class C                              | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2572000 | PA      | $2608369.62   | 0.22%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                 | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $359459.10    | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $223683.36    | 0.02%             | 2080-08-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC                                                               | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      166000 | PA      | $172119.59    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19772.23     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                               | Cinemark USA, Inc.                                                                | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24846.91     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                      | Adient Global Holdings Ltd.                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      260000 | PA      | $273792.22    | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                      | Hashemite Kingdom of Jordan                                                       | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     1149000 | PA      | $1132373.97   | 0.10%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                            | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1881697.50   | 0.16%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2022-4A, Class E                      | CUSIP: 30166BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1553000 | PA      | $1594236.65   | 0.13%             | 2030-03-15      | Fixed         | 8.23%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                  | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $340761.88    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A                        | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      753000 | PA      | $761304.46    | 0.06%             | 2034-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    35429000 | PA      | $-895185.53   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series W                                                         | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      550000 | PA      | $544840.12    | 0.05%             | 2025-12-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NGG Finance plc                                                  | NGG Finance plc                                                                   | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |      518000 | PA      | $593819.22    | 0.05%             | 2082-09-05      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                               | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      950000 | PA      | $890150.00    | 0.08%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                       | GCAT Trust, Series 2021-NQM4, Class A1                                            | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1488634 | PA      | $1247793.41   | 0.11%             | 2066-08-25      | Variable      | 1.09%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1625299.76   | 0.14%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                         | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       21000 | PA      | $22306.10     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1534688.39   | 0.13%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-KF45, Class B                                   | CUSIP: 30296TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93003 | PA      | $94261.73     | 0.01%             | 2025-03-25      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                      | Saks Global Enterprises LLC                                                       | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |       62580 | PA      | $24712.84     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd.                       | Neuberger Berman Loan Advisers CLO Ltd., Series 2022-50A, Class CR                | CUSIP: 64134VAU0<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |      649123 | PA      | $648940.60    | 0.05%             | 2036-07-23      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      495000 | PA      | $446272.22    | 0.04%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                              | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1309596.21   | 0.11%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 43 Ltd.                              | Octagon Investment Partners Ltd., Series 2019-1A, Class BR                        | CUSIP: 67573LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2039000 | PA      | $2044195.37   | 0.17%             | 2032-10-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1970000 | PA      | $2000318.30   | 0.17%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                   | Piedmont Natural Gas Co., Inc.                                                    | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      240000 | PA      | $160638.77    | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                      | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $110303.16    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-21CB, Class A17                               | CUSIP: 12667GKS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      559600 | PA      | $429610.10    | 0.04%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2019-BN20, Class XA                                                  | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3645211 | PA      | $102022.15    | 0.01%             | 2062-09-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2012-89                                                              | CUSIP: 38378BXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2218543 | PA      | $22.19        | 0.00%             | 2053-12-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                  | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      180000 | PA      | $135100.80    | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust, Series 2024-B, Class A                           | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1866000 | PA      | $1902768.97   | 0.16%             | 2037-11-20      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                       | VistaJet Malta Finance plc                                                        | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51998.75     | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1                   | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      427826 | PA      | $405638.52    | 0.03%             | 2060-01-26      | Variable      | 2.46%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      109000 | PA      | $113442.19    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                              | Rocket Mortgage LLC                                                               | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $171301.15    | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      600000 | PA      | $752837.67    | 0.06%             | 2029-11-20      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2431688.60   | 0.21%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4428.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                    | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58338.65     | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd., 1st Lien Term Loan                                        | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      549501 | PA      | $550418.18    | 0.05%             | 2030-06-20      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                  | Gulfport Energy Operating Corp.                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41945.79     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $33051.78     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust, Series 2023-2A, Class A2                        | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2738000 | PA      | $2767799.02   | 0.23%             | 2036-09-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                              | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1038000 | PA      | $687865.43    | 0.06%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                               | SBA Small Business Investment Cos., Series 2023-10B, Class 1                      | CUSIP: 831641FW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1075707 | PA      | $1117386.40   | 0.09%             | 2033-09-10      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                           | Shutterfly Finance LLC                                                            | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87495 | PA      | $82026.56     | 0.01%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Alpek SAB de CV                                                  | Alpek SAB de CV                                                                   | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |     1180000 | PA      | $1027706.25   | 0.09%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Trust LLC                                          | SCF Equipment Trust LLC, Series 2025-1A, Class E                                  | CUSIP: 78437DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1434000 | PA      | $1483449.34   | 0.13%             | 2035-11-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                      | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2840000 | PA      | $2836559.91   | 0.24%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                   | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     2100000 | PA      | $2199800.82   | 0.19%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Rossini Sarl                                                     | Rossini Sarl                                                                      | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $370156.09    | 0.03%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66866.93     | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K759, Class X3   | CUSIP: 3137HJZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      437736 | PA      | $119688.80    | 0.01%             | 2057-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                  | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2370000 | PA      | $2358055.91   | 0.20%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                 | Provident Funding Mortgage Trust, Series 2025-2, Class A1                         | CUSIP: 74389DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1172466 | PA      | $1189228.58   | 0.10%             | 2055-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       74000 | PA      | $72902.18     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                            | Countrywide Asset-Backed Certificates, Series 2002-4, Class M1                    | CUSIP: 126671SL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      215238 | PA      | $223877.27    | 0.02%             | 2032-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                             | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42654.02     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2023-1A, Class C                 | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      635000 | PA      | $650737.71    | 0.06%             | 2029-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Berry Global, Inc.                                               | Berry Global, Inc.                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1863673.06   | 0.16%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          58 | NC      | $26511.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                          | Neuberger Berman Loan Advisers CLO Ltd., Series 2019-34A, Class BR2               | CUSIP: 64132YBJ0<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |     1060000 | PA      | $1059430.78   | 0.09%             | 2039-07-20      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77760.75     | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    31128000 | PA      | $-926694.19   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      170000 | PA      | $163695.19    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, Single Family, 30 Year                                                   | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    51987000 | PA      | $51418306.41  | 4.35%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                          | Accenture Capital, Inc.                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      380000 | PA      | $378783.89    | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                           | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      639000 | PA      | $668509.02    | 0.06%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                             | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1247000 | PA      | $1277441.76   | 0.11%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                        | Loxam SAS                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      171000 | PA      | $201578.34    | 0.02%             | 2027-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                              | Republic of Ecuador                                                               | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      657146 | PA      | $592088.55    | 0.05%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                            | Avantor Funding, Inc.                                                             | CUSIP: N/A<br>LEI: 5493003VM0XB4U8YD238       | Long             | DBT              | CORP              | US        |      400000 | PA      | $467326.86    | 0.04%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18370.99     | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                            | Harvest Commercial Capital Loan Trust, Series 2024-1, Class A                     | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2699879 | PA      | $2757356.73   | 0.23%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                   | Mariner Finance issuance Trust, Series 2024-BA, Class C                           | CUSIP: 56847GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      342000 | PA      | $351731.75    | 0.03%             | 2038-11-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      159000 | PA      | $161623.50    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH                                                            | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |       50000 | PA      | $58533.83     | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                               | Istanbul Metropolitan Municipality                                                | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |      480000 | PA      | $523656.00    | 0.04%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      440000 | PA      | $451161.11    | 0.04%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                          | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10538024 | PA      | $486407.78    | 0.04%             | 2054-05-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan                                                            | Japan Government Bond                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   816400000 | PA      | $4790346.65   | 0.41%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2025-NPL4, Class A1                                              | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1889309 | PA      | $1910900.83   | 0.16%             | 2055-04-25      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                           | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      260000 | PA      | $260361.40    | 0.02%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| eircom Finance DAC                                               | eircom Finance DAC                                                                | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      260000 | PA      | $317049.24    | 0.03%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      120000 | PA      | $124551.24    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      215000 | PA      | $222692.70    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                     | Ardagh Packaging Finance plc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      410000 | PA      | $467359.81    | 0.04%             | 2026-08-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      370000 | PA      | $354387.42    | 0.03%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1702679.89   | 0.14%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    16880000 | PA      | $3769590.25   | 0.32%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        1018 | NC      | $602714.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                 | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      163000 | PA      | $169390.25    | 0.01%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      660000 | PA      | $655187.81    | 0.06%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                             | Noble Finance II LLC                                                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       34000 | PA      | $35200.00     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                                        | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      640000 | PA      | $624832.00    | 0.05%             | 2026-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                              | Emera US Finance LP                                                               | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1964000 | PA      | $1747870.38   | 0.15%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    25756403 | PA      | $-215073.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K147, Class X3   | CUSIP: 3137H8C74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4600000 | PA      | $935359.40    | 0.08%             | 2050-06-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                           | TotalEnergies Capital International SA                                            | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      310000 | PA      | $203691.46    | 0.02%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                              | Volkswagen International Finance NV                                               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      600000 | PA      | $710670.36    | 0.06%             | 2028-06-27      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                         | Comstock Resources, Inc.                                                          | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      330000 | PA      | $325328.95    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      448000 | PA      | $461383.10    | 0.04%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2024-3, Class D                    | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1470000 | PA      | $1515837.98   | 0.13%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                             | ZF Europe Finance BV                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      700000 | PA      | $783089.52    | 0.07%             | 2027-10-23      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2024-5C3, Class AS                                     | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2030000 | PA      | $2120708.72   | 0.18%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22420000 | PA      | $542.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                          | Lendingpoint Asset Securitization Trust, Series 2022-A, Class D                   | CUSIP: 52605AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      527633 | PA      | $308282.85    | 0.03%             | 2029-06-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                        | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      254000 | PA      | $217623.86    | 0.02%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                         | JBS USA Holding Lux Sarl                                                          | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      880000 | PA      | $977025.07    | 0.08%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20470.32     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                      | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      250000 | PA      | $203159.71    | 0.02%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                          | Entergy Mississippi LLC                                                           | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      112000 | PA      | $111500.69    | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                               | Arches Buyer, Inc.                                                                | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      180000 | PA      | $175061.03    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| RCI Banque SA                                                    | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $592099.48    | 0.05%             | 2037-03-24      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                         | Duke Energy Progress LLC                                                          | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32108.48     | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                            | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       47000 | PA      | $47645.69     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                | Altar Bidco, Inc., 1st Lien Term Loan B                                           | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      511754 | PA      | $510474.57    | 0.04%             | 2029-02-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      208000 | PA      | $214152.02    | 0.02%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Viridien                                                         | Viridien                                                                          | CUSIP: N/A<br>LEI: 969500FCVQ5SLAAUJV59       | Long             | DBT              | CORP              | FR        |      129000 | PA      | $151202.43    | 0.01%             | 2030-10-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                    | Schaeffler AG                                                                     | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $365304.05    | 0.03%             | 2031-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The), Series T                                         | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $1096851.46   | 0.09%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                             | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       77000 | PA      | $76784.40     | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C      | CUSIP: 61765LAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $185196.80    | 0.02%             | 2048-05-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                  | CoreCivic, Inc.                                                                   | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |      110000 | PA      | $116420.48    | 0.01%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       59000 | PA      | $60511.34     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                             | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      976000 | PA      | $1011526.40   | 0.09%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                         | TotalEnergies Capital SA                                                          | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $277186.53    | 0.02%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp.                                                                    | CUSIP: 767ESCAC0<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |       98000 | PA      | $0.00         | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2019-53, Class IA                                                    | CUSIP: 38380M4K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8571901 | PA      | $427587.00    | 0.04%             | 2061-06-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-160392.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Paysafe Finance plc                                              | Paysafe Finance plc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      169000 | PA      | $189695.33    | 0.02%             | 2029-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      140000 | PA      | $139430.72    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21969.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSB Equipment Co., Inc.                                          | SSB Equipment Co., Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       10319 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1293522.00   | 0.11%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2309688.65   | 0.20%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                  | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class M1        | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1499676 | PA      | $1507416.61   | 0.13%             | 2055-05-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2022-3A, Class D                      | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $2128651.35   | 0.18%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | Volkswagen Group of America Finance LLC                                           | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203672.08    | 0.02%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                            | FirstEnergy Pennsylvania Electric Co.                                             | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $399108.13    | 0.03%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                   | Bertrand Franchise Finance SAS                                                    | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237004.19    | 0.02%             | 2030-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3482.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3845000 | PA      | $4200201.10   | 0.36%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      965000 | PA      | $1005002.61   | 0.09%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                      | Commonwealth of the Bahamas                                                       | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      262000 | PA      | $270515.00    | 0.02%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                        | Serta Simmons Bedding LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       10319 | NS      | $101126.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                  | 1261229 BC Ltd., 1st Lien Term Loan                                               | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      100000 | PA      | $98528.00     | 0.01%             | 2030-10-08      | Variable      | 10.57%                | No            |                  2 | On Loan: No      |
