# EDGAR Filing Document

**Accession Number:** 0001738078
**File Stem:** 0002071691-25-007659
**Filing Date:** 2025-11
**Character Count:** 858831
**Document Hash:** 18fd11a0b3e20cfb925f3e6966d39a18
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-007659.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0002071691-25-007659

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds V
- **CENTRAL INDEX KEY:** 0001738078

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23339
- **FILM NUMBER:** 251526992

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### BlackRock Low Duration Bond Portfolio (Series ID: S000062361)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000202280 | Investor A Shares    |  |
| C000202281 | Investor C Shares    |  |
| C000202282 | Institutional Shares |  |
| C000202283 | Class R Shares       |  |
| C000202284 | Class K Shares       |  |
| C000202286 | Investor A1 Shares   |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds V

- **b. Investment Company Act file number:** 811-23339

- **c. CIK number of Registrant:** 0001738078

- **d. LEI of Registrant:** 54930077DSFQPJDWM487

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Low Duration Bond Portfolio

- **b. EDGAR series identifier (if any):** S000062361

- **c. LEI of Series:** HXUPEBLUHVD4YLUU0O61

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4254274545.01

**Total Liabilities:** $34937945.39

**Net Assets:** $4219336599.62

**Cash Not Reported:** $984502.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 297596.25000000 | **1-Year:** 164016.30000000 | **5-Year:** 438198.74000000 | **10-Year:** 39584.48000000 | **30-Year:** 36988.35000000