| Fluor Corp.                                                      | Fluor Corp.                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      396000 | PA      | $457578.00    | 0.04%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC, 1st Lien Term Loan                                              | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      397346 | PA      | $395792.03    | 0.03%             | 2028-01-18      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      108000 | PA      | $112382.53    | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $263385.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4201.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                              | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $304912.92    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                       | Corebridge Financial, Inc.                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      197000 | PA      | $199408.13    | 0.02%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2610441.25   | 0.22%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                           | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       32000 | PA      | $33870.13     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                          | Volkswagen Leasing GmbH                                                           | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1517515.00   | 0.13%             | 2029-01-12      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                            | OneMain Direct Auto Receivables Trust, Series 2025-1A, Class D                    | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      690000 | PA      | $709484.22    | 0.06%             | 2037-07-14      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                | Chariot Buyer LLC, 1st Lien Term Loan                                             | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      519546 | PA      | $519364.35    | 0.04%             | 2028-11-03      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    27919822 | PA      | $6867632.55   | 0.58%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                  | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       95000 | PA      | $103402.85    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| COLT Trust                                                       | COLT Trust, Series 2021-RPL1, Class A1                                            | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1163864 | PA      | $1071001.40   | 0.09%             | 2061-09-25      | Variable      | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184943.72    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Euro-Buxl 30 Year Bond                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -41 | NC      | $322797.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      737000 | PA      | $767125.84    | 0.06%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                               | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      124000 | PA      | $111972.00    | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                 | Nevada Power Co.                                                                  | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1193887.73   | 0.10%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29643.84     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1178774.00   | 0.10%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                              | DT Auto Owner Trust, Series 2022-1A, Class E                                      | CUSIP: 23345YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $998237.20    | 0.08%             | 2029-03-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69059.90     | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                      | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      550000 | PA      | $486502.50    | 0.04%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -994 | NC      | $-428571.05   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loan Trust                                     | MASTR Alternative Loan Trust, Series 2004-12, Class 3A1                           | CUSIP: 576434YF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      527091 | PA      | $530497.67    | 0.04%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                          | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1720000 | PA      | $1704478.65   | 0.14%             | 2028-04-06      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co.                                               | Union Electric Co.                                                                | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      260000 | PA      | $196505.94    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1031000 | PA      | $1021112.30   | 0.09%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                                            | Republic of Indonesia                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 59871000000 | PA      | $3727922.46   | 0.32%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2015-GC30, Class C                           | CUSIP: 36250GAW5<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $159600.00    | 0.01%             | 2050-05-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                       | PRM5 Trust, Series 2025-PRM5, Class A                                             | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $828553.39    | 0.07%             | 2033-03-10      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                   | Raven Acquisition Holdings LLC                                                    | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       67000 | PA      | $68253.91     | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C                        | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      870000 | PA      | $896458.88    | 0.08%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                    | Notas do Tesouro Nacional                                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    45000000 | PA      | $8063814.00   | 0.68%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      139000 | PA      | $142739.66    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25429.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2023-3, Class D              | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2355051.88   | 0.20%             | 2029-10-12      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1221098.13   | 0.10%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      150000 | PA      | $140841.32    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                          | MVW LLC, Series 2021-1WA, Class D                                                 | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      384542 | PA      | $368329.51    | 0.03%             | 2041-01-22      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                | Paprec Holding SA                                                                 | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      240000 | PA      | $280796.92    | 0.02%             | 2028-07-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                                       | GCAT Trust, Series 2021-NQM2, Class A1                                            | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1995039 | PA      | $1719354.55   | 0.15%             | 2066-05-25      | Variable      | 1.04%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB                                              | Verisure Holding AB                                                               | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      192000 | PA      | $233237.14    | 0.02%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                    | Topgolf Callaway Brands Corp., 1st Lien Term Loan                                 | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |      410894 | PA      | $403703.55    | 0.03%             | 2030-03-18      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1353070.70   | 0.11%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                  | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      415000 | PA      | $416403.10    | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-KF48, Class B                                   | CUSIP: 30308EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      480434 | PA      | $455786.08    | 0.04%             | 2028-06-25      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      760000 | PA      | $758166.98    | 0.06%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                          | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                       | CUSIP: 05624AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      798000 | PA      | $798710.22    | 0.07%             | 2031-11-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class C     | CUSIP: 46645UAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      152000 | PA      | $134299.95    | 0.01%             | 2049-12-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| A10 Revolving Asset Financing I LLC                              | A10 Revolving Asset Financing I LLC, Series 2012-RAF1, Class B                    | CUSIP: 002122AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6000000.00   | 0.51%             | 2028-02-10      | Floating      | 11.34%                | Yes           |                  3 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2024-2, Class D              | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      542000 | PA      | $557613.88    | 0.05%             | 2030-04-12      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                               | MIWD Holdco II LLC, 1st Lien Term Loan                                            | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |      264831 | PA      | $265866.72    | 0.02%             | 2031-03-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2021-C, Class A                                    | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1123306 | PA      | $1100100.70   | 0.09%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                       | Trident TPI Holdings, Inc., 1st Lien Term Loan B-7                                | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      335705 | PA      | $320477.54    | 0.03%             | 2028-09-15      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                      | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1572094.34   | 0.13%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C              | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124000 | PA      | $97167.64     | 0.01%             | 2048-08-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| eDreams ODIGEO SA                                                | eDreams ODIGEO SA                                                                 | CUSIP: N/A<br>LEI: 959800Y8LQ5MR2YZ4N96       | Long             | DBT              | CORP              | ES        |      122000 | PA      | $144422.46    | 0.01%             | 2030-12-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                          | Belron Finance 2019 LLC, 1st Lien Term Loan                                       | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      220819 | PA      | $221757.26    | 0.02%             | 2031-10-16      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class X3   | CUSIP: 3137FCJN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2151623 | PA      | $91713.58     | 0.01%             | 2044-12-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     3565000 | PA      | $3689274.79   | 0.31%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                       | JetBlue Pass-Through Trust, Series 2019-1, Class A                                | CUSIP: 477143AJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130191 | PA      | $120008.43    | 0.01%             | 2028-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                         | Virgin Media Finance plc                                                          | CUSIP: N/A<br>LEI: 2138001LVYC87DDHT482       | Long             | DBT              | CORP              | GB        |      135000 | PA      | $152314.91    | 0.01%             | 2030-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                      | Business Jet Securities LLC, Series 2024-2A, Class C                              | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      760376 | PA      | $762179.63    | 0.06%             | 2039-09-15      | Fixed         | 7.97%                 | Yes           |                  3 | On Loan: No      |
| Ballyrock CLO Ltd.                                               | Ballyrock CLO Ltd., Series 2020-2A, Class A2R                                     | CUSIP: 05875DAL6<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |     2600000 | PA      | $2605028.40   | 0.22%             | 2031-10-20      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                   | Swiss Re Finance Luxembourg SA                                                    | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $200626.23    | 0.02%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3620000 | PA      | $3298923.23   | 0.28%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                  | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $468451.36    | 0.04%             | 2025-09-22      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SoFi Technologies, Inc.                                          | SoFi Technologies, Inc.                                                           | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |      460000 | PA      | $1267530.00   | 0.11%             | 2029-03-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ACC Trust                                                        | ACC Trust, Series 2021-1, Class D                                                 | CUSIP: 00091KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      442632 | PA      | $140602.93    | 0.01%             | 2027-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $263047.34    | 0.02%             | 2031-10-09      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2024-2A, Class A                                   | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      511000 | PA      | $511138.58    | 0.04%             | 2034-02-21      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                              | NuStar Logistics LP                                                               | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40213.84     | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                         | MRCD MARK Mortgage Trust, Series 2019-PARK, Class E                               | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $158907.00    | 0.01%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      152000 | PA      | $153123.62    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                          | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      224252 | PA      | $219766.96    | 0.02%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-MF, Class A                             | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1832891 | PA      | $1835182.02   | 0.16%             | 2039-02-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                          | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1875254.24   | 0.16%             | 2027-06-29      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Alstom SA                                                        | Alstom SA                                                                         | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $370913.72    | 0.03%             | 2029-05-29      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                             | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      550000 | PA      | $571125.08    | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      809000 | PA      | $859490.79    | 0.07%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                         | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1454000 | PA      | $1412197.50   | 0.12%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2021-B, Class B                                    | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      395019 | PA      | $386867.75    | 0.03%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6340.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                                   | Czech Republic                                                                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    60550000 | PA      | $3031373.86   | 0.26%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                  | Amber Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      111000 | PA      | $136621.57    | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class B                        | CUSIP: 22537GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      663000 | PA      | $675602.77    | 0.06%             | 2034-05-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                               | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       35000 | PA      | $27984.96     | 0.00%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      221000 | PA      | $228631.57    | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      391000 | PA      | $381524.70    | 0.03%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1711000 | PA      | $1697969.71   | 0.14%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2025-2A, Class C                                   | CUSIP: 52603GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $1108686.70   | 0.09%             | 2034-10-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                   | Braskem Netherlands Finance BV                                                    | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      570000 | PA      | $405669.00    | 0.03%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Republic of Paraguay                                                              | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      470000 | PA      | $413682.25    | 0.04%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                    | Perrigo Finance Unlimited Co., Series USD                                         | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       24000 | PA      | $24149.69     | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   112200000 | PA      | $5625210.61   | 0.48%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      808000 | PA      | $826391.49    | 0.07%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $327486.60    | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2023-2, Class C              | CUSIP: 02529YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      763425 | PA      | $765419.48    | 0.06%             | 2029-08-13      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                        | PPL Capital Funding, Inc.                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101576.30    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                         | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1320000 | PA      | $1368607.52   | 0.12%             | 2040-10-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                               | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      452000 | PA      | $415513.68    | 0.04%             | 2030-11-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival plc                                                     | Carnival plc                                                                      | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |      167000 | PA      | $197056.54    | 0.02%             | 2031-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                   | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31738.82     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      288000 | PA      | $288051.33    | 0.02%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR2, Class F1                                  | CUSIP: 33767PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $2900481.60   | 0.25%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                  | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      825093 | PA      | $847972.47    | 0.07%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4986.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                             | Infrastrutture Wireless Italiane SpA                                              | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | DBT              | CORP              | IT        |      240000 | PA      | $269938.41    | 0.02%             | 2028-10-21      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31222.92     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SES SA                                                           | SES SA                                                                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $349128.98    | 0.03%             | 2054-09-12      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                        | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $38683.20     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9243.71      | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                | Healthpeak OP LLC                                                                 | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1380298.28   | 0.12%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                | Ziggo Bond Co. BV                                                                 | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      810000 | PA      | $830187.08    | 0.07%             | 2030-02-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4178, Class BI                                               | CUSIP: 3137B05Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      468306 | PA      | $32734.05     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    17464635 | PA      | $-145238.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2019-1, Class A                    | CUSIP: 92257CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      227159 | PA      | $219040.78    | 0.02%             | 2049-03-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3   | CUSIP: 3137FL6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6650000 | PA      | $475414.49    | 0.04%             | 2047-02-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       26000 | PA      | $28584.76     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Stagwell Global LLC                                              | Stagwell Global LLC                                                               | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      189000 | PA      | $182293.05    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       25000 | PA      | $25802.00     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                   | Mariner Finance issuance Trust, Series 2024-BA, Class A                           | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1019272.80   | 0.09%             | 2038-11-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2024-1A, Class D                    | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      544000 | PA      | $554658.86    | 0.05%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1517, Class X1 | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3316685 | PA      | $303744.71    | 0.03%             | 2035-07-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      684000 | PA      | $681136.67    | 0.06%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                      | Progroup AG                                                                       | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $352821.34    | 0.03%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    13945000 | PA      | $25578.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                       | Graham Packaging Co., Inc.                                                        | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105032.66    | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                | Republic of Kenya                                                                 | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      741000 | PA      | $732434.04    | 0.06%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1693886.71   | 0.14%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., 1st Lien Term Loan B-2                                   | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      483875 | PA      | $483875.00    | 0.04%             | 2029-03-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                            | Banque Federative du Credit Mutuel SA                                             | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1245000 | PA      | $1258353.55   | 0.11%             | 2027-07-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      740000 | PA      | $533350.73    | 0.05%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                | CUSIP: 3140XQF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12647267 | PA      | $12836876.13  | 1.09%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PLT VII Finance SARL                                             | PLT VII Finance SARL                                                              | CUSIP: N/A<br>LEI: 894500SKZV4JDP64R249       | Long             | DBT              | CORP              | LU        |      552000 | PA      | $669183.67    | 0.06%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1043513.54   | 0.09%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                               | Seagate HDD Cayman                                                                | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     1135000 | PA      | $2333441.10   | 0.20%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4                     | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1375655.82   | 0.12%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                 | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      720000 | PA      | $777535.47    | 0.07%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                 | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1794000 | PA      | $1663669.67   | 0.14%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                         | EquipmentShare.com, Inc.                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       65000 | PA      | $70012.09     | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2293744.92   | 0.19%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                 | Cooper-Standard Automotive, Inc.                                                  | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      396143 | PA      | $364451.56    | 0.03%             | 2027-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      375000 | PA      | $372645.18    | 0.03%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2497.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      295000 | PA      | $296433.70    | 0.03%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      913000 | PA      | $921872.09    | 0.08%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      270000 | PA      | $253778.35    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal                                              | Republic of Senegal                                                               | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      224000 | PA      | $166181.12    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      484000 | PA      | $333203.71    | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                             | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      613000 | PA      | $635068.00    | 0.05%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                            | WMG Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: 549300NAS11NXI33CP80       | Long             | DBT              | CORP              | US        |      110000 | PA      | $119961.77    | 0.01%             | 2031-08-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LP                                   | Hertz Vehicle Financing LP, Series 2021-2A, Class C                               | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1726000 | PA      | $1670052.23   | 0.14%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                            | 888 Acquisitions Ltd.                                                             | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |      160000 | PA      | $187335.60    | 0.02%             | 2027-07-15      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                            | WEC US Holdings, Inc., 1st Lien Term Loan                                         | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |      245630 | PA      | $245587.97    | 0.02%             | 2031-01-27      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                               | Pinnacle Bidco plc                                                                | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      164000 | PA      | $201185.16    | 0.02%             | 2028-10-11      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Theorem Funding Trust                                            | Theorem Funding Trust, Series 2022-2A, Class B                                    | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1967095 | PA      | $1981572.73   | 0.17%             | 2028-12-15      | Fixed         | 9.27%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23832.67     | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5170000 | PA      | $44975.