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

- **3-Month:** 6821.56000000 | **1-Year:** 20791.10000000 | **5-Year:** 86032.11000000 | **10-Year:** 24420.17000000 | **30-Year:** 5547.96000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202280 | 0.16%                | 0.93%                | 0.36%                |
| Class ID C000202282 | 0.07%                | 0.95%                | 0.38%                |
| Class ID C000202281 | -0.01%               | 0.97%                | 0.30%                |
| Class ID C000202284 | 0.08%                | 0.95%                | 0.39%                |
| Class ID C000202283 | 0.03%                | 1.01%                | 0.34%                |
| Class ID C000202286 | 0.06%                | 1.05%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2518503.62              | $-17988968.12                              |
| Month 2  | $920915.55               | $24676110.99                               |
| Month 3  | $1048488.83              | $858738.95                                 |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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        |     85000 | PA      | $90102.74     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                        | Stratton Mortgage Funding plc, Series 2024-3, Class C                                                                        | CUSIP: N/A<br>LEI: 635400HN3D5CAXKQB937       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $134575.94    | 0.00%             | 2049-06-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9751000 | PA      | $9770319.17   | 0.23%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5081000 | PA      | $5061010.94   | 0.12%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                            | Dutch Property Finance BV, Series 2021-1, Class B                                                                            | CUSIP: N/A<br>LEI: 724500CZD3S0GPKAZP67       | Long             | ABS-MBS          | CORP              | NL        |    740000 | PA      | $868940.35    | 0.02%             | 2058-07-28      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53900000 | PA      | $54158551.29  | 1.28%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                           | Garda World Security Corp.                                                                                                   | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    206000 | PA      | $204437.02    | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                          | Goldman Home Improvement Trust Issuer Trust, Series 2022-GRN2, Class A                                                       | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1167829 | PA      | $1198853.54   | 0.03%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                  | Buckeye Partners LP                                                                                                          | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10363.72     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140HP5K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554820 | PA      | $554099.57    | 0.01%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2271260.86   | 0.05%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                             | Tower Bridge Funding plc, Series 2024-3X, Class C                                                                            | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |     99974 | PA      | $134895.38    | 0.00%             | 2066-12-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                | Clydesdale Acquisition Holdings, Inc.                                                                                        | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1916585.95   | 0.05%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                            | MFA Trust, Series 2023-NQM4, Class A1                                                                                        | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5493593 | PA      | $5540851.91   | 0.13%             | 2068-12-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                              | KeyCorp                                                                                                                      | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2248675.22   | 0.05%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| La Trobe Financial Capital Markets Trust                             | La Trobe Financial Capital Markets Trust, Series 2024-3, Class A1L                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    795706 | PA      | $528925.02    | 0.01%             | 2055-11-13      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Auburn 15 plc                                                        | Auburn 15 plc, Series 15, Class A2                                                                                           | CUSIP: N/A<br>LEI: 635400AVCSC2I7SWKL40       | Long             | ABS-MBS          | CORP              | GB        |    671032 | PA      | $906419.62    | 0.02%             | 2045-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO X Ltd.                                   | Benefit Street Partners CLO X Ltd., Series 2016-10A, Class A1R3                                                              | CUSIP: 08181LBE6<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |   4275000 | PA      | $4289641.88   | 0.10%             | 2038-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                           | AT&T, Inc.                                                                                                                   | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3867097.81   | 0.09%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17935000 | PA      | $18208228.25  | 0.43%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                           | NCMF Trust, Series 2025-MFS, Class B                                                                                         | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2622000 | PA      | $2646623.20   | 0.06%             | 2033-06-10      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                  | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                                                              | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |   3205438 | PA      | $3236803.65   | 0.08%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2021-A, Class D                                                                            | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1046052.54   | 0.02%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                               | Cascade MH Asset Trust, Series 2021-MH1, Class A1                                                                            | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1567682 | PA      | $1422655.81   | 0.03%             | 2046-02-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  13689000 | PA      | $13962419.43  | 0.33%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                         | Barclays plc                                                                                                                 | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $608918.43    | 0.01%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                          | Inversion Escrow Issuer LLC                                                                                                  | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    824000 | PA      | $811733.67    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                            | Standard Industries, Inc.                                                                                                    | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    605000 | PA      | $580061.66    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                         | TCW CLO Ltd., Series 2023-1A, Class A1R                                                                                      | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $828799.95    | 0.02%             | 2038-03-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                                      | Tidewater, Inc.                                                                                                              | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    191000 | PA      | $204837.90    | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    181000 | PA      | $186219.37    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                          | Beach Acquisition Bidco LLC                                                                                                  | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    365000 | PA      | $439277.12    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                               | BWX Technologies, Inc.                                                                                                       | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    444000 | PA      | $433396.61    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                 | Consumers Energy Co.                                                                                                         | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    363000 | PA      | $370700.80    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                              | Williams Scotsman, Inc.                                                                                                      | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    339000 | PA      | $348920.84    | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class D                                                         | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |    119000 | PA      | $163161.22    | 0.00%             | 2055-08-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                           | Jupiter Mortgage No. 1 plc, Series 1X, Class BR                                                                              | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |   1362000 | PA      | $1846481.10   | 0.04%             | 2055-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                           | CSMC Trust, Series 2017-RPL1, Class A1                                                                                       | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303977 | PA      | $297461.84    | 0.01%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                         | Dell Equipment Finance Trust, Series 2025-1, Class A2                                                                        | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3145000 | PA      | $3160102.29   | 0.07%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                         | Braccan Mortgage Funding plc, Series 2025-1X, Class A                                                                        | CUSIP: N/A<br>LEI: 6354003DBF3NI8QJRR63       | Long             | ABS-MBS          | CORP              | GB        |   1048999 | PA      | $1417102.95   | 0.03%             | 2067-05-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Liberty                                                              | Liberty, Series 2025-1, Class A1B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    500000 | PA      | $331584.49    | 0.01%             | 2056-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                         | FirstEnergy Transmission LLC                                                                                                 | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1597001.31   | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2827789.01   | 0.07%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                               | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class A4                                                             | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1909426 | PA      | $1921380.47   | 0.05%             | 2060-06-25      | Fixed         | 4.89%                 | 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      | $-99010.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                       | Carnival Corp.                                                                                                               | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    325000 | PA      | $333041.48    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                     | Pierpont BTL plc, Series 2024-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 6354004XBFL8EVVJME24       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137096.15    | 0.00%             | 2061-09-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                          | Rogers Communications, Inc.                                                                                                  | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2918000 | PA      | $2973694.49   | 0.07%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  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        |   1073946 | PA      | $1076198.02   | 0.03%             | 2068-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                  | Bausch + Lomb Corp.                                                                                                          | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   2115000 | PA      | $2204226.56   | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                           | Pacific Gas & Electric Co.                                                                                                   | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  11190000 | PA      | $11518323.55  | 0.27%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                            | Cablevision Lightpath LLC                                                                                                    | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194168.24    | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                      | CHL Mortgage Pass-Through Trust, Series 2005-HYB8, Class 2A1                                                                 | CUSIP: 126694QF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421983 | PA      | $383903.18    | 0.01%             | 2035-12-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                         | Humana, Inc.                                                                                                                 | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2256000 | PA      | $2327189.16   | 0.06%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $4218881.02   | 0.10%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                | Matador Resources Co.                                                                                                        | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122464.68    | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                    | Clarios Global LP                                                                                                            | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    781000 | PA      | $798249.69    | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2021-6, Class A12                                                                         | CUSIP: 46653PBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7041771 | PA      | $6901664.11   | 0.16%             | 2051-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Higley Park CLO Ltd.                                                 | Higley Park CLO Ltd., Series 2025-1A, Class B1                                                                               | CUSIP: 43128QAE9<br>LEI: 213800CD95HT8UXDOH68 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $602718.12    | 0.01%             | 2038-07-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                       | Enterprise Fleet Financing LLC, Series 2023-2, Class A2                                                                      | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4341461 | PA      | $4369970.25   | 0.10%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                | Global Payments, Inc.                                                                                                        | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    424000 | PA      | $424683.66    | 0.01%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                    | Hanesbrands, Inc.                                                                                                            | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6350.36      | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer LLC                                           | Service Experts Issuer LLC, Series 2024-1A, Class A                                                                          | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    578593 | PA      | $591705.73    | 0.01%             | 2035-11-20      | Fixed         | 6.39%                 | 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        |   1480652 | PA      | $1443928.13   | 0.03%             | 2049-10-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                         | Performance Food Group, Inc.                                                                                                 | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5828.32      | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J5J75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8030 | PA      | $7820.10      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                          | Citibank NA                                                                                                                  | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6015000 | PA      | $6180003.78   | 0.15%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                 | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $93829.23     | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                              | Mosaic Solar Loan Trust, Series 2022-2A, Class A                                                                             | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366595 | PA      | $338851.58    | 0.01%             | 2053-01-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                            | Commonwealth of Australia                                                                                                    | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |  68050000 | PA      | $39191616.55  | 0.93%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                      | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class C                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |    100000 | PA      | $118923.75    | 0.00%             | 2042-10-27      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                       | Enterprise Fleet Financing LLC, Series 2024-3, Class A4                                                                      | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    713000 | PA      | $728611.28    | 0.02%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO X Ltd.                                   | Benefit Street Partners CLO X Ltd., Series 2016-10A, Class BR3                                                               | CUSIP: 08181LBJ5<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752004.45    | 0.02%             | 2038-07-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                 | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $924510.83    | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust                                      | Bravo Residential Funding Trust, Series 2025-NQM3, Class A1                                                                  | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |   1170794 | PA      | $1180839.75   | 0.03%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                               | Beazer Homes USA, Inc.                                                                                                       | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22985.63     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                       | GLP Capital LP                                                                                                               | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   3518000 | PA      | $3582337.18   | 0.08%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                              | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A1R                                                                          | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    540000 | PA      | $541614.65    | 0.01%             | 2037-07-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                    | Chase Home Lending Mortgage Trust, Series 2025-5, Class A11                                                                  | CUSIP: 161935BA8<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |   6453100 | PA      | $6495246.78   | 0.15%             | 2056-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14025000 | PA      | $14121996.34  | 0.33%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F9GE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84778 | PA      | $82815.05     | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JPDW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204381 | PA      | $199717.67    | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp., Series 4752, Class PL                                                                      | CUSIP: 3137FCPN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3665847 | PA      | $3535286.91   | 0.08%             | 2046-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                   | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A                                                                 | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3690000 | PA      | $3704990.63   | 0.09%             | 2028-03-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                  | Hilcorp Energy I LP                                                                                                          | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34536.55     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                               | London Cards No. 2 plc, Series 2, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |    130000 | PA      | $176625.76    | 0.00%             | 2034-03-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                       | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM7, Class A1                                                   | CUSIP: 61779KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300220 | PA      | $4300139.59   | 0.10%             | 2070-09-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                | ARI Fleet Lease Trust, Series 2025-B, Class A3                                                                               | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    386000 | PA      | $391070.23    | 0.01%             | 2034-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                       | K. Hovnanian Enterprises, Inc.                                                                                               | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    432000 | PA      | $442987.15    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                             | Government National Mortgage Association Variable Rate Notes, Series 2012-120                                                | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8015514 | PA      | $120021.90    | 0.00%             | 2053-02-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                            | Commercial Mortgage Trust, Series 2024-WCL1, Class A                                                                         | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8130000 | PA      | $8107134.38   | 0.19%             | 2041-06-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 1 LLC                     | EDvestinU Private Education Loan Issue No. 1 LLC, Series 2019-A, Class A                                                     | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1528072 | PA      | $1508659.39   | 0.04%             | 2038-11-25      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                     | Pierpont BTL plc, Series 2025-1, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400SRTLDO3B8L9Y97       | Long             | ABS-MBS          | CORP              | GB        |    336000 | PA      | $455024.29    | 0.01%             | 2062-03-21      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138ELKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10259 | PA      | $10216.31     | 0.00%             | 2027-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust               | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BHR5, Class A                                            | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1939098 | PA      | $1939098.40   | 0.05%             | 2040-03-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Nassau Cos. of New York (The)                                        | Nassau Cos. of New York (The)                                                                                                | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91918.35     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $26253914.13  | 0.62%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    617000 | PA      | $639429.10    | 0.02%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102060.35    | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                   | Crown Castle, Inc.                                                                                                           | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7445000 | PA      | $7367625.75   | 0.17%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                        | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class C                                                                        | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |    100000 | PA      | $118124.81    | 0.00%             | 2034-10-18      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| BAY Mortgage Trust                                                   | BAY Mortgage Trust, Series 2025-LIVN, Class A                                                                                | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4147000 | PA      | $4157801.28   | 0.10%             | 2035-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                  | Ascent Resources Utica Holdings LLC                                                                                          | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    254000 | PA      | $253477.14    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2018-2, Class A1                                                                           | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1549321 | PA      | $1532388.36   | 0.04%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL   | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class D                                       | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |     94192 | PA      | $111742.59    | 0.00%             | 2034-03-21      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                 | Boots Group Finco LP                                                                                                         | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    385000 | PA      | $465006.66    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                       | PKHL Commercial Mortgage Trust, Series 2021-MF, Class A                                                                      | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4648000 | PA      | $4366632.86   | 0.10%             | 2038-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                              | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     12745 | PA      | $10957.64     | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                 | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                                                                             | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $761995.00    | 0.02%             | 2037-10-24      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                             | Venture Global LNG, Inc.                                                                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    354000 | PA      | $385408.01    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                             | SoFi Personal Loan Trust, Series 2024-1A, Class A                                                                            | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1469901 | PA      | $1479101.95   | 0.04%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                       | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class D                                                                     | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2178000 | PA      | $2175222.18   | 0.05%             | 2042-10-10      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2025-2X, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    195000 | PA      | $263191.50    | 0.01%             | 2033-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO 8 Ltd.                                               | Crown Point CLO 8 Ltd., Series 2019-8A, Class AR                                                                             | CUSIP: 22846BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8840000 | PA      | $8857404.19   | 0.21%             | 2034-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                        | Freedom Mortgage Holdings LLC                                                                                                | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162463.25    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                          | Rogers Communications, Inc.                                                                                                  | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   8292000 | PA      | $8173751.10   | 0.19%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                      | ICG US CLO Ltd., Series 2014-2A, Class BRR                                                                                   | CUSIP: 44929BAY7<br>LEI: 635400O9MVLOIBCDSR77 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2497525.00   | 0.06%             | 2031-01-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J8JD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1080294 | PA      | $1045238.05   | 0.02%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                             | Group 1 Automotive, Inc.                                                                                                     | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71612.38     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                               | Ardagh Metal Packaging Finance USA LLC                                                                                       | CUSIP: 03969YAC2<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    829000 | PA      | $828800.05    | 0.02%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                    | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |    765000 | PA      | $901819.88    | 0.02%             | 2040-12-28      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                | Thunder Logistics DAC, Series 2024-1X, Class C                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |     71578 | PA      | $83911.16     | 0.00%             | 2036-11-17      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                          | Block, Inc.                                                                                                                  | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40365.23     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                                                           | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    848000 | PA      | $813694.88    | 0.02%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                               | Arsenal AIC Parent LLC                                                                                                       | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    461000 | PA      | $488105.42    | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                  | OMERS Finance Trust                                                                                                          | CUSIP: 68218TAA9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   5195000 | PA      | $5284012.64   | 0.13%             | 2030-03-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140HFZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191799 | PA      | $185547.23    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                            | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    693000 | PA      | $726264.00    | 0.02%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                | Wrangler Holdco Corp.                                                                                                        | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361000 | PA      | $376414.34    | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                       | New Gold, Inc.                                                                                                               | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    383000 | PA      | $401163.01    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sunrise Spv 95 SRL                                                   | Sunrise Spv 95 SRL, Series 2024-1, Class A1                                                                                  | CUSIP: N/A<br>LEI: 815600964DCECB79E411       | Long             | ABS-O            | CORP              | IT        |    253563 | PA      | $298438.17    | 0.01%             | 2049-03-27      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                               | SLM Student Loan Trust, Series 2013-4, Class A                                                                               | CUSIP: 78448AAA1<br>LEI: 5493004WA7G168XIR344 | Long             | ABS-O            | CORP              | US        |   2397830 | PA      | $2370341.80   | 0.06%             | 2043-06-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TICP CLO VII Ltd.                                                    | TICP CLO VII Ltd., Series 2017-7A, Class BR2                                                                                 | CUSIP: 87248TAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1315000 | PA      | $1316880.32   | 0.03%             | 2033-04-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                          | Match Group Holdings II LLC                                                                                                  | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44391.15     | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                           | VMware LLC                                                                                                                   | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    758000 | PA      | $711194.36    | 0.02%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                              | Uber Technologies, Inc.                                                                                                      | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5142600.77   | 0.12%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2024-PAT, Class A                                                                                           | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2950921.88   | 0.07%             | 2041-03-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                            | Sotheby's                                                                                                                    | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    669000 | PA      | $667114.69    | 0.02%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                    | CIFC Funding Ltd., Series 2021-5A, Class A1R                                                                                 | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002947.50   | 0.02%             | 2038-01-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Compartment Driver UK Eight                                          | Compartment Driver UK Eight, Series 8, Class A                                                                               | CUSIP: N/A<br>LEI: 529900HQH1MI9G11M103       | Long             | ABS-O            | CORP              | LU        |    624256 | PA      | $840853.91    | 0.02%             | 2031-09-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association, Series 2011-84, Class MG                                                              | CUSIP: 3136A0B55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64777 | PA      | $64562.36     | 0.00%             | 2026-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                              | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class A3                                                            | CUSIP: 78419CAC8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   5628166 | PA      | $5587826.27   | 0.13%             | 2048-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XII Ltd.                                                | Trinitas CLO XII Ltd., Series 2020-12A, Class B1R2                                                                           | CUSIP: 89641GBA9<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3503255.35   | 0.08%             | 2033-04-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1864090.08   | 0.04%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                        | Asbury Automotive Group, Inc.                                                                                                | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88626.67     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                                   | Caturus Energy LLC                                                                                                           | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    608000 | PA      | $633030.47    | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31410LR79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2552 | PA      | $2499.63      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                    | PennyMac Financial Services, Inc.                                                                                            | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    444000 | PA      | $462320.33    | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                              | Mila BV, Series 2024-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |     90832 | PA      | $107725.52    | 0.00%             | 2041-09-16      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                               | Mauser Packaging Solutions Holding Co.                                                                                       | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3668000 | PA      | $3703957.40   | 0.09%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                          | Goldman Home Improvement Trust Issuer Trust, Series 2021-GRN2, Class A                                                       | CUSIP: 38149XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    734762 | PA      | $717994.54    | 0.02%             | 2051-06-25      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                     | SMB Private Education Loan Trust, Series 2021-C, Class D                                                                     | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133561 | PA      | $119595.22    | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3887059.11   | 0.09%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RevoCar UG                                                           | RevoCar UG, Series 2024-1, Class A                                                                                           | CUSIP: N/A<br>LEI: 391200K9DH5ZM12RT724       | Long             | ABS-O            | CORP              | DE        |    405068 | PA      | $476182.26    | 0.01%             | 2037-02-21      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                 | Icahn Enterprises LP                                                                                                         | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409000 | PA      | $410806.80    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citadel plc                                                          | Citadel plc, Series 2024-1, Class E                                                                                          | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136769.74    | 0.00%             | 2060-04-28      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                       | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                                                     | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1257000 | PA      | $1279313.51   | 0.03%             | 2042-08-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                 | Cheniere Corpus Christi Holdings LLC                                                                                         | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   3142000 | PA      | $3176286.48   | 0.08%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                        | UBS Commercial Mortgage Trust, Series 2019-C18, Class A4                                                                     | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283000 | PA      | $263992.56    | 0.01%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                               | Morgan Stanley Bank NA                                                                                                       | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  17587000 | PA      | $17846994.25  | 0.42%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                             | Northern Oil & Gas, Inc.                                                                                                     | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    776000 | PA      | $786956.34    | 0.02%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                  | Herc Holdings, Inc.                                                                                                          | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    705000 | PA      | $724389.62    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7587000 | PA      | $7824480.38   | 0.19%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 16 Ltd.                                               | Pikes Peak CLO 16 Ltd., Series 2024-16A, Class A1                                                                            | CUSIP: 72132EAA7<br>LEI: 2138001LNFG5678B4I86 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2009291.80   | 0.05%             | 2037-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                    | GGAM Finance Ltd.                                                                                                            | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    833000 | PA      | $863830.16    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                          | Citadel plc, Series 2024-1, Class A                                                                                          | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |    730959 | PA      | $987521.19    | 0.02%             | 2060-04-28      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                    | Atlas Funding plc, Series 2024-1, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |    439044 | PA      | $593665.96    | 0.01%             | 2061-09-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                     | ITT Holdings LLC                                                                                                             | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    441000 | PA      | $433562.36    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2023-PL1A, Class A1B                                                                       | CUSIP: 64034UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2555090 | PA      | $2630511.44   | 0.06%             | 2053-11-25      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI CLO Ltd.                                            | Cedar Funding XI CLO Ltd., Series 2019-11A, Class A2R2                                                                       | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1099529.86   | 0.03%             | 2032-05-29      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 3 LLC                     | EDvestinU Private Education Loan Issue No. 3 LLC, Series 2021-A, Class B                                                     | CUSIP: 28166LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $544268.35    | 0.01%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                                                    | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1132158.38   | 0.03%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JPJQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1222117 | PA      | $1203826.67   | 0.03%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO Ltd.                                                   | PARK BLUE CLO Ltd., Series 2023-3A, Class A1R                                                                                | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1070000 | PA      | $1075720.33   | 0.03%             | 2037-04-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                                                                      | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3370303 | PA      | $3376622.09   | 0.08%             | 2039-08-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2025-2X, Class A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |   1593000 | PA      | $2149450.72   | 0.05%             | 2033-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                     | Oaktree CLO Ltd., Series 2019-3A, Class A1R2                                                                                 | CUSIP: 67400EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003089.00   | 0.02%             | 2038-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                        | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class B                                                                        | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |    100000 | PA      | $118029.24    | 0.00%             | 2034-10-18      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                    | Clarios Global LP                                                                                                            | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |    205000 | PA      | $245215.25    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                  | Big River Steel LLC                                                                                                          | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1293505.56   | 0.03%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                          | Intel Corp.                                                                                                                  | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3735482.28   | 0.09%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 8 Ltd.                             | GoldenTree Loan Management US CLO 8 Ltd., Series 2020-8A, Class ARR                                                          | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   1945000 | PA      | $1948669.83   | 0.05%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                      | Whirlpool Corp.                                                                                                              | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156214.00    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $318821.57    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1775763.65   | 0.04%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                       | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-13, Class A2                                                     | CUSIP: 863579BM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387107 | PA      | $359809.60    | 0.01%             | 2034-09-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                              | Williams Scotsman, Inc.                                                                                                      | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    314000 | PA      | $321176.47    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                             | WESCO Distribution, Inc.                                                                                                     | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    410000 | PA      | $426080.32    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                      | Prime Healthcare Services, Inc.                                                                                              | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $134160.00    | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2015-1, Class A5                                                                           | CUSIP: 89171DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2561104 | PA      | $2550235.75   | 0.06%             | 2053-10-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                | SLM Private Credit Student Loan Trust, Series 2004-A, Class A3                                                               | CUSIP: 78443CBH6<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |    164782 | PA      | $164205.33    | 0.00%             | 2033-06-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                            | Dutch Property Finance BV, Series 2021-2, Class B                                                                            | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |    820000 | PA      | $962204.02    | 0.02%             | 2059-04-28      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 6 Ltd.                                           | Warwick Capital CLO 6 Ltd., Series 2025-6A, Class A1                                                                         | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $829754.81    | 0.02%             | 2038-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  11874000 | PA      | $11997802.12  | 0.28%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                               | Dell International LLC                                                                                                       | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2893295.98   | 0.07%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                            | Satus plc, Series 2024-1, Class B                                                                                            | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |    141000 | PA      | $190284.56    | 0.00%             | 2031-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                   | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2492000 | PA      | $2534248.45   | 0.06%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                            | ALA Trust, Series 2025-OANA, Class A                                                                                         | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2991000 | PA      | $3005955.00   | 0.07%             | 2040-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2308894.30   | 0.05%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                             | Foundation Finance Trust, Series 2024-1A, Class A                                                                            | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2982762 | PA      | $3047722.43   | 0.07%             | 2049-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                     | Global Aircraft Leasing Co. Ltd.                                                                                             | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    481000 | PA      | $495968.72    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                          | Crocs, Inc.                                                                                                                  | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    122000 | PA      | $116916.26    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                                | Silgan Holdings, Inc.                                                                                                        | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |    280000 | PA      | $330060.17    | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                           | Cloud Software Group, Inc.                                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   6246000 | PA      | $6302340.86   | 0.15%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                           | Sotera Health Holdings LLC                                                                                                   | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115501.98    | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  16025000 | PA      | $8292.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                               | Aramark Services, Inc.                                                                                                       | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    610000 | PA      | $607123.55    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1122248 | PA      | $1104688.19   | 0.03%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2025-2, Class B                                                                                          | CUSIP: N/A<br>LEI: 6354008SKUHLCPHT7N63       | Long             | ABS-MBS          | CORP              | GB        |    206000 | PA      | $277390.13    | 0.01%             | 2068-08-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                   | Ryan Specialty LLC                                                                                                           | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40693.17     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sempra                                                               | Sempra                                                                                                                       | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5886310.86   | 0.14%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                        | Equinix, Inc.                                                                                                                | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   3122000 | PA      | $2935169.09   | 0.07%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                               | Truist Financial Corp.                                                                                                       | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1683463.38   | 0.04%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                                            | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4808000 | PA      | $5190341.39   | 0.12%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                           | Navient Student Loan Trust, Series 2018-EA, Class A2                                                                         | CUSIP: 63890BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106457 | PA      | $106328.80    | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                             | New Home Co., Inc. (The)                                                                                                     | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105003.40    | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. DAC                               | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class A                                                               | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |   2161852 | PA      | $2547015.59   | 0.06%             | 2037-06-22      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                           | Warnermedia Holdings, Inc.                                                                                                   | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1759470.00   | 0.04%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                        | Smyrna Ready Mix Concrete LLC                                                                                                | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1170372.06   | 0.03%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                       | US Foods, Inc.                                                                                                               | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53192.48     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                  | PFS Financing Corp.                                                                                                          | CUSIP: 69335PFR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2009600.00   | 0.05%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP                                              | RHP Hotel Properties LP                                                                                                      | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    596000 | PA      | $612741.85    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3827175.46   | 0.09%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                | ARI Fleet Lease Trust, Series 2024-A, Class A2                                                                               | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1668714 | PA      | $1679540.61   | 0.04%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                      | Boyne USA, Inc.                                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $305120.13    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                   | BMO Mortgage Trust, Series 2025-C11, Class A5                                                                                | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2093000 | PA      | $2219656.43   | 0.05%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GUKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166968 | PA      | $162551.41    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                             | Government National Mortgage Association, Series 2017-136, Class GB                                                          | CUSIP: 38380HHT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2702340 | PA      | $2589779.08   | 0.06%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $3009350.08   | 0.07%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co., Series W                                                                                                  | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7076000 | PA      | $7141066.01   | 0.17%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2843000 | PA      | $2728048.98   | 0.06%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                      | TEXAS Commercial Mortgage Trust, Series 2025-TWR, Class B                                                                    | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2961000 | PA      | $2946214.54   | 0.07%             | 2042-04-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                             | DK Trust, Series 2025-LXP, Class B                                                                                           | CUSIP: 23292LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1177000 | PA      | $1177367.81   | 0.03%             | 2037-08-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                          | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4734000 | PA      | $4612675.25   | 0.11%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529624 | PA      | $512475.93    | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                      | GreenSky Home Improvement Trust, Series 2024-1, Class A2                                                                     | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    743942 | PA      | $747815.40    | 0.02%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes                                                                    | CUSIP: 3138EQCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1053000 | PA      | $1085855.38   | 0.03%             | 2045-09-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association                                                                                        | CUSIP: 3136G42Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $769380.36    | 0.02%             | 2035-08-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                | Belron UK Finance plc                                                                                                        | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   1361000 | PA      | $1378739.27   | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                       | NiSource, Inc.                                                                                                               | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    962000 | PA      | $986972.82    | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ares LIII CLO Ltd.                                                   | Ares LIII CLO Ltd., Series 2019-53A, Class A2R                                                                               | CUSIP: 04009GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3256729.78   | 0.08%             | 2036-10-24      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21405000 | PA      | $21790909.67  | 0.52%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                               | Morgan Stanley Bank NA                                                                                                       | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2393361.68   | 0.06%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                               | London Cards No. 2 plc, Series 2, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |    117000 | PA      | $159761.75    | 0.00%             | 2034-03-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                   | Central Parent LLC                                                                                                           | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $256445.53    | 0.01%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                   | Ryder System, Inc.                                                                                                           | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1573000 | PA      | $1612124.84   | 0.04%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                           | Occidental Petroleum Corp.                                                                                                   | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4062089.40   | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GUR25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36696 | PA      | $35471.48     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                               | Dycom Industries, Inc.                                                                                                       | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53715.43     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                | FTA Consumo Santander, Series 7, Class C                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |    157072 | PA      | $185525.62    | 0.00%             | 2038-07-20      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                     | FT Santander Consumer Spain Auto, Series 2020-1, Class B                                                                     | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |    155161 | PA      | $182285.91    | 0.00%             | 2033-03-21      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10023 | PA      | $9820.16      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                               | Cleveland-Cliffs, Inc.                                                                                                       | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    149000 | PA      | $151840.83    | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                        | Stratton Mortgage Funding plc, Series 2024-3, Class B                                                                        | CUSIP: N/A<br>LEI: 635400HN3D5CAXKQB937       | Long             | ABS-MBS          | CORP              | GB        |    459000 | PA      | $617509.11    | 0.01%             | 2049-06-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                            | GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ1, Class B1                                                         | CUSIP: 36257TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1328830 | PA      | $1297688.47   | 0.03%             | 2049-08-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                            | OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR2                                                                         | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506019.65   | 0.04%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                            | FNA 8 LLC, Series 2025-1, Class A                                                                                            | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2108762 | PA      | $2123960.00   | 0.05%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                        | Taurus UK DAC, Series 2025-UK4, Class A                                                                                      | CUSIP: N/A<br>LEI: 635400ARN6VSOEBJXY74       | Long             | ABS-MBS          | CORP              | IE        |    803000 | PA      | $1080492.51   | 0.03%             | 2035-08-18      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                                           | TK Elevator US Newco, Inc.                                                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   2396000 | PA      | $2387528.46   | 0.06%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                      | Live Nation Entertainment, Inc.                                                                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    243000 | PA      | $241392.12    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                     | Clarivate Science Holdings Corp.                                                                                             | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2420317.04   | 0.06%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Holmes Master Issuer plc                                             | Holmes Master Issuer plc, Series 2025-1, Class A1                                                                            | CUSIP: N/A<br>LEI: 5493007HX9EKP3XR9846       | Long             | ABS-MBS          | CORP              | GB        |   2995000 | PA      | $4035906.59   | 0.10%             | 2072-10-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                   | Voyager Parent LLC                                                                                                           | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    406000 | PA      | $429340.99    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5328 | PA      | $5231.11      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3558476.13   | 0.08%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                      | Permian Resources Operating LLC                                                                                              | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165531.73    | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                                                         | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639000 | PA      | $647365.82    | 0.02%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                           | Carpenter Technology Corp.                                                                                                   | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33070.29     | 0.00%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                         | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A1                                                                     | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3624572 | PA      | $3650970.57   | 0.09%             | 2064-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 21 Ltd.                                                 | Flatiron CLO 21 Ltd., Series 2021-1A, Class A1R                                                                              | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1805000 | PA      | $1810270.60   | 0.04%             | 2037-10-19      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                              | Quikrete Holdings, Inc.                                                                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1758863.11   | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                             | One New York Plaza Trust, Series 2020-1NYP, Class A                                                                          | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3385000 | PA      | $3330897.88   | 0.08%             | 2036-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                            | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class A                                                           | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2043788 | PA      | $2073500.82   | 0.05%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SLM Private Education Loan Trust                                     | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                                    | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |  10070353 | PA      | $10559827.27  | 0.25%             | 2041-10-15      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                           | Dowson plc, Series 2024-1, Class E                                                                                           | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $135196.48    | 0.00%             | 2031-08-20      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| KKR CLO 47 Ltd.                                                      | KKR CLO 47 Ltd., Series 2024-47A, Class A                                                                                    | CUSIP: 48190DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    805000 | PA      | $807825.55    | 0.02%             | 2038-01-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                   | Levi Strauss & Co.                                                                                                           | CUSIP: N/A<br>LEI: MB0UERO0RDFKU8258G77       | Long             | DBT              | CORP              | US        |    115000 | PA      | $137003.83    | 0.00%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                       | Edenbrook Mortgage Funding plc, Series 2024-1, Class C                                                                       | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |    330440 | PA      | $451471.61    | 0.01%             | 2057-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                     | UK Logistics DAC, Series 2025-1X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400LLQ82YFJBFFU27       | Long             | ABS-MBS          | CORP              | IE        |    879943 | PA      | $1188749.86   | 0.03%             | 2035-05-17      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2018-1, Class A1                                                                           | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1197790 | PA      | $1186915.77   | 0.03%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| EFMT                                                                 | EFMT, Series 2025-NQM3, Class A1                                                                                             | CUSIP: 26846YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5993675 | PA      | $6043243.29   | 0.14%             | 2070-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| EG Global Finance plc                                                | EG Global Finance plc                                                                                                        | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    487000 | PA      | $534899.37    | 0.01%             | 2028-11-30      | Fixed         | 12.00%                | 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      | $573.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                                                  | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1290829.40   | 0.03%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                        | Mill City Mortgage Loan Trust, Series 2018-3, Class A1                                                                       | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1141520 | PA      | $1127616.05   | 0.03%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                         | Exelon Corp.                                                                                                                 | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    925000 | PA      | $906801.86    | 0.02%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                          | Match Group Holdings II LLC                                                                                                  | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17220.15     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                          | Service Corp. International                                                                                                  | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3706.27      | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hill FL BV                                                           | Hill FL BV, Series 2024-2FL, Class D                                                                                         | CUSIP: N/A<br>LEI: 724500H2AN902EY7W191       | Long             | ABS-O            | CORP              | NL        |    100000 | PA      | $115870.40    | 0.00%             | 2032-10-18      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                   | Lanebrook Mortgage Transaction plc, Series 2024-1, Class A                                                                   | CUSIP: N/A<br>LEI: 635400BMFIJ9ARSOLL61       | Long             | ABS-MBS          | CORP              | GB        |    289551 | PA      | $390776.16    | 0.01%             | 2061-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                  | Kinetik Holdings LP                                                                                                          | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36951.19     | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                             | Wynn Resorts Finance LLC                                                                                                     | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    914000 | PA      | $915409.39    | 0.02%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                     | Jubilee Place BV, Series 7, Class A                                                                                          | CUSIP: N/A<br>LEI: 724500E73QDBSXZ44959       | Long             | ABS-MBS          | CORP              | NL        |   1331760 | PA      | $1568697.94   | 0.04%             | 2062-09-18      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                       | Somnigroup International, Inc.                                                                                               | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    138000 | PA      | $126390.43    | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                           | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class A3                                                        | CUSIP: 48128KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8403987 | PA      | $8253486.35   | 0.20%             | 2050-07-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BFLD Mortgage Trust                                                  | BFLD Mortgage Trust, Series 2024-WRHS, Class A                                                                               | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3068360 | PA      | $3068360.22   | 0.07%             | 2026-08-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust Variable Rate Notes, Series 2018-3, Class MA            | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7694995 | PA      | $7498674.77   | 0.18%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                   | Nationstar Mortgage Holdings, Inc.                                                                                           | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $191000.00    | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                                            | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1492661.26   | 0.04%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                         | Exelon Corp.                                                                                                                 | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    979000 | PA      | $968401.06    | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                   | MCR Mortgage Trust, Series 2024-TWA, Class E                                                                                 | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2038000 | PA      | $2072319.92   | 0.05%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2024-1, Class D                                                                                          | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |    105000 | PA      | $143652.58    | 0.00%             | 2061-02-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LUX                                                                  | LUX Trust, Series 2023-LION, Class A                                                                                         | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2329475 | PA      | $2355210.11   | 0.06%             | 2040-08-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Hops Hill NO 4 plc                                                   | Hops Hill No. 4 plc, Series 4, Class B                                                                                       | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |    265000 | PA      | $359879.45    | 0.01%             | 2056-04-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc-                                    | Newday Funding Master Issuer plc, Series 2024-3X, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    184000 | PA      | $248558.35    | 0.01%             | 2032-11-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                            | Howard Hughes Corp. (The)                                                                                                    | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204190.70    | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                          | Citadel plc, Series 2024-1, Class C                                                                                          | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $135634.51    | 0.00%             | 2060-04-28      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6710000 | PA      | $6782968.03   | 0.16%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5547, Class FH                                                  | CUSIP: 3137HLVG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53263223 | PA      | $53583888.56  | 1.27%             | 2055-06-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10630000 | PA      | $10367650.11  | 0.25%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                         | Barclays plc                                                                                                                 | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1652000 | PA      | $1752118.07   | 0.04%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                                   | CA Magnum Holdings                                                                                                           | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    600000 | PA      | $597075.00    | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    900000 | PA      | $921018.96    | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BWAY Trust                                                           | BWAY Trust, Series 2025-1535, Class A                                                                                        | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2628000 | PA      | $2724364.82   | 0.06%             | 2042-05-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                       | Entegris, Inc.                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    126000 | PA      | $124919.26    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                     | Sabre GLBL, Inc.                                                                                                             | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    411000 | PA      | $398032.95    | 0.01%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J5JX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9893 | PA      | $9653.93      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                             | Venture Global LNG, Inc.                                                                                                     | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    457000 | PA      | $472887.70    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                               | LifePoint Health, Inc.                                                                                                       | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27073.45     | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H2L89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157493 | PA      | $152563.44    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                        | Taurus UK DAC, Series 2021-UK4X, Class D                                                                                     | CUSIP: N/A<br>LEI: 6354001CXJE7XMMVG324       | Long             | ABS-MBS          | CORP              | IE        |    948263 | PA      | $1275315.45   | 0.03%             | 2031-08-17      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                         | Barclays plc                                                                                                                 | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    533000 | PA      | $540929.93    | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp., Series N                                                                                              | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11435000 | PA      | $11302759.14  | 0.27%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust                                             | AutoNation Finance Trust, Series 2025-1A, Class A3                                                                           | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $575473.14    | 0.01%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2024-1, Class A                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    634111 | PA      | $745880.65    | 0.02%             | 2038-01-14      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1286278.75   | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                           | Pacific Gas & Electric Co.                                                                                                   | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7291000 | PA      | $7135514.69   | 0.17%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                              | Genesee & Wyoming, Inc.                                                                                                      | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    481000 | PA      | $488764.30    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                    | GGAM Finance Ltd.                                                                                                            | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    252000 | PA      | $255465.00    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8354000 | PA      | $8569661.77   | 0.20%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                             | Noria DE, Series 2024-DE1, Class E                                                                                           | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |     89266 | PA      | $106229.70    | 0.00%             | 2043-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                           | Carpenter Technology Corp.                                                                                                   | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15414.39     | 0.00%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes                                                                    | CUSIP: 3138ELZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655255 | PA      | $678941.49    | 0.02%             | 2042-09-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                          | Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A                                                                       | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2870000 | PA      | $2965849.96   | 0.07%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                           | Dowson plc, Series 2024-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $135490.47    | 0.00%             | 2031-08-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1357077.87   | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                       | Brookfield Property REIT, Inc.                                                                                               | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $214109.09    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1117902.54   | 0.03%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes, Series 2024-91, Class FA                                          | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11757826 | PA      | $11813368.82  | 0.28%             | 2054-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                  | Rocket Mortgage LLC                                                                                                          | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249779.93    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sapphire XXXII Trust                                                 | SAPPHIRE XXXII TRUST, Series 2025-1, Class A1L                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   6040000 | PA      | $4003742.10   | 0.09%             | 2066-06-14      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                        | Stellantis NV                                                                                                                | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2722141.52   | 0.06%             | 2028-11-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3768382.74   | 0.09%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                       | AppLovin Corp.                                                                                                               | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  22241000 | PA      | $22752681.12  | 0.54%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                           | SDAL Trust, Series 2025-DAL, Class A                                                                                         | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4256000 | PA      | $4291762.32   | 0.10%             | 2042-04-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1608463.80   | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO IV Ltd.                                                 | Trinitas CLO IV Ltd., Series 2016-4A, Class A2L2                                                                             | CUSIP: 89640XBM7<br>LEI: 635400UFTIJ9NEWTCB16 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251012.38   | 0.03%             | 2031-10-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $985996.09    | 0.02%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2024-2X, Class B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    132000 | PA      | $178869.25    | 0.00%             | 2032-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany 8 UG                                        | Red & Black Auto Germany 8 UG, Series 8, Class C                                                                             | CUSIP: N/A<br>LEI: 391200E3OPA9K4R22Z70       | Long             | ABS-O            | CORP              | DE        |     73724 | PA      | $86580.32     | 0.00%             | 2030-09-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2024-1, Class C                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    500000 | PA      | $589054.93    | 0.01%             | 2038-01-14      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                       | Teleflex, Inc.                                                                                                               | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    501000 | PA      | $489069.59    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                              | Windstream Services LLC                                                                                                      | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   2072000 | PA      | $2146335.88   | 0.05%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                     | Sealed Air Corp.                                                                                                             | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    223000 | PA      | $218850.16    | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                    | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class A1                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |   1086000 | PA      | $1278585.80   | 0.03%             | 2040-12-28      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                 | Icahn Enterprises LP                                                                                                         | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56518.00     | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RMAC Securities No.1 plc                                             | RMAC Securities No.1 plc, Series 2007-NS1X, Class A2A                                                                        | CUSIP: N/A<br>LEI: 213800C48M2JTBGZT736       | Long             | ABS-MBS          | CORP              | GB        |    202279 | PA      | $267140.07    | 0.01%             | 2044-06-12      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                              | Loanpal Solar Loan Ltd., Series 2021-2GS, Class A                                                                            | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4514049 | PA      | $3672501.04   | 0.09%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                 | Flutter Treasury DAC                                                                                                         | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $609012.00    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                           | Navient Student Loan Trust, Series 2023-BA, Class A1B                                                                        | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2065510 | PA      | $2082898.51   | 0.05%             | 2072-03-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                              | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    489000 | PA      | $507418.20    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                | QTS Issuer ABS II LLC, Series 2025-1A, Class A2                                                                              | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4330000 | PA      | $4311732.81   | 0.10%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 3128MMWV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106368 | PA      | $103778.59    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| La Trobe Financial Capital Markets Trust                             | La Trobe Financial Capital Markets Trust, Series 2025-1, Class A1L                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   2487896 | PA      | $1644397.23   | 0.04%             | 2057-05-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd.                                            | Regatta VIII Funding Ltd., Series 2017-1A, Class A1R                                                                         | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   1110000 | PA      | $1114209.34   | 0.03%             | 2037-04-17      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                   | Digicel International Finance Ltd.                                                                                           | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    988000 | PA      | $1013638.60   | 0.02%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                                           | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                                                                        | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250729.88   | 0.03%             | 2038-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                    | Genesis Energy LP                                                                                                            | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44309.94     | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WHKH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560666 | PA      | $540677.36    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140HEW57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154518 | PA      | $149548.88    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2022-1, Class A1                                                                           | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1404917 | PA      | $1348301.34   | 0.03%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                            | Navient Private Education Refi Loan Trust, Series 2019-GA, Class A                                                           | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320948 | PA      | $312174.65    | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                         | Bain Capital Credit CLO Ltd., Series 2021-4A, Class A1R                                                                      | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   2040000 | PA      | $2043708.11   | 0.05%             | 2034-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784644 | PA      | $766643.83    | 0.02%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                          | Midcontinent Communications                                                                                                  | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    239000 | PA      | $246242.42    | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8635000 | PA      | $8639667.91   | 0.20%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  14483000 | PA      | $14918733.37  | 0.35%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                            | Panther Escrow Issuer LLC                                                                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3529000 | PA      | $3670576.42   | 0.09%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                         | PetSmart LLC                                                                                                                 | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250371.57    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4649377.46   | 0.11%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                        | Calpine Corp.                                                                                                                | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    436000 | PA      | $436222.36    | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                                             | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45096.82     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3984000 | PA      | $3908222.49   | 0.09%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                  | Mattamy Group Corp.                                                                                                          | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $37640.92     | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                                             | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2964061.67   | 0.07%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J5RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2589 | PA      | $2578.22      | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                             | Service Properties Trust                                                                                                     | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $2027177.38   | 0.05%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JM5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48192 | PA      | $47840.26     | 0.00%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10420000 | PA      | $10618413.06  | 0.25%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                     | SMB Private Education Loan Trust, Series 2021-A, Class APL                                                                   | CUSIP: 78448YAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7574730 | PA      | $7500395.65   | 0.18%             | 2053-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                        | Equinix, Inc.                                                                                                                | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  11888000 | PA      | $11384758.37  | 0.27%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                | Viavi Solutions, Inc.                                                                                                        | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33941.87     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                       | Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class A                                                                     | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6575903 | PA      | $6591727.60   | 0.16%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                   | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2478623.60   | 0.06%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14604000 | PA      | $15087683.60  | 0.36%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                             | SoFi Personal Loan Trust, Series 2023-1A, Class A                                                                            | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433993 | PA      | $439847.29    | 0.01%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                      | Advanced Drainage Systems, Inc.                                                                                              | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    583000 | PA      | $581534.51    | 0.01%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                          | QXO Building Products, Inc.                                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1380183.12   | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                   | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    267000 | PA      | $267621.72    | 0.01%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                             | Angel Oak Mortgage Trust, Series 2024-1, Class A1                                                                            | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   5030568 | PA      | $5029937.62   | 0.12%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                                                  | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3665722.74   | 0.09%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Silverstone Master Issuer plc                                        | Silverstone Master Issuer plc, Series 2023-1, Class 2A                                                                       | CUSIP: N/A<br>LEI: 549300P6OXWKM20QS303       | Long             | ABS-MBS          | CORP              | GB        |    635000 | PA      | $855983.42    | 0.02%             | 2070-01-21      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                           | BFLD Trust, Series 2025-EWEST, Class B                                                                                       | CUSIP: 05494JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2639889 | PA      | $2650826.85   | 0.06%             | 2042-06-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                           | AT&T, Inc.                                                                                                                   | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4914000 | PA      | $4652121.83   | 0.11%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                                         | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3581827 | PA      | $3567684.10   | 0.08%             | 2057-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68880000 | PA      | $69326644.09  | 1.64%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co.                                                      | Ohio Edison Co.                                                                                                              | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2508698.46   | 0.06%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3288385.79   | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                            | Navient Private Education Refi Loan Trust, Series 2019-EA, Class A2B                                                         | CUSIP: 63941MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500111 | PA      | $2499615.80   | 0.06%             | 2068-05-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WE3P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21034 | PA      | $20626.20     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                   | Vertiv Group Corp.                                                                                                           | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    566000 | PA      | $552687.36    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    571000 | PA      | $562794.07    | 0.01%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Harben Finance                                                       | Harben Finance, Series 2017-1RX, Class D                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |    441000 | PA      | $590017.96    | 0.01%             | 2055-09-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                   | Levi Strauss & Co.                                                                                                           | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    121000 | PA      | $112340.67    | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                            | Williams Cos., Inc. (The)                                                                                                    | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    282000 | PA      | $287222.34    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                    | Atlas Funding plc, Series 2024-1, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |     99899 | PA      | $137397.14    | 0.00%             | 2061-09-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                  | Realty Income Corp.                                                                                                          | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    520000 | PA      | $512674.46    | 0.01%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                               | LifePoint Health, Inc.                                                                                                       | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    888000 | PA      | $946348.87    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1833407.77   | 0.04%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                     | Twin Bridges plc, Series 2022-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 213800OFO3J9U3ZZGO47       | Long             | ABS-MBS          | CORP              | GB        |    365000 | PA      | $491646.93    | 0.01%             | 2055-12-12      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                | DirecTV Financing LLC                                                                                                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1325051.96   | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                           | Verus Securitization Trust, Series 2024-INV1, Class A3                                                                       | CUSIP: 92540FAC4<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   1722171 | PA      | $1742529.51   | 0.04%             | 2069-03-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4511000 | PA      | $4517790.59   | 0.11%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138XTBK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41055 | PA      | $40412.76     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                       | Community Health Systems, Inc.                                                                                               | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $996917.89    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                            | OBX Trust, Series 2023-NQM4, Class A1                                                                                        | CUSIP: 67448GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7511975 | PA      | $7540097.03   | 0.18%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Pony SA                                                              | Pony SA, Series 2024-1, Class D                                                                                              | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |     97337 | PA      | $115013.68    | 0.00%             | 2033-01-14      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                      | CHL Mortgage Pass-Through Trust, Series 2005-17, Class 1A6                                                                   | CUSIP: 12669G5S6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161505 | PA      | $161833.22    | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                        | CQP Holdco LP                                                                                                                | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $743028.23    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                         | Scotts Miracle-Gro Co. (The)                                                                                                 | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22345.80     | 0.00%             | 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        |   5129000 | PA      | $5294579.30   | 0.13%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                     | AutoFlorence 2 SRL, Series 2, Class C                                                                                        | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |     80388 | PA      | $94406.90     | 0.00%             | 2044-12-24      | Floating      | 3.06%                 | 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      | $68.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                             | Spirit AeroSystems, Inc.                                                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    324000 | PA      | $341242.96    | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                           | CSMC Trust, Series 2013-HYB1, Class B4                                                                                       | CUSIP: 12647JBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170856 | PA      | $170188.28    | 0.00%             | 2043-04-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                            | LBA Trust, Series 2024-7IND, Class A                                                                                         | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3196200 | PA      | $3200194.83   | 0.08%             | 2041-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                            | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class B                                                               | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |    729000 | PA      | $856756.31    | 0.02%             | 2037-06-22      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    365000 | PA      | $372415.51    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                  | Ardonagh Finco Ltd.                                                                                                          | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   3252000 | PA      | $3402857.03   | 0.08%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                 | Cheniere Corpus Christi Holdings LLC                                                                                         | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   7260000 | PA      | $7055578.80   | 0.17%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                             | Lumen Technologies, Inc.                                                                                                     | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     57977 | PA      | $56845.29     | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy LP                                                 | Excelerate Energy LP                                                                                                         | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    172000 | PA      | $183088.67    | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Euro-Bund                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -160 | NC      | $80639.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Bank                                               | Federal Home Loan Bank Bonds                                                                                                 | CUSIP: 3130APQZ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3525000 | PA      | $2871062.37   | 0.07%             | 2036-11-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                        | Fortuna Consumer Loan ABS DAC, Series 2024-1, Class C                                                                        | CUSIP: N/A<br>LEI: 635400N6ZVLRSMHBQG89       | Long             | ABS-O            | CORP              | IE        |    126751 | PA      | $150595.35    | 0.00%             | 2034-02-18      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173871.21    | 0.00%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    773968 | PA      | $761271.15    | 0.02%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                         | Jones Deslauriers Insurance Management, Inc.                                                                                 | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    447000 | PA      | $469622.67    | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Brignole Co.                                                         | Brignole Co., Series 2024, Class C                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |     59160 | PA      | $70189.12     | 0.00%             | 2042-02-24      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 19 Ltd.                                        | Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class A1R                                                                    | CUSIP: 03328JAL1<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |   3690000 | PA      | $3707488.02   | 0.09%             | 2038-10-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                       | US Foods, Inc.                                                                                                               | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34205.02     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                         | Trivium Packaging Finance BV                                                                                                 | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $213348.80    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                               | Velocity Commercial Capital Loan Trust, Series 2025-3, Class A                                                               | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4715240 | PA      | $4756123.60   | 0.11%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                  | Medline Borrower LP                                                                                                          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    673000 | PA      | $649070.80    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                               | Bear Stearns ARM Trust, Series 2004-5, Class 2A                                                                              | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145742 | PA      | $137757.86    | 0.00%             | 2034-07-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251000 | PA      | $231229.06    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                           | LABL, Inc.                                                                                                                   | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    263000 | PA      | $203773.77    | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2017-4, Class A1                                                                           | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4698917 | PA      | $4602984.34   | 0.11%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                             | Motorola Solutions, Inc.                                                                                                     | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    398000 | PA      | $407524.30    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                            | FCT Noria, Series 2021-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |    195717 | PA      | $230142.14    | 0.01%             | 2049-10-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                       | Synopsys, Inc.                                                                                                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   4031000 | PA      | $4105859.14   | 0.10%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                           | Ford Credit Floorplan Master Owner Trust A, Series 2023-1, Class A2                                                          | CUSIP: 34528QHW7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3470000 | PA      | $3489697.11   | 0.08%             | 2028-05-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Maya SAS                                                             | Maya SAS                                                                                                                     | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   1685000 | PA      | $1712011.27   | 0.04%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                               | NXP BV                                                                                                                       | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $970560.00    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                          | Citadel plc, Series 2024-1, Class D                                                                                          | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136807.13    | 0.00%             | 2060-04-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                    | Asimi Funding plc, Series 2024-1, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400ED9TX8KJO28Q39       | Long             | ABS-O            | CORP              | GB        |      8334 | PA      | $11211.15     | 0.00%             | 2031-09-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                            | Howard Hughes Corp. (The)                                                                                                    | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     99000 | PA      | $92818.96     | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4911000 | PA      | $4913184.07   | 0.12%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust                             | Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1                                                            | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    413000 | PA      | $415567.46    | 0.01%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                                       | Raising Cane's Restaurants LLC                                                                                               | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     62000 | PA      | $65084.13     | 0.00%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                    | GGAM Finance Ltd.                                                                                                            | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     18000 | PA      | $18044.92     | 0.00%             | 2026-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                            | GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class B                                                           | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $391910.29    | 0.01%             | 2049-06-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                  | Metro Finance Trust, Series 2025-1, Class A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   5912680 | PA      | $3926387.82   | 0.09%             | 2031-10-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                          | Five Point Operating Co. LP                                                                                                  | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $89299.88     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class A4                                                             | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770581 | PA      | $769028.23    | 0.02%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                     | Maricopa County Industrial Development Authority, Series 2024                                                                | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1329858.07   | 0.03%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                    | NTT Finance Corp.                                                                                                            | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3470000 | PA      | $3480523.57   | 0.08%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                         | GreatAmerica Leasing Receivables Funding LLC, Series 2024-2, Class A2                                                        | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1812542 | PA      | $1822286.65   | 0.04%             | 2027-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                            | ZoomInfo Technologies LLC                                                                                                    | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |    191000 | PA      | $181033.20    | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                   | Lanebrook Mortgage Transaction plc, Series 2021-1, Class C                                                                   | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |    158000 | PA      | $212814.43    | 0.01%             | 2058-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury 10-Year Note                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -910 | NC      | $-622204.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO XII                                                       | Apidos CLO XII, Series 2013-12A, Class BRR                                                                                   | CUSIP: 03764DAP6<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $580370.27    | 0.01%             | 2031-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                       | Univision Communications, Inc.                                                                                               | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    369000 | PA      | $381044.90    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4993845.29   | 0.12%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WEST Trust                                                           | WEST Trust, Series 2025-ROSE, Class A                                                                                        | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2862000 | PA      | $2903727.67   | 0.07%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                           | BFLD Trust, Series 2025-FPM, Class B                                                                                         | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2961000 | PA      | $2977730.21   | 0.07%             | 2030-10-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                        | Novelis Corp.                                                                                                                | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1504649.27   | 0.04%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                 | SoFi Professional Loan Program Trust, Series 2018-C, Class A2FX                                                              | CUSIP: 78490DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416308 | PA      | $413396.28    | 0.01%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                              | RR Donnelley & Sons Co.                                                                                                      | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    659000 | PA      | $675386.04    | 0.02%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                            | Chesapeake Funding II LLC, Series 2023-2A, Class A1                                                                          | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2205787 | PA      | $2237131.72   | 0.05%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust                                            | Soundview Home Loan Trust, Series 2003-2, Class A2                                                                           | CUSIP: 83611MAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51249 | PA      | $63060.39     | 0.00%             | 2033-11-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding plc                                           | Bletchley Park Funding plc, Series 2025-1, Class B                                                                           | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |    416000 | PA      | $563111.10    | 0.01%             | 2070-01-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Lanark Master Issuer plc                                             | Lanark Master Issuer plc, Series 2025-1X, Class 1A                                                                           | CUSIP: N/A<br>LEI: 213800KIOPB5OYXIVY33       | Long             | ABS-MBS          | CORP              | GB        |   1041000 | PA      | $1401372.34   | 0.03%             | 2069-12-22      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Mortgage House RMBS Prime                                            | Mortgage House RMBS Prime, Series 2024-2, Class A1L                                                                          | CUSIP: N/A<br>LEI: 9845002AA60A62C9AC97       | Long             | ABS-MBS          | CORP              | AU        |    960896 | PA      | $638088.70    | 0.02%             | 2057-05-13      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                     | American Builders & Contractors Supply Co., Inc.                                                                             | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42695.61     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                           | TransCanada PipeLines Ltd.                                                                                                   | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    771000 | PA      | $771359.49    | 0.02%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                              | American Airlines, Inc.                                                                                                      | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    109000 | PA      | $113703.68    | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                     | SoFi Consumer Loan Program Trust, Series 2025-2, Class A                                                                     | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8907724 | PA      | $8954234.07   | 0.21%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                                  | HONO Mortgage Trust, Series 2021-LULU, Class A                                                                               | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5557000 | PA      | $5532688.13   | 0.13%             | 2036-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                     | Virgin Media Secured Finance plc                                                                                             | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1269000 | PA      | $1254653.60   | 0.03%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                        | Luna 1.5 Sarl                                                                                                                | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |    135000 | PA      | $164246.23    | 0.00%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                  | OMERS Finance Trust                                                                                                          | CUSIP: 682142AF1<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   7380000 | PA      | $7276222.81   | 0.17%             | 2026-03-26      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GUEH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361764 | PA      | $351147.96    | 0.01%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                           | Vmed O2 UK Financing I plc                                                                                                   | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185433.13    | 0.00%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                                                    | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6351000 | PA      | $6346102.93   | 0.15%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp., Series FIX                                                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10258000 | PA      | $10587131.01  | 0.25%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                 | Clear Channel Outdoor Holdings, Inc.                                                                                         | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   3656000 | PA      | $3838895.06   | 0.09%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-MF, Class B                                                                        | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1469855 | PA      | $1471691.87   | 0.03%             | 2039-02-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                         | Scientific Games Holdings LP                                                                                                 | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    121000 | PA      | $112495.28    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                         | MPT Operating Partnership LP                                                                                                 | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    765000 | PA      | $812859.93    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                                             | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1910000 | PA      | $1928062.49   | 0.05%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                              | Mosaic Solar Loan Trust, Series 2022-1A, Class B                                                                             | CUSIP: 61946QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3333682 | PA      | $2537097.37   | 0.06%             | 2053-01-20      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                       | Upgrade Master Pass-Thru Trust, Series 2025-ST6, Class A                                                                     | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2961000 | PA      | $2963647.73   | 0.07%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Elstree Funding No. 4 plc                                            | Elstree Funding No. 4 plc, Series 4, Class A                                                                                 | CUSIP: N/A<br>LEI: 635400JAGLODYUGMIF69       | Long             | ABS-MBS          | CORP              | GB        |    324336 | PA      | $439101.38    | 0.01%             | 2055-10-21      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                     | Fantasia Holdings Group Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    333000 | PA      | $6868.13      | 0.00%             | 2024-10-19      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                            | Dutch Property Finance BV, Series 2021-2, Class C                                                                            | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |    503000 | PA      | $590042.82    | 0.01%             | 2059-04-28      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                          | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $2000640.44   | 0.05%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                   | Herens Holdco SARL                                                                                                           | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    253000 | PA      | $221650.54    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                              | Element Solutions, Inc.                                                                                                      | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1871393.51   | 0.04%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2025-1, Class B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |   1000000 | PA      | $1178750.90   | 0.03%             | 2038-12-14      | Floating      | 2.83%                 | 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      | $1046342.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gemgarto plc                                                         | Gemgarto plc, Series 2021-1X, Class C                                                                                        | CUSIP: N/A<br>LEI: 635400KLHB2FIID9TE45       | Long             | ABS-MBS          | CORP              | GB        |    218000 | PA      | $293697.76    | 0.01%             | 2067-12-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                         | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class BR3                                                                      | CUSIP: 03328TBU8<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1508009.70   | 0.04%             | 2037-04-28      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WJJ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183452 | PA      | $176946.70    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                            | Satus plc, Series 2024-1, Class C                                                                                            | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |    137000 | PA      | $185071.96    | 0.00%             | 2031-01-17      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q7PN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460426 | PA      | $448068.14    | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVIII Ltd.                                          | Sound Point CLO XXVIII Ltd., Series 2020-3A, Class A1R                                                                       | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5935730 | PA      | $5948180.56   | 0.14%             | 2032-01-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                      | LGI Homes, Inc.                                                                                                              | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51441.18     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WFT48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142498 | PA      | $139491.03    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                           | PG&E Corp.                                                                                                                   | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    548000 | PA      | $540407.51    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                | Westpac Banking Corp.                                                                                                        | CUSIP: 96122WAQ3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  17040000 | PA      | $17174699.16  | 0.41%             | 2028-05-22      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Hops Hill NO 5 plc                                                   | Hops Hill No. 5 plc, Series 5, Class C                                                                                       | CUSIP: N/A<br>LEI: 635400LDVC1LDKJUB342       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $134867.38    | 0.00%             | 2056-06-21      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                      | WHARF Commercial Mortgage Trust, Series 2025-DC, Class D                                                                     | CUSIP: 92987LAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2130000 | PA      | $2186897.63   | 0.05%             | 2040-07-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                       | Enbridge, Inc.                                                                                                               | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    523000 | PA      | $539967.13    | 0.01%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                 | Cross Mortgage Trust, Series 2025-H3, Class A1                                                                               | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6167070 | PA      | $6249949.88   | 0.15%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GSPP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20042 | PA      | $19509.44     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2020-1, Class C                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    478618 | PA      | $564488.03    | 0.01%             | 2034-11-14      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                     | SK Invictus Intermediate II SARL                                                                                             | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    231000 | PA      | $226093.00    | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vnom Sub, Inc.                                                       | Vnom Sub, Inc.                                                                                                               | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   4017000 | PA      | $4017702.98   | 0.10%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1087755.45   | 0.03%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                  | Synchrony Financial                                                                                                          | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1699528.10   | 0.04%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BlackRock Capital Finance LP                                         | BlackRock Capital Finance LP, Series 1997-R2, Class AP                                                                       | CUSIP: 05535DBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4564 | PA      | $0.00         | 0.00%             | 2035-12-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                                       | Morgan Stanley Capital I Trust, Series 2018-BOP, Class A                                                                     | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1798853 | PA      | $1469644.97   | 0.03%             | 2033-08-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7045000 | PA      | $7151511.17   | 0.17%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Trinity Square plc                                                   | Trinity Square plc, Series 2021-1X, Class AR                                                                                 | CUSIP: N/A<br>LEI: 6354001L6FRKQUMWRQ12       | Long             | ABS-MBS          | CORP              | GB        |    577858 | PA      | $779252.07    | 0.02%             | 2059-07-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                       | NCL Corp. Ltd.                                                                                                               | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     51000 | PA      | $51263.96     | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                                         | Rivers Enterprise Lender LLC                                                                                                 | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $135194.80    | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WJR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170309 | PA      | $165857.77    | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                | United Airlines, Inc.                                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1198366.21   | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    514000 | PA      | $528325.69    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                           | Lamb Weston Holdings, Inc.                                                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1213722.38   | 0.03%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                                             | Sixth Street CLO XX Ltd., Series 2021-20A, Class A2R                                                                         | CUSIP: 83012QAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004944.80   | 0.05%             | 2038-07-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q72S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216115 | PA      | $210397.85    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                     | Bombardier, Inc.                                                                                                             | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2117000 | PA      | $2282955.86   | 0.05%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                        | Novelis Corp.                                                                                                                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    273000 | PA      | $263080.55    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                               | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A4                                                              | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590780 | PA      | $597722.14    | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                               | Truist Financial Corp.                                                                                                       | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1241119.25   | 0.03%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes                                                                    | CUSIP: 3138EPT46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541330 | PA      | $564329.01    | 0.01%             | 2045-06-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                  | Azorra Finance Ltd.                                                                                                          | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    328000 | PA      | $341543.45    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                 | Verizon Master Trust, Series 2024-1, Class A1A                                                                               | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6010926.60   | 0.14%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                   | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    354000 | PA      | $366683.63    | 0.01%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                | BlueMountain CLO Ltd., Series 2018-2A, Class B                                                                               | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500804.95    | 0.01%             | 2031-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                  | Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1                                                              | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961586 | PA      | $914379.89    | 0.02%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J76U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12794 | PA      | $12464.37     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                        | Golden Bar Securitisation SRL, Series 2025-1, Class D                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |    102000 | PA      | $121099.72    | 0.00%             | 2044-12-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                        | Fortuna Consumer Loan Abs DAC, Series 2025-1, Class A                                                                        | CUSIP: N/A<br>LEI: 635400DRZLOPFVGZUR29       | Long             | ABS-O            | CORP              | IE        |   1600000 | PA      | $1882798.62   | 0.04%             | 2035-04-18      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    822000 | PA      | $809388.70    | 0.02%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                          | USA Compression Partners LP                                                                                                  | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    661000 | PA      | $681705.16    | 0.02%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury Long Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -369 | NC      | $-456182.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WFT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329845 | PA      | $322979.98    | 0.01%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2020-LTV1, Class A11                                                                      | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101853 | PA      | $101484.64    | 0.00%             | 2050-06-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                  | Realty Income Corp.                                                                                                          | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   3133000 | PA      | $3035465.20   | 0.07%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8045000 | PA      | $8252105.33   | 0.20%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                                               | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1407594.96   | 0.03%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Stream Innovations Issuer Trust                                      | Stream Innovations Issuer Trust, Series 2025-1A, Class A                                                                     | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381277 | PA      | $384821.40    | 0.01%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                                 | Mativ Holdings, Inc.                                                                                                         | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90095.39     | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                             | Motorola Solutions, Inc.                                                                                                     | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    661000 | PA      | $667876.59    | 0.02%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                           | Fertitta Entertainment LLC                                                                                                   | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $913668.58    | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                              | Mosaic Solar Loan Trust, Series 2019-2A, Class A                                                                             | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165851 | PA      | $146813.28    | 0.00%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                     | Mortimer BTL plc, Series 2021-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800XP3NPPV83PMY32       | Long             | ABS-MBS          | CORP              | GB        |    111000 | PA      | $149605.45    | 0.00%             | 2053-06-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                       | GLP Capital LP                                                                                                               | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1801278.87   | 0.04%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                            | OBX Trust, Series 2023-NQM6, Class A1                                                                                        | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4399677 | PA      | $4436649.15   | 0.11%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes                                                                    | CUSIP: 3138Y7HX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34722 | PA      | $35674.80     | 0.00%             | 2045-11-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                               | Auto1 Car Funding SARL, Series 2024-1, Class C                                                                               | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $118187.27    | 0.00%             | 2033-12-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                           | Edwards Lifesciences Corp.                                                                                                   | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    544000 | PA      | $545892.39    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                     | UWM Holdings LLC                                                                                                             | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    551000 | PA      | $560523.02    | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169310.72    | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                         | Wells Fargo Mortgage Backed Securities Trust, Series 2020-RR1, Class A1                                                      | CUSIP: 949796AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1135778 | PA      | $983868.46    | 0.02%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4529000 | PA      | $4660285.75   | 0.11%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                            | Canada Square Funding plc, Series 6, Class C                                                                                 | CUSIP: N/A<br>LEI: 6354009BNGSKPMISBP18       | Long             | ABS-MBS          | CORP              | GB        |    318000 | PA      | $429715.23    | 0.01%             | 2059-01-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class C                                                         | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |    103000 | PA      | $139694.68    | 0.00%             | 2055-08-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2021-BA, Class AFL                                                                         | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4743701 | PA      | $4743703.60   | 0.11%             | 2062-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                          | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $4199225.36   | 0.10%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1317973.59   | 0.03%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                          | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1164510.80   | 0.03%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1191973 | PA      | $1161473.98   | 0.03%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                   | Nationstar Mortgage Holdings, Inc.                                                                                           | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $397467.20    | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                      | Advanced Drainage Systems, Inc.                                                                                              | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    427000 | PA      | $434562.60    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                              | GFL Environmental, Inc.                                                                                                      | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $43902.42     | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                            | AHP Health Partners, Inc.                                                                                                    | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314926.75    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA-Compartment 1                                          | Golden Ray SA-Compartment 1, Series 1, Class B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $117336.79    | 0.00%             | 2057-12-27      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                        | Golden Bar Securitisation SRL, Series 2025-1, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |    216000 | PA      | $254530.56    | 0.01%             | 2044-12-20      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                | BANK5, Series 2024-5YR10, Class A3                                                                                           | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $8760020.95   | 0.21%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co.                                                                                               | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5870000 | PA      | $5971295.07   | 0.14%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2295833.49   | 0.05%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                          | Terex Corp.                                                                                                                  | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166431.96    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBSG Mortgage Trust                                                  | DBSG Mortgage Trust, Series 2024-ALTA, Class A                                                                               | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5145000 | PA      | $5231392.78   | 0.12%             | 2037-06-10      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                             | Tower Bridge Funding plc, Series 2024-1X, Class D                                                                            | CUSIP: N/A<br>LEI: 635400DWOSLQW6GG6T02       | Long             | ABS-MBS          | CORP              | GB        |    156000 | PA      | $211502.77    | 0.01%             | 2066-01-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Venture 31 CLO Ltd.                                                  | Venture 31 CLO Ltd., Series 2018-31A, Class A1                                                                               | CUSIP: 92331VAA6<br>LEI: 549300WIVX6V4NHW6X79 | Long             | ABS-CBDO         | CORP              | KY        |    728813 | PA      | $729298.30    | 0.02%             | 2031-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                       | Enterprise Fleet Financing LLC, Series 2025-2, Class A3                                                                      | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4016000 | PA      | $4048127.20   | 0.10%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                            | Mill City Solar Loan Ltd., Series 2019-2GS, Class A                                                                          | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   6378394 | PA      | $5744237.23   | 0.14%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd.                                                  | Elmwood CLO IV Ltd., Series 2020-1A, Class BR                                                                                | CUSIP: 29002GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002510.30   | 0.02%             | 2037-04-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                              | Mosaic Solar Loan Trust, Series 2021-1A, Class B                                                                             | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    443298 | PA      | $354256.78    | 0.01%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Elstree Funding                                                      | Elstree Funding, Series 251-1ST, Class A                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |   1259025 | PA      | $1695882.57   | 0.04%             | 2065-01-21      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                                             | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3327000 | PA      | $3398521.38   | 0.08%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                           | Garda World Security Corp.                                                                                                   | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1887000 | PA      | $1934371.25   | 0.05%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6010000 | PA      | $6210190.94   | 0.15%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                      | Residential Mortgage Loan Trust, Series 2019-3, Class M1                                                                     | CUSIP: 76119NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3039351 | PA      | $3007605.13   | 0.07%             | 2059-09-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                          | PRKCM Trust, Series 2023-AFC1, Class A1                                                                                      | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2507564 | PA      | $2510934.08   | 0.06%             | 2058-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp., Series 5000, Class MA                                                                      | CUSIP: 3137FVGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2505012 | PA      | $2350962.08   | 0.06%             | 2044-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                      | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |    100000 | PA      | $118469.28    | 0.00%             | 2042-10-27      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2025-LUNR, Class A                                                                                          | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7329337 | PA      | $7343074.33   | 0.17%             | 2040-06-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                               | Arsenal AIC Parent LLC                                                                                                       | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1550435.29   | 0.04%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                   | Imola Merger Corp.                                                                                                           | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    354000 | PA      | $344309.11    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-AIRC, Class B                                                                      | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3421794 | PA      | $3431417.29   | 0.08%             | 2039-08-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4251000 | PA      | $4378097.55   | 0.10%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   9220000 | PA      | $10170813.98  | 0.24%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                          | Rogers Communications, Inc.                                                                                                  | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1710000 | PA      | $1683505.79   | 0.04%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Master Trust                          | Latitude Australia Credit Card Master Trust, Series 2025-1, Class B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $331710.21    | 0.01%             | 2037-11-23      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                | Wells Fargo Commercial Mortgage Trust, Series 2025-VTT, Class A                                                              | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2897000 | PA      | $2907968.04   | 0.07%             | 2038-03-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                    | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class D                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |     77497 | PA      | $92152.30     | 0.00%             | 2036-12-29      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| OAK NO 5 plc                                                         | OAK NO 5 plc, Series 5, Class A                                                                                              | CUSIP: N/A<br>LEI: 635400KCZVFC2R7EDJ73       | Long             | ABS-MBS          | CORP              | GB        |   1259435 | PA      | $1697398.91   | 0.04%             | 2072-07-28      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                         | Valaris Ltd.                                                                                                                 | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    374000 | PA      | $388153.76    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                    | FirstEnergy Corp.                                                                                                            | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $2848330.83   | 0.07%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $2088666.89   | 0.05%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10510000 | PA      | $10385789.98  | 0.25%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                          | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3198914.10   | 0.08%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                | SLM Private Credit Student Loan Trust, Series 2005-B, Class A4                                                               | CUSIP: 78443CCB8<br>LEI: 549300FE2YWO5PJ3Q820 | Long             | ABS-O            | CORP              | US        |   2737526 | PA      | $2671833.26   | 0.06%             | 2039-06-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                       | 1011778 BC ULC                                                                                                               | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    929000 | PA      | $912817.38    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8185000 | PA      | $8313889.77   | 0.20%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                        | Clearway Energy Operating LLC                                                                                                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237104.40    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                        | Asbury Automotive Group, Inc.                                                                                                | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5926.63      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                                         | Acushnet Co.                                                                                                                 | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35252.39     | 0.00%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                        | Phoenix Aviation Capital Ltd.                                                                                                | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    552000 | PA      | $587280.53    | 0.01%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                            | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7885.16      | 0.00%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                        | Enel Finance International NV                                                                                                | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   5240000 | PA      | $5204361.55   | 0.12%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                       | Uniti Group LP                                                                                                               | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1906292.00   | 0.05%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                  | Sirius XM Radio LLC                                                                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33819.60     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                          | Last Mile Securities PE DAC, Series 2021-1X, Class C                                                                         | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |   1060782 | PA      | $1246383.34   | 0.03%             | 2031-08-17      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                  | Post Holdings, Inc.                                                                                                          | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1299540.68   | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3003500.31   | 0.07%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                          | Caesars Entertainment, Inc.                                                                                                  | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72673.88     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                            | GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class A                                                           | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4068855 | PA      | $4113994.72   | 0.10%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                               | London Cards No. 2 plc, Series 2, Class E                                                                                    | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |    135000 | PA      | $186585.13    | 0.00%             | 2034-03-28      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Arbor Realty SR, Inc.                                                | Arbor Realty SR, Inc.                                                                                                        | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141944.30    | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                                            | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1417652.90   | 0.03%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                        | Honeywell International, Inc.                                                                                                | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3715672.61   | 0.09%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                    | EMRLD Borrower LP                                                                                                            | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    547000 | PA      | $568143.74    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3072430.77   | 0.07%             | 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        |    955000 | PA      | $887670.40    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2024-PAT, Class B                                                                                           | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1189996.91   | 0.03%             | 2041-03-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                               | Velocity Commercial Capital Loan Trust, Series 2018-1, Class A                                                               | CUSIP: 92257AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114211 | PA      | $112290.46    | 0.00%             | 2048-04-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA-Compartment 1                                          | Golden Ray SA-Compartment 1, Series 1, Class A2                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    436537 | PA      | $513088.44    | 0.01%             | 2057-12-27      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2024-1, Class C                                                                                          | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |    144000 | PA      | $194957.93    | 0.00%             | 2061-02-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2021-VIEW, Class A                                                                                          | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3450000 | PA      | $3442453.13   | 0.08%             | 2036-06-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                     | Fantasia Holdings Group Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    667000 | PA      | $10005.00     | 0.00%             | 2024-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| London Bridge Mortgages plc                                          | London Bridge Mortgages plc, Series 2025-1, Class B                                                                          | CUSIP: N/A<br>LEI: 63540064LX89RJMR9I46       | Long             | ABS-MBS          | CORP              | GB        |    356000 | PA      | $482027.21    | 0.01%             | 2067-03-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                      | Permian Resources Operating LLC                                                                                              | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $190363.78    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                         | Barclays plc                                                                                                                 | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2529000 | PA      | $2554587.33   | 0.06%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4611000 | PA      | $4750659.67   | 0.11%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                                                           | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6529000 | PA      | $6630190.69   | 0.16%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hops Hill NO 4 plc                                                   | Hops Hill No. 4 plc, Series 4, Class D                                                                                       | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |    215000 | PA      | $294642.21    | 0.01%             | 2056-04-21      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                       | Enterprise Fleet Financing LLC, Series 2024-4, Class A4                                                                      | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263000 | PA      | $266909.10    | 0.01%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8065000 | PA      | $7874999.00   | 0.19%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375885 | PA      | $365878.97    | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5480, Class FA                                                  | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8715747 | PA      | $8789366.22   | 0.21%             | 2054-03-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    213000 | PA      | $222662.07    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                         | Barclays plc                                                                                                                 | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    286000 | PA      | $288526.62    | 0.01%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                                                | CITGO Petroleum Corp.                                                                                                        | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    335000 | PA      | $348129.32    | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                   | Hermitage plc, Series 2024-1, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |     57733 | PA      | $78235.52     | 0.00%             | 2033-04-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                    | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 6, Class B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |    400000 | PA      | $469617.65    | 0.01%             | 2039-12-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                          | Carvana Co.                                                                                                                  | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1312675 | PA      | $1486247.39   | 0.04%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2025-1, Class A                                                                                          | CUSIP: N/A<br>LEI: 635400MKPQQD5URNMC45       | Long             | ABS-MBS          | CORP              | GB        |   2120991 | PA      | $2863197.50   | 0.07%             | 2068-02-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                       | NewDay Funding, Series 2024-1X, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    147000 | PA      | $200494.99    | 0.00%             | 2032-03-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                         | Tallgrass Energy Partners LP                                                                                                 | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    141000 | PA      | $140282.69    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                                                 | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2620000 | PA      | $2611111.28   | 0.06%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK                                                                 | BANK, Series 2019-BN18, Class A2                                                                                             | CUSIP: 065402AZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15479000 | PA      | $15261588.16  | 0.36%             | 2062-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1302315.86   | 0.03%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                     | SMB Private Education Loan Trust, Series 2021-C, Class APT1                                                                  | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3256001 | PA      | $3000127.90   | 0.07%             | 2053-01-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                              | MPLX LP                                                                                                                      | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4134806.44   | 0.10%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 3 Ltd.                                               | Signal Peak CLO 3 Ltd., Series 2016-3A, Class AR3                                                                            | CUSIP: 82672NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $802080.64    | 0.02%             | 2037-01-23      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Driver Australia Ten                                                 | Driver Australia Ten, Series 10, Class B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    100000 | PA      | $66579.59     | 0.00%             | 2033-02-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                       | Opal Bidco SAS                                                                                                               | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    254000 | PA      | $260285.48    | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  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        |    245000 | PA      | $259371.21    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                  | PFS Financing Corp., Series 2025-D, Class A                                                                                  | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11803000 | PA      | $11880768.79  | 0.28%             | 2030-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                            | Navient Private Education Refi Loan Trust, Series 2019-CA, Class A2                                                          | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    629379 | PA      | $621687.98    | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                         | Sabine Pass Liquefaction LLC                                                                                                 | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   8643000 | PA      | $8633733.32   | 0.20%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                                                           | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2173873.90   | 0.05%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2020-4, Class A1                                                                           | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689409 | PA      | $628051.08    | 0.01%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62900000 | PA      | $61182535.00  | 1.45%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                        | Calpine Corp.                                                                                                                | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6970.47      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12134000 | PA      | $12364563.11  | 0.29%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                          | Citadel plc, Series 2024-1, Class B                                                                                          | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $135944.11    | 0.00%             | 2060-04-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JM5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425838 | PA      | $425195.58    | 0.01%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                          | Caesars Entertainment, Inc.                                                                                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    113000 | PA      | $115258.64    | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                            | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                           | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5087458 | PA      | $5052111.62   | 0.12%             | 2060-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                          | L3Harris Technologies, Inc.                                                                                                  | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $2275712.67   | 0.05%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                 | Husky Injection Molding Systems Ltd.                                                                                         | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1081000 | PA      | $1129851.43   | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5266000 | PA      | $5265815.90   | 0.12%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                          | IQVIA, Inc.                                                                                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    723000 | PA      | $720987.17    | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                        | BAT International Finance plc                                                                                                | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    317000 | PA      | $313160.02    | 0.01%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  19962000 | PA      | $19534333.31  | 0.46%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                   | Vail Resorts, Inc.                                                                                                           | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191187.50    | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                         | Focus Financial Partners LLC                                                                                                 | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    198000 | PA      | $202775.36    | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                             | Comstock Resources, Inc.                                                                                                     | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61628.00     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                         | Ardagh Packaging Finance plc                                                                                                 | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192000.00    | 0.00%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2016-2, Class M1                                                                           | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1575836 | PA      | $1556151.90   | 0.04%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                          | IQVIA, Inc.                                                                                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    832000 | PA      | $855413.31    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                   | Vital Energy, Inc.                                                                                                           | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    748000 | PA      | $780955.38    | 0.02%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                        | Freedom Mortgage Holdings LLC                                                                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79965.35     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Hermitage 2025 plc                                                   | Hermitage plc, Series 2025-1, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |    332000 | PA      | $446898.84    | 0.01%             | 2033-04-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                             | Government National Mortgage Association, Series 2020-127, Class LP                                                          | CUSIP: 38382HX54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3097615 | PA      | $2519054.13   | 0.06%             | 2050-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                          | Targa Resources Partners LP                                                                                                  | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2326596.98   | 0.06%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                          | Citibank NA                                                                                                                  | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5599105.07   | 0.13%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                   | Exmoor Funding plc, Series 2024-1, Class A                                                                                   | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |    420779 | PA      | $568142.22    | 0.01%             | 2094-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                             | Tower Bridge Funding plc, Series 2024-3X, Class D                                                                            | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |     99974 | PA      | $135108.76    | 0.00%             | 2066-12-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Homes Trust                                                          | Homes Trust, Series 2024-NQM2, Class A1                                                                                      | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |   4635000 | PA      | $4679059.63   | 0.11%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1307241.40   | 0.03%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                | Jefferies Finance LLC                                                                                                        | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    596000 | PA      | $575846.08    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                      | TransDigm, Inc.                                                                                                              | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    882000 | PA      | $898810.04    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                  | RCKT Mortgage Trust, Series 2024-CES1, Class A1A                                                                             | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7019870 | PA      | $7090971.78   | 0.17%             | 2044-02-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program LLC                                   | SoFi Professional Loan Program LLC, Series 2019-A, Class A2FX                                                                | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720530 | PA      | $715703.82    | 0.02%             | 2048-06-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                | Avantor Funding, Inc.                                                                                                        | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1656479.23   | 0.04%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                           | Jupiter Mortgage No. 1 plc, Series 1X, Class DR                                                                              | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |    293000 | PA      | $398855.30    | 0.01%             | 2055-07-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                         | OCP CLO Ltd., Series 2020-18A, Class A1R2                                                                                    | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2507956.00   | 0.06%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                               | Goldman Sachs Bank USA                                                                                                       | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   3916000 | PA      | $3933755.54   | 0.09%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                   | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1022814.51   | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                  | Buckeye Partners LP                                                                                                          | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41545.96     | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                       | Banc of America Mortgage Trust, Series 2003-J, Class 2A1                                                                     | CUSIP: 05948XYC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100084 | PA      | $88444.91     | 0.00%             | 2033-11-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                              | AS Mileage Plan IP Ltd.                                                                                                      | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   7240000 | PA      | $7243782.47   | 0.17%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                          | PNC Bank NA                                                                                                                  | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  11240000 | PA      | $11257447.18  | 0.27%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5381000 | PA      | $5469800.33   | 0.13%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 1345T                                                                | 1345T, Series 2025-AOA, Class B                                                                                              | CUSIP: 68271CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1497000 | PA      | $1500705.37   | 0.04%             | 2042-06-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                            | Kubota Credit Owner Trust, Series 2025-1A, Class A3                                                                          | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4655000 | PA      | $4722515.19   | 0.11%             | 2029-06-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables No.2 DAC                            | Finance Ireland Auto Receivables No.2 DAC, Series 2, Class A                                                                 | CUSIP: N/A<br>LEI: 635400CQQYNH7KEIXW17       | Long             | ABS-O            | CORP              | IE        |   3186674 | PA      | $3748351.82   | 0.09%             | 2034-11-14      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                        | Staples, Inc.                                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94921.87     | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                   | AmWINS Group, Inc.                                                                                                           | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    587000 | PA      | $570499.90    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                      | B&G Foods, Inc.                                                                                                              | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48445.59     | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                       | Univision Communications, Inc.                                                                                               | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    553000 | PA      | $589313.85    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                           | Pacific Gas & Electric Co.                                                                                                   | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3068536.43   | 0.07%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PCL Funding IX plc                                                   | PCL Funding IX plc, Series 2024-1, Class B                                                                                   | CUSIP: N/A<br>LEI: 213800OC928ETRJNHM43       | Long             | ABS-O            | CORP              | GB        |    140000 | PA      | $188857.07    | 0.00%             | 2029-07-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                           | LABL, Inc.                                                                                                                   | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    438000 | PA      | $372097.64    | 0.01%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WGZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298949 | PA      | $291910.95    | 0.01%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5084000 | PA      | $5135431.22   | 0.12%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7154000 | PA      | $7126659.84   | 0.17%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                              | Howden UK Refinance plc                                                                                                      | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |   2905000 | PA      | $2990903.76   | 0.07%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                          | Capital One Financial Corp.                                                                                                  | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    731000 | PA      | $766827.81    | 0.02%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                                | Whitebox CLO III Ltd., Series 2021-3A, Class A1R                                                                             | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   3545000 | PA      | $3549782.56   | 0.08%             | 2035-10-15      | Floating      | 5.59%                 | 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      | $181216.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                  | Station Casinos LLC                                                                                                          | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    957000 | PA      | $940888.81    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F5GZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153764 | PA      | $149836.95    | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                   | Wand NewCo 3, Inc.                                                                                                           | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    696000 | PA      | $733319.52    | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                             | Blue Racer Midstream LLC                                                                                                     | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $218792.67    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                  | RCKT Mortgage Trust, Series 2025-CES4, Class A1A                                                                             | CUSIP: 74937YAA6<br>LEI: 254900VY2F6O6C6XTD40 | Long             | ABS-O            | CORP              | US        |   4671932 | PA      | $4744201.34   | 0.11%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                | Thunder Logistics DAC, Series 2024-1X, Class A                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |    299080 | PA      | $351484.10    | 0.01%             | 2036-11-17      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                           | Quarzo SRL, Series 2024-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |     73975 | PA      | $87916.54     | 0.00%             | 2041-06-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                        | Taurus UK DAC, Series 2025-UK2X, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |   2056951 | PA      | $2777401.18   | 0.07%             | 2035-02-18      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138EJPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15118 | PA      | $14967.95     | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                        | Stratton Mortgage Funding plc, Series 2024-2X, Class B                                                                       | CUSIP: N/A<br>LEI: 635400BEV82LZKPTAB28       | Long             | ABS-MBS          | CORP              | GB        |    315000 | PA      | $423808.72    | 0.01%             | 2050-06-28      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust               | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D                                             | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $810138.30    | 0.02%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| M&T Equipment 2025-LEAF1 Notes                                       | M&T Equipment Notes, Series 2025-1A, Class A2                                                                                | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    882000 | PA      | $888116.14    | 0.02%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                              | Albion Financing 1 SARL                                                                                                      | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    842000 | PA      | $870880.60    | 0.02%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                     | UWM Holdings LLC                                                                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $313499.77    | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                             | COLT Mortgage Loan Trust, Series 2023-1, Class A1                                                                            | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1993581 | PA      | $2000040.44   | 0.05%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| RESIMAC Premier                                                      | RESIMAC Premier, Series 2024-2, Class A2                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    440974 | PA      | $292834.24    | 0.01%             | 2056-02-12      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                            | MFA Trust, Series 2023-NQM3, Class A1                                                                                        | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3870637 | PA      | $3907411.23   | 0.09%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                               | Santander Drive Auto Receivables Trust, Series 2023-5, Class A3                                                              | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6210683 | PA      | $6235824.52   | 0.15%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                       | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    385000 | PA      | $377300.00    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                       | NewDay Funding, Series 2024-1X, Class B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    208000 | PA      | $282151.39    | 0.01%             | 2032-03-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 66B Ltd.                                  | Golub Capital Partners CLO 66B Ltd., Series 2023-66A, Class AR                                                               | CUSIP: 38181AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2210000 | PA      | $2224267.54   | 0.05%             | 2038-07-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                  | Realty Income Corp.                                                                                                          | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    351000 | PA      | $352327.53    | 0.01%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                                  | STL Holding Co. LLC                                                                                                          | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49252.05     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                       | Community Health Systems, Inc.                                                                                               | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135889.60    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                            | Manitowoc Co., Inc. (The)                                                                                                    | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82887.80     | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                           | INCREF LLC, Series 2025-FL1, Class A                                                                                         | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4840000 | PA      | $4842815.43   | 0.11%             | 2042-10-19      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5177000 | PA      | $5073607.96   | 0.12%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                          | Allied Universal Holdco LLC                                                                                                  | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    559000 | PA      | $548134.76    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                  | Hilton Domestic Operating Co., Inc.                                                                                          | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1436159.31   | 0.03%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                 | Archrock Partners LP                                                                                                         | CUSIP: 03959KAA8<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    236000 | PA      | $236010.86    | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                  | PBF Holding Co. LLC                                                                                                          | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $62201.09     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                     | Twin Bridges plc, Series 2021-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 213800DOYEU7P7SSOK83       | Long             | ABS-MBS          | CORP              | GB        |    220000 | PA      | $296858.54    | 0.01%             | 2055-03-12      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                     | College Avenue Student Loans LLC, Series 2021-B, Class A1                                                                    | CUSIP: 19425AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2926958 | PA      | $2899743.82   | 0.07%             | 2052-06-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                 | SoFi Professional Loan Program Trust, Series 2021-A, Class AFX                                                               | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393311 | PA      | $347434.55    | 0.01%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                | DirecTV Financing LLC                                                                                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $338619.64    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans Trust                                      | College Ave Student Loans Trust, Series 2024-A, Class A1B                                                                    | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9601260 | PA      | $9740267.65   | 0.23%             | 2054-06-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                           | VMware LLC                                                                                                                   | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    414000 | PA      | $412470.30    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                                     | Sable International Finance Ltd.                                                                                             | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $405210.00    | 0.01%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7543000 | PA      | $7450448.60   | 0.18%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                            | Stonepeak Nile Parent LLC                                                                                                    | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55810.70     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                  | Synchrony Financial                                                                                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1394135.82   | 0.03%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                               | LifePoint Health, Inc.                                                                                                       | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1947511.42   | 0.05%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BANK                                                                 | BANK, Series 2018-BN14, Class A2                                                                                             | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2081754 | PA      | $2065073.84   | 0.05%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                           | Sensata Technologies, Inc.                                                                                                   | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $1951545.43   | 0.05%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   9805000 | PA      | $10167652.44  | 0.24%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                        | Navient Corp.                                                                                                                | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    702000 | PA      | $775898.84    | 0.02%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                           | Dowson plc, Series 2024-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |    160000 | PA      | $216017.62    | 0.01%             | 2031-08-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| East One plc                                                         | East One plc, Series 2024-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 213800PCKNACOVV1MZ66       | Long             | ABS-MBS          | CORP              | GB        |    375000 | PA      | $508250.15    | 0.01%             | 2055-12-27      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                  | COMM Mortgage Trust, Series 2025-167G, Class A                                                                               | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2477000 | PA      | $2486201.56   | 0.06%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                      | Oncor Electric Delivery Co. LLC                                                                                              | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   4304000 | PA      | $4372492.44   | 0.10%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                       | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-HX1, Class A1                                                    | CUSIP: 617942AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2831316 | PA      | $2869388.54   | 0.07%             | 2070-03-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5383156.97   | 0.13%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                        | Stratton Mortgage Funding plc, Series 2024-2X, Class A                                                                       | CUSIP: N/A<br>LEI: 635400BEV82LZKPTAB28       | Long             | ABS-MBS          | CORP              | GB        |    384498 | PA      | $517476.04    | 0.01%             | 2050-06-28      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                    | Affirm Asset Securitization Trust, Series 2025-X1, Class A                                                                   | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2631263 | PA      | $2636757.39   | 0.06%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                     | FT Santander Consumer Spain Auto, Series 2020-1, Class D                                                                     | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |     77581 | PA      | $90840.92     | 0.00%             | 2033-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                | Global Payments, Inc.                                                                                                        | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    695000 | PA      | $685813.86    | 0.02%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                      | Mohegan Tribal Gaming Authority                                                                                              | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $196378.56    | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                        | Taurus UK DAC, Series 2021-UK1X, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |    879540 | PA      | $1185614.00   | 0.03%             | 2031-05-17      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6438000 | PA      | $6390498.57   | 0.15%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                      | Autonoria Spain, Series 2021-SP, Class E                                                                                     | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |    133532 | PA      | $156757.05    | 0.00%             | 2039-01-31      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                  | Affirm Master Trust, Series 2025-3A, Class A                                                                                 | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7420000 | PA      | $7409097.79   | 0.18%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes, Series 2025-44, Class FB                                          | CUSIP: 3136BWCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 113789613 | PA      | $114296944.04 | 2.71%             | 2055-06-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8082000 | PA      | $8018503.36   | 0.19%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                         | Barclays plc                                                                                                                 | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    264000 | PA      | $269348.25    | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                            | Santander Mortgage Asset Receivable Trust, Series 2025-NQM5, Class A1                                                        | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   5280000 | PA      | $5279950.90   | 0.13%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                              | Uber Technologies, Inc.                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  16288000 | PA      | $16241795.83  | 0.38%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                   | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                                                                | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2215000 | PA      | $2218138.43   | 0.05%             | 2041-11-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                             | Angel Oak Mortgage Trust, Series 2023-6, Class A1                                                                            | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |   1704088 | PA      | $1721055.59   | 0.04%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                       | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-DSC1, Class A1                                                   | CUSIP: 61790VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4038260 | PA      | $4073042.35   | 0.10%             | 2070-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                    | Atlas Funding plc, Series 2024-1, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |    103895 | PA      | $141098.07    | 0.00%             | 2061-09-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                            | MGM Resorts International                                                                                                    | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    231000 | PA      | $235111.20    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                              | GFL Environmental, Inc.                                                                                                      | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $658989.34    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                        | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class E                                                                        | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |    400000 | PA      | $477566.44    | 0.01%             | 2034-10-18      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                            | Duke Energy Carolinas LLC                                                                                                    | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1011385.92   | 0.02%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2024-2X, Class D                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    331000 | PA      | $452864.09    | 0.01%             | 2032-07-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138AA6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5183 | PA      | $5163.84      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                  | Post Holdings, Inc.                                                                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20244.26     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7120000 | PA      | $7491615.16   | 0.18%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                    | Standard Building Solutions, Inc.                                                                                            | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    884000 | PA      | $907002.59    | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140E2TJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49713 | PA      | $48663.73     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                     | Clarivate Science Holdings Corp.                                                                                             | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $50086.52     | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                         | Braccan Mortgage Funding plc, Series 2025-1X, Class B                                                                        | CUSIP: N/A<br>LEI: 6354003DBF3NI8QJRR63       | Long             | ABS-MBS          | CORP              | GB        |    215000 | PA      | $291274.45    | 0.01%             | 2067-05-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                     | SMB Private Education Loan Trust, Series 2020-A, Class A2B                                                                   | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426316 | PA      | $425958.71    | 0.01%             | 2037-09-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                         | Sabine Pass Liquefaction LLC                                                                                                 | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  13171000 | PA      | $13250642.40  | 0.31%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                       | Enterprise Fleet Financing LLC, Series 2024-3, Class A3                                                                      | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2202000 | PA      | $2235593.49   | 0.05%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                                                         | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10650000 | PA      | $9904932.07   | 0.23%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                               | Auto1 Car Funding SARL, Series 2024-1, Class D                                                                               | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $121055.00    | 0.00%             | 2033-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                              | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    774000 | PA      | $727637.40    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140EYKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10736 | PA      | $10508.07     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LT Autorahoitus V DAC                                                | LT Autorahoitus V DAC, Series 5, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400FHUEZVXRTDBK19       | Long             | ABS-O            | CORP              | IE        |    400000 | PA      | $469577.26    | 0.01%             | 2035-05-18      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                            | Dutch Property Finance BV, Series 2023-1, Class A                                                                            | CUSIP: N/A<br>LEI: 72450018DWAQNJ1JEW75       | Long             | ABS-MBS          | CORP              | NL        |   2852065 | PA      | $3362915.52   | 0.08%             | 2064-04-28      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| SpringCastle America Funding LLC                                     | SpringCastle America Funding LLC, Series 2020-AA, Class A                                                                    | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2233832 | PA      | $2115231.14   | 0.05%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                                           | VRTX Trust, Series 2025-HQ, Class B                                                                                          | CUSIP: 91835XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3109000 | PA      | $3139843.46   | 0.07%             | 2042-08-05      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                             | SoFi Personal Loan Trust                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |     46541 | PA      | $1602123.15   | 0.04%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRA Trust                                                           | ACRA Trust, Series 2024-NQM1, Class A1                                                                                       | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3676574 | PA      | $3697657.52   | 0.09%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                                          | US Acute Care Solutions LLC                                                                                                  | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $293882.93    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                | Avantor Funding, Inc.                                                                                                        | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10460.62     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                 | AmeriGas Partners LP                                                                                                         | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $137141.07    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7257000 | PA      | $7168942.33   | 0.17%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WCWR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7647 | PA      | $7514.95      | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                            | OBX Trust, Series 2025-NQM6, Class A1                                                                                        | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41933 | PA      | $42412.43     | 0.00%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                   | Hermitage 2024 plc, Series 2024-1, Class E                                                                                   | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |     94105 | PA      | $127971.81    | 0.00%             | 2033-04-21      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| PMF plc                                                              | PMF plc, Series 2024-1, Class A                                                                                              | CUSIP: N/A<br>LEI: 635400CIMKRXMLBEGI82       | Long             | ABS-MBS          | CORP              | GB        |    429022 | PA      | $579929.74    | 0.01%             | 2060-07-16      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                 | Consumers Energy Co.                                                                                                         | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   4475000 | PA      | $4520724.07   | 0.11%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                    | Gen Digital, Inc.                                                                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    181000 | PA      | $183774.01    | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                        | SG Residential Mortgage Trust, Series 2022-2, Class A1                                                                       | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752027 | PA      | $752122.79    | 0.02%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer LLC                                           | Service Experts Issuer LLC, Series 2021-1A, Class A                                                                          | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    563708 | PA      | $553538.08    | 0.01%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII Ltd.                                | Octagon Investment Partners XVII Ltd., Series 2013-1A, Class A2R2                                                            | CUSIP: 67590GBJ7<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1749823.60   | 0.04%             | 2031-01-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                   | Connect Finco SARL                                                                                                           | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210280.96    | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                       | BSTN Commercial Mortgage Trust, Series 2025-HUB, Class A                                                                     | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1625000.00   | 0.04%             | 2041-04-13      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                   | Nationstar Mortgage Holdings, Inc.                                                                                           | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    916000 | PA      | $916000.00    | 0.02%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4254000 | PA      | $4358013.15   | 0.10%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| RR 32 Ltd.                                                           | RR 32 Ltd., Series 2024-32RA, Class A1R                                                                                      | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1355000 | PA      | $1360290.33   | 0.03%             | 2039-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                              | SS&C Technologies, Inc.                                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1305740.43   | 0.03%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                            | Millrose Properties, Inc.                                                                                                    | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $513579.95    | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                    | Clarios Global LP                                                                                                            | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    666000 | PA      | $687984.66    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                | Directv Financing LLC                                                                                                        | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    512000 | PA      | $505713.31    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2025-VIS3, Class A1                                                                       | CUSIP: 46594EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3060000 | PA      | $3059983.48   | 0.07%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                | Churchill Downs, Inc.                                                                                                        | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    328000 | PA      | $323627.76    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                  | Herc Holdings, Inc.                                                                                                          | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249374.10    | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                              | Qnity Electronics, Inc.                                                                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    258000 | PA      | $259967.71    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F13P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76398 | PA      | $74472.43     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2024-CNYN, Class A                                                                                          | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2229875 | PA      | $2235515.32   | 0.05%             | 2041-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $4507254.47   | 0.11%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                                                  | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5257000 | PA      | $5379724.40   | 0.13%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                  | New Residential Mortgage Loan Trust, Series 2020-1A, Class A1B                                                               | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6656618 | PA      | $6273788.22   | 0.15%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                                   | Viking Ocean Cruises Ship VII Ltd.                                                                                           | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     51000 | PA      | $50956.14     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                | Resideo Funding, Inc.                                                                                                        | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    457000 | PA      | $468381.59    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                      | CoreLogic, Inc.                                                                                                              | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1642506.13   | 0.04%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                          | Point Broadband Funding LLC, Series 2025-1A, Class A2                                                                        | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    758000 | PA      | $764834.96    | 0.02%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                       | NewDay Funding, Series 2024-1X, Class A                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    534000 | PA      | $723679.98    | 0.02%             | 2032-03-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                        | Fortuna Consumer Loan ABS DAC, Series 2024-1, Class B                                                                        | CUSIP: N/A<br>LEI: 635400N6ZVLRSMHBQG89       | Long             | ABS-O            | CORP              | IE        |    190127 | PA      | $224532.48    | 0.01%             | 2034-02-18      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                | Nissan Motor Co. Ltd.                                                                                                        | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1481567.96   | 0.04%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                            | Williams Cos., Inc. (The)                                                                                                    | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1245495.26   | 0.03%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                       | BSTN Commercial Mortgage Trust, Series 2025-1C, Class A                                                                      | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2145000 | PA      | $2201239.11   | 0.05%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                   | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    777000 | PA      | $760535.65    | 0.02%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                  | Viking Cruises Ltd