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      399000 | PA      | $352115.11    | 0.03%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                 | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1730000 | PA      | $1651760.66   | 0.14%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                  | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    34277920 | PA      | $32272139.00  | 2.73%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                                     | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1351000 | PA      | $1415462.83   | 0.12%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2025-1A, Class A                                   | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $708883.63    | 0.06%             | 2034-09-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc.                                                           | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      235000 | PA      | $243858.53    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      391000 | PA      | $397647.29    | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                  | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      120000 | PA      | $102397.92    | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      123000 | PA      | $127402.20    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                          | Kaixo Bondco Telecom SA                                                           | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |      335000 | PA      | $396588.86    | 0.03%             | 2029-09-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                   | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      105000 | PA      | $103954.64    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Snowflake, Inc.                                                  | Snowflake, Inc.                                                                   | CUSIP: 833445AA7<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     1177000 | PA      | $1872018.50   | 0.16%             | 2027-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                            | Spectrum Brands, Inc.                                                             | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     1417000 | PA      | $1310725.00   | 0.11%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       47000 | PA      | $47965.05     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                             | Telefonica Europe BV                                                              | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $388424.82    | 0.03%             | 2031-06-07      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                             | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      169000 | PA      | $167934.30    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2473000 | PA      | $2092433.81   | 0.18%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1742400.08   | 0.15%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2024-4, Class D              | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      802000 | PA      | $811963.65    | 0.07%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                              | Phoenix Newco, Inc., 1st Lien Term Loan                                           | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |      249867 | PA      | $249996.71    | 0.02%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $234030.15    | 0.02%             | 2030-12-05      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                    | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1485000 | PA      | $1559588.58   | 0.13%             | 2029-08-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, Single Family, 30 Year                                                   | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18760000 | PA      | $18897707.03  | 1.60%             | 2055-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust, Series 2004-9, Class 1A                       | CUSIP: 61748HFT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50264 | PA      | $50101.27     | 0.00%             | 2034-11-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      510000 | PA      | $515694.41    | 0.04%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                           | Verisure Midholding AB                                                            | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      480000 | PA      | $564201.32    | 0.05%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                          | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $147908.27    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2056533.12   | 0.17%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                            | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |      390000 | PA      | $387897.90    | 0.03%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2021-BN35, Class XB                                                  | CUSIP: 06540CBM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17700000 | PA      | $560151.90    | 0.05%             | 2064-06-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                  | NYMT Loan Trust, Series 2024-BPL3, Class A1                                       | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |      660000 | PA      | $659544.01    | 0.06%             | 2039-09-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The), Series 2                                               | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2100000 | PA      | $1980697.53   | 0.17%             | 2081-10-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Five9, Inc.                                                      | Five9, Inc.                                                                       | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1083193.99   | 0.09%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2004-28CB, Class 2A4                               | CUSIP: 12667FYL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137644 | PA      | $127689.36    | 0.01%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18888.79     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      185000 | PA      | $178104.01    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                           | Shutterfly Finance LLC                                                            | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       24549 | PA      | $24794.49     | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26906.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                         | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      560000 | PA      | $580621.37    | 0.05%             | 2040-10-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LendingPoint Pass-Through Trust                                  | LendingPoint Pass-Through Trust, Series 2022-ST1, Class A                         | CUSIP: 52607NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       29857 | PA      | $29624.93     | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                         | Svenska Handelsbanken AB                                                          | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     2400000 | PA      | $2244630.86   | 0.19%             | 2031-03-01      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-133                                                             | CUSIP: 38381DXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10248453 | PA      | $677944.40    | 0.06%             | 2063-07-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                        | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      150850 | PA      | $119692.78    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2022-4A, Class D                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1050000 | PA      | $1057715.61   | 0.09%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                | ACCO Brands Corp.                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      325000 | PA      | $291528.45    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                              | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $146409.69    | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $788.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RALI Trust                                                       | RALI Trust, Series 2006-QS4, Class A2                                             | CUSIP: 749228AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19409 | PA      | $15860.85     | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                             | Columbia Pipelines Operating Co. LLC                                              | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2455000 | PA      | $2610797.12   | 0.22%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Toorak Mortgage Trust                                            | Toorak Mortgage Trust, Series 2024-2, Class A1                                    | CUSIP: 89055KAA0<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1404954.46   | 0.12%             | 2031-10-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                       | Edgewell Personal Care Co.                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129363.07    | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1197042.11   | 0.10%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                      | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1460000 | PA      | $1537542.75   | 0.13%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K121, Class X1   | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6608293 | PA      | $273791.51    | 0.02%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                       | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |      550000 | PA      | $626340.51    | 0.05%             | 2028-01-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I BV                                              | Q-Park Holding I BV                                                               | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      209000 | PA      | $251730.52    | 0.02%             | 2029-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust, Series 2025-7, Class A1                                   | CUSIP: 81749VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2902142 | PA      | $2943633.90   | 0.25%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2019-B11, Class C                                | CUSIP: 08162BBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1679000 | PA      | $1309880.41   | 0.11%             | 2052-05-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      119000 | PA      | $119426.62    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Euro-Schatz                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         135 | NC      | $-51258.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                                 | Welltower OP LLC                                                                  | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      410000 | PA      | $391542.41    | 0.03%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                     | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197600.00    | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                            | Heathrow Funding Ltd.                                                             | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     1400000 | PA      | $1480125.31   | 0.13%             | 2030-10-08      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust, Series 2021-A, Class D                           | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1463975.40   | 0.12%             | 2031-12-22      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                           | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      989000 | PA      | $1062408.29   | 0.09%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                 | Fair Isaac Corp.                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       42000 | PA      | $42563.56     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                  | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       95000 | PA      | $96647.21     | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Phoenix PIB Dutch Finance BV                                     | Phoenix PIB Dutch Finance BV                                                      | CUSIP: N/A<br>LEI: 529900UUYBCBB7HMVI56       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $367764.01    | 0.03%             | 2029-07-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                              | Carlyle US CLO Ltd., Series 2021-7A, Class CR                                     | CUSIP: 14316WAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $701453.20    | 0.06%             | 2040-04-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $43762.50     | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory, Inc. (The)                                   | Cheesecake Factory, Inc. (The)                                                    | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      296000 | PA      | $301237.45    | 0.03%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                               | Kingdom of Morocco                                                                | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     1065000 | PA      | $1137420.00   | 0.10%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      480000 | PA      | $466840.46    | 0.04%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-J3, Class 4A1                                 | CUSIP: 021469AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1915 | PA      | $1882.72      | 0.00%             | 2026-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -68 | NC      | $-45266.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory, Inc. (The)                                   | Cheesecake Factory, Inc. (The)                                                    | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      385000 | PA      | $414888.94    | 0.04%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55841.89     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -47 | NC      | $346239.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp., Escrow                                                            | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |       42049 | PA      | $0.00         | 0.00%             | 2025-10-18      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2005-67, Class SI                                             | CUSIP: 31394EH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      220996 | PA      | $12365.27     | 0.00%             | 2035-08-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21309.85     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust                           | Structured Asset Investment Loan Trust, Series 2004-8, Class M2                   | CUSIP: 86358EMA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       37500 | PA      | $31845.95     | 0.00%             | 2034-09-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                              | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      225000 | PA      | $282868.83    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Asset-Backed Securities Corp. Home Equity Loan Trust             | Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE7, Class M2   | CUSIP: 04541GMD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       19048 | PA      | $19073.59     | 0.00%             | 2034-10-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1280499.40   | 0.11%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series CC                                                        | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1612507.05   | 0.14%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1405000 | PA      | $1468225.00   | 0.12%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                            | Anchor Mortgage Trust, Series 2025-RTL1, Class A1                                 | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $301605.93    | 0.03%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2024-NPL9, Class A1                                              | CUSIP: 74143TAA7<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-MBS          | CORP              | US        |      957835 | PA      | $964401.64    | 0.08%             | 2054-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                               | New Century Home Equity Loan Trust, Series 2004-4, Class M2                       | CUSIP: 64352VJK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5596 | PA      | $7965.90      | 0.00%             | 2035-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                       | Elastic NV                                                                        | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |      215000 | PA      | $206606.96    | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      520000 | PA      | $549384.68    | 0.05%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| TDA CAM 4 FTA                                                    | TDA CAM 4 FTA, Series 4, Class A                                                  | CUSIP: N/A<br>LEI: 95980020140005711149       | Long             | ABS-MBS          | CORP              | ES        |        3480 | PA      | $4071.68      | 0.00%             | 2039-06-26      | Floating      | 2.09%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    12909601 | PA      | $-153503.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5130.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $96721.30     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LP                                   | Hertz Vehicle Financing LP, Series 2021-2A, Class A                               | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $1939370.20   | 0.16%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                  | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       24000 | PA      | $25060.15     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12345000 | PA      | $26411.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                    | Perrigo Finance Unlimited Co.                                                     | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |      145000 | PA      | $175333.03    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class C                        | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      560000 | PA      | $567856.74    | 0.05%             | 2035-01-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-3, Class C              | CUSIP: 02528EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1885000 | PA      | $1899514.50   | 0.16%             | 2032-07-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Ltd.                                                   | Magnetite Ltd., Series 2016-17A, Class BR2                                        | CUSIP: 55954EBA6<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |     1932000 | PA      | $1942183.57   | 0.16%             | 2037-04-20      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust, Series 2004-4, Class 2A                       | CUSIP: 61748HDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      102089 | PA      | $100207.28    | 0.01%             | 2034-09-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Box, Inc.                                                        | Box, Inc.                                                                         | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |      832000 | PA      | $1052064.00   | 0.09%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      115000 | PA      | $113708.09    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 2023-MN7, Class M1                                                  | CUSIP: 35563QAA5<br>LEI: 529900NYZHC090WEXH18 | Long             | ABS-MBS          | USGSE             | US        |     1338549 | PA      | $1362008.90   | 0.12%             | 2043-09-25      | Floating      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4687, Class SG                                               | CUSIP: 3137BY4V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2027441 | PA      | $251569.53    | 0.02%             | 2047-01-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Life360, Inc.                                                    | Life360, Inc.                                                                     | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |      490000 | PA      | $634233.78    | 0.05%             | 2030-06-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4043, Class PI                                               | CUSIP: 3137APSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      423154 | PA      | $6812.14      | 0.00%             | 2027-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                           | MidAmerican Energy Co.                                                            | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      350000 | PA      | $289561.94    | 0.02%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                  | 1261229 BC Ltd.                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      337000 | PA      | $349924.29    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                     | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $145857.53    | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2076470.04   | 0.18%             | 2036-04-23      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4086, Class AI                                               | CUSIP: 3137ARQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119661 | PA      | $1910.57      | 0.00%             | 2027-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                            | Lehman Mortgage Trust, Series 2005-2, Class 2A5                                   | CUSIP: 52520MBW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203096 | PA      | $111263.48    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust LLC                                          | SCF Equipment Trust LLC, Series 2025-1A, Class D                                  | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1038000 | PA      | $1068780.44   | 0.09%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Euro-Schatz                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -4 | NC      | $1510.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      725000 | PA      | $748516.22    | 0.06%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                           | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $73800.58     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Grupo Antolin Irausa SA                                          | Grupo Antolin Irausa SA                                                           | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |      102000 | PA      | $89423.62     | 0.01%             | 2030-01-30      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Long Gilt                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         297 | NC      | $-31615.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                      | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1310000 | PA      | $1450122.25   | 0.12%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| EC Finance plc                                                   | EC Finance plc                                                                    | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |      270000 | PA      | $311125.38    | 0.03%             | 2026-10-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      417000 | PA      | $373817.24    | 0.03%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1701429.58   | 0.14%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -13 | NC      | $-4084.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise HoldCo IV BV                                             | Sunrise HoldCo IV BV                                                              | CUSIP: N/A<br>LEI: 213800G1DU7LKI6ZCD69       | Long             | DBT              | CORP              | NL        |      225000 | PA      | $259946.52    | 0.02%             | 2029-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RCO X Mortgage LLC                                               | RCO X Mortgage LLC, Series 2025-1, Class A1                                       | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1705987 | PA      | $1718800.61   | 0.15%             | 2030-01-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                     | Ardagh Packaging Finance plc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      200000 | PA      | $227980.39    | 0.02%             | 2026-08-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Accelerated LLC                                                  | Accelerated LLC, Series 2021-1H, Class C                                          | CUSIP: 00439KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      476009 | PA      | $445718.93    | 0.04%             | 2040-10-20      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1875000 | PA      | $1881937.50   | 0.16%             | 2030-10-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                    | SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A                          | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1705000 | PA      | $1704999.83   | 0.14%             | 2039-05-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51000 | PA      | $52923.98     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                          | Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class C                    | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |      122079 | PA      | $122534.39    | 0.01%             | 2031-12-26      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $823.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                               | Renaissance Home Equity Loan Trust, Series 2005-1, Class AF6                      | CUSIP: 759950FG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30165 | PA      | $30263.12     | 0.00%             | 2035-05-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class D             | CUSIP: 10806EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $909435.06    | 0.08%             | 2030-08-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                        | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      450000 | PA      | $540145.46    | 0.05%             | 2030-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                    | Cheplapharm Arzneimittel GmbH                                                     | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      123000 | PA      | $146594.92    | 0.01%             | 2031-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| United States Steel Corp.                                        | United States Steel Corp.                                                         | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21157.73     | 0.00%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                                  | MYT Holding LLC, Series A                                                         | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      298145 | NS      | $360257.55    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| GCAT Trust                                                       | GCAT Trust, Series 2020-NQM1, Class A1                                            | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176950 | PA      | $173321.06    | 0.01%             | 2060-01-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                 | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $165694.16    | 0.01%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Amer Sports Co.                                                  | Amer Sports Co.                                                                   | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57385.90     | 0.00%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                           | Duke Energy Ohio, Inc.                                                            | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43094.84     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      361000 | PA      | $375208.60    | 0.03%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                  | Hertz Vehicle Financing LLC, Series 2023-1A, Class C                              | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      876000 | PA      | $883128.45    | 0.07%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      440000 | PA      | $541462.57    | 0.05%             | 2028-03-30      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4612, Class QI                                               | CUSIP: 3137BRSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1683415 | PA      | $163250.82    | 0.01%             | 2044-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Auto Funding                                                  | US Auto Funding, Series 2021-1A, Class C                                          | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      786489 | PA      | $668031.61    | 0.06%             | 2026-05-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| DailyPay Securitization Trust 2025-1                             | DailyPay Securitization Trust, Series 2025-1A, Class A                            | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230000 | PA      | $231448.84    | 0.02%             | 2028-06-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                             | NOVA Chemicals Corp.                                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      248000 | PA      | $248625.95    | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2021-SFR9, Class A                             | CUSIP: 74333QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3223377 | PA      | $3022325.76   | 0.26%             | 2040-11-17      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      145000 | PA      | $147350.79    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Stifel SBA IO Trust                                              | Stifel SBA Trust, Series 2025-2A, Class A1                                        | CUSIP: 86063EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12578019 | PA      | $773548.17    | 0.07%             | 2036-08-25      | Variable      | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                  | Transocean Titan Financing Ltd.                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       24286 | PA      | $24926.45     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                                      | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      500000 | PA      | $504809.31    | 0.04%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      177000 | PA      | $167573.35    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-NC1, Class M3               | CUSIP: 61744CMM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      347410 | PA      | $350599.88    | 0.03%             | 2035-01-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                           | Boxer Parent Co., Inc., 1st Lien Term Loan                                        | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      488775 | PA      | $487880.54    | 0.04%             | 2031-07-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                     | Rockies Express Pipeline LLC                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       46000 | PA      | $48050.54     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                        | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      285000 | PA      | $297012.39    | 0.03%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24403.48     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2586000 | PA      | $2262650.26   | 0.19%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1363458.00   | 0.12%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                    | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 3A2          | CUSIP: 929227Y91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       67153 | PA      | $68064.26     | 0.01%             | 2033-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Guara Norte SARL                                                 | Guara Norte SARL                                                                  | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      683778 | PA      | $658991.14    | 0.06%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3419.39      | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                    | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      830000 | PA      | $864844.93    | 0.07%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital plc                                       | Anglo American Capital plc                                                        | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     2640000 | PA      | $2706818.40   | 0.23%             | 2033-05-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                    | Citigroup Mortgage Loan Trust, Series 2005-9, Class 2A2                           | CUSIP: 17307GM62<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |         695 | PA      | $486.59       | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      950000 | PA      | $838688.11    | 0.07%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1240116.24   | 0.10%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      860000 | PA      | $575745.75    | 0.05%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                       | Sensata Technologies, Inc.                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      290000 | PA      | $266547.87    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| KKR Financial CLO Ltd.                                           | KKR Financial CLO Ltd., Series 2013-1A, Class A2R2                                | CUSIP: 48249VAY7<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |      495685 | PA      | $495660.31    | 0.04%             | 2029-04-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                         | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $89161.70     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC                                                    | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $63735.65     | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1054604.00   | 0.09%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1413714.79   | 0.12%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34339.29     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    21895405 | PA      | $-211534.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                 | NCR Atleos Corp.                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |       57000 | PA      | $61806.35     | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc.                                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      170000 | PA      | $166759.31    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2025-4A, Class D                      | CUSIP: 30167KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      895000 | PA      | $900884.54    | 0.08%             | 2032-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      672000 | PA      | $702357.33    | 0.06%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                             | CUSIP: 477143AR2<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      685000 | PA      | $738087.50    | 0.06%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                         | SGUS LLC                                                                          | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26700 | PA      | $23468.86     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-139, Class UZ                                                   | CUSIP: 38381QYG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1450000 | PA      | $1426437.50   | 0.12%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      366000 | PA      | $318401.69    | 0.03%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      835000 | PA      | $764468.64    | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Veeco Instruments, Inc.                                          | Veeco Instruments, Inc.                                                           | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |     1103000 | PA      | $1267484.65   | 0.11%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                                     | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1135000 | PA      | $1113294.14   | 0.09%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                            | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      195000 | PA      | $203128.57    | 0.02%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                | CD Mortgage Trust, Series 2016-CD2, Class C                                       | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95000 | PA      | $56663.72     | 0.00%             | 2049-11-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      519000 | PA      | $534670.25    | 0.05%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., 1st Lien Term Loan B-3                                   | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       99750 | PA      | $99688.16     | 0.01%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                         | EquipmentShare.com, Inc.                                                          | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26560.28     | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                      | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      440000 | PA      | $454749.98    | 0.04%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                         | CUSIP: 71568QAM9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      366000 | PA      | $288137.16    | 0.02%             | 2050-02-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     1163000 | PA      | $1148856.06   | 0.10%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                               | Pinnacle Bidco plc                                                                | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $122673.88    | 0.01%             | 2028-10-11      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                    | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2182895.76   | 0.18%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Cloverie plc for Zurich Insurance Co. Ltd.                       | Cloverie plc for Zurich Insurance Co. Ltd.                                        | CUSIP: N/A<br>LEI: 5493002N598MXOKUEF55       | Long             | DBT              | CORP              | IE        |     1770000 | PA      | $1776654.79   | 0.15%             | 2046-06-24      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Conair Holdings LLC                                              | Conair Holdings LLC, 1st Lien Term Loan B                                         | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |      515709 | PA      | $337789.30    | 0.03%             | 2028-05-17      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                        | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class BRR              | CUSIP: 14311NBA1<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |      425000 | PA      | $426427.58    | 0.04%             | 2032-07-20      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      130000 | PA      | $136251.57    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                          | Duke Energy Indiana LLC                                                           | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      125000 | PA      | $118909.57    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                   | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1370187.55   | 0.12%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                     | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2114000 | PA      | $1940664.90   | 0.16%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                    | Cheplapharm Arzneimittel GmbH                                                     | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      160000 | PA      | $192307.05    | 0.02%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                  | JH North America Holdings, Inc.                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30327.45     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-496.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Box, Inc.                                                        | Box, Inc.                                                                         | CUSIP: 10316TAC8<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172786.43    | 0.01%             | 2029-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      730000 | PA      | $670556.24    | 0.06%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2014-181, Class SL                                                   | CUSIP: 38379HNC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1305266 | PA      | $134163.23    | 0.01%             | 2044-12-20      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                           | NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A                 | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      428789 | PA      | $420728.33    | 0.04%             | 2026-07-25      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11912.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       66000 | PA      | $61043.72     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      252000 | PA      | $264475.76    | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-4, Class A1                                                 | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      562818 | PA      | $566411.22    | 0.05%             | 2030-06-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69319.45     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                     | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      155000 | PA      | $154587.48    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                            | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $1054416.03   | 0.09%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      250000 | PA      | $244004.70    | 0.02%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Birkenstock Financing SARL                                       | Birkenstock Financing SARL                                                        | CUSIP: N/A<br>LEI: 5299004DSXRFOZZ5UG09       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $236445.34    | 0.02%             | 2029-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2024-161                                                             | CUSIP: 38381LA77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13213587 | PA      | $727059.13    | 0.06%             | 2064-06-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2021-3, Class A2                                 | CUSIP: 03465EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1652352 | PA      | $1426561.26   | 0.12%             | 2066-05-25      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                               | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      317794 | PA      | $336432.62    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $201103.80    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                         | EquipmentShare.com, Inc.                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68841.24     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp.                                                    | Calpine Corp.                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      235000 | PA      | $233082.24    | 0.02%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ams-OSRAM AG                                                     | ams-OSRAM AG                                                                      | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      500000 | PA      | $555708.35    | 0.05%             | 2027-11-03      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| LCM 31 Ltd.                                                      | LCM Ltd., Series 31A, Class AR                                                    | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4100000 | PA      | $4103292.30   | 0.35%             | 2034-07-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2019-B10, Class A4                               | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1485000 | PA      | $1444759.77   | 0.12%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2023-4, Class D              | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1455493.06   | 0.12%             | 2030-09-12      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2017-6, Class SB                                              | CUSIP: 3136AVDL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1192832 | PA      | $147461.02    | 0.01%             | 2047-02-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                            | Claire's Stores, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1101 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Onemain Financial Issuance Trust                                 | Onemain Financial Issuance Trust, Series 2025-1A, Class D                         | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      450000 | PA      | $457713.63    | 0.04%             | 2038-07-14      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                            | Global Infrastructure Solutions, Inc.                                             | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15042.59     | 0.00%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                 | Cirsa Finance International SARL                                                  | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      500000 | PA      | $585061.81    | 0.05%             | 2027-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     2292000 | PA      | $2210180.34   | 0.19%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                  | Hertz Vehicle Financing LLC, Series 2023-1A, Class A                              | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1205757.60   | 0.10%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2022-2A, Class D                        | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1814270.58   | 0.15%             | 2028-04-17      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                              | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $306516.71    | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       43000 | PA      | $41783.83     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd.                                        | Madison Park Funding Ltd., Series 2021-52A, Class B                               | CUSIP: 55822BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1140000 | PA      | $1144073.22   | 0.10%             | 2035-01-22      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                | INEOS Finance plc                                                                 | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      150000 | PA      | $179394.96    | 0.02%             | 2028-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                    | Duquesne Light Holdings, Inc.                                                     | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      540000 | PA      | $474916.83    | 0.04%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Wachovia Bank Commercial Mortgage Trust                          | Wachovia Bank Commercial Mortgage Trust, Series 2005-C21, Class F                 | CUSIP: 92976BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      672947 | PA      | $23620.43     | 0.00%             | 2044-10-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                  | Hertz Vehicle Financing LLC, Series 2023-3A, Class A                              | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1423484.58   | 0.12%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                                               | Dryden CLO Ltd., Series 2019-68A, Class ARR                                       | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |     4400000 | PA      | $4398693.20   | 0.37%             | 2035-07-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-78, Class IB                                                    | CUSIP: 38382QK90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4058728 | PA      | $690799.09    | 0.06%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2023-8A, Class C                 | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1277099.28   | 0.11%             | 2030-02-20      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding Trust                                            | Oportun Funding Trust, Series 2024-3, Class B                                     | CUSIP: 68377NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      329000 | PA      | $329744.95    | 0.03%             | 2029-08-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1085000 | PA      | $1127104.04   | 0.10%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Wayfair, Inc.                                                    | Wayfair, Inc.                                                                     | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      825000 | PA      | $1131240.00   | 0.10%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                              | Entergy Texas, Inc.                                                               | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      385000 | PA      | $335887.63    | 0.03%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30042.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32950.21     | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2022-LBA6, Class A                                               | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3398937.50   | 0.29%             | 2039-01-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                               | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $39482.89     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25334.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                     | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      720000 | PA      | $706843.02    | 0.06%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                         | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1                 | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1116429 | PA      | $1124936.14   | 0.10%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5294.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $31195.83     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      580000 | PA      | $569461.52    | 0.05%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      140000 | PA      | $144776.52    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Mid-State Capital Corp. Trust                                    | Mid-State Capital Corp. Trust, Series 2006-1, Class M2                            | CUSIP: 59548PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      945758 | PA      | $957830.58    | 0.08%             | 2040-10-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Euro-Bobl                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -14 | NC      | $8864.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF                                                            | FREMF, Series 2018-KF46, Class B                                                  | CUSIP: 302955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77597 | PA      | $74759.05     | 0.01%             | 2028-03-25      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc., 1st Lien Term Loan                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      219384 | PA      | $219201.41    | 0.02%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                              | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $597040.40    | 0.05%             | 2042-04-25      | Floating      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                               | CT Investment GmbH                                                                | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |      133000 | PA      | $161591.96    | 0.01%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                     | Oriental Republic of Uruguay                                                      | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      135698 | PA      | $125317.10    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Generali                                                         | Generali                                                                          | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      400000 | PA      | $491696.85    | 0.04%             | 2047-10-27      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                                   | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                         | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2950000 | PA      | $2959218.75   | 0.25%             | 2042-08-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                 | Ventas Realty LP                                                                  | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      740000 | PA      | $731604.06    | 0.06%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      445000 | PA      | $450770.32    | 0.04%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                   | PMT Loan Trust, Series 2025-INV6, Class A2                                        | CUSIP: 69382MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2341485 | PA      | $2374961.67   | 0.20%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      315000 | PA      | $327132.86    | 0.03%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                                    | Commonbond Student Loan Trust, Series 2018-AGS, Class B                           | CUSIP: 20269DAC9<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |      175224 | PA      | $159005.62    | 0.01%             | 2044-02-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2025-3, Class D                    | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1613030.56   | 0.14%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CFAMC III Co. Ltd.                                               | CFAMC III Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |      880000 | PA      | $870355.20    | 0.07%             | 2027-11-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       43000 | PA      | $44848.19     | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                   | PMT Loan Trust, Series 2025-J1, Class A1                                          | CUSIP: 729910AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5299141 | PA      | $5374903.28   | 0.45%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United Arab Emirates Government Bond                             | United Arab Emirates Government Bond                                              | CUSIP: 38381CAB8<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     1180000 | PA      | $772664.00    | 0.07%             | 2050-07-28      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Baytex Energy Corp.                                              | Baytex Energy Corp.                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $153107.25    | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       52000 | PA      | $53350.49     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LP                                   | Hertz Vehicle Financing LP, Series 2021-2A, Class B                               | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1393000 | PA      | $1346014.39   | 0.11%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                            | Silgan Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |      400000 | PA      | $453735.56    | 0.04%             | 2028-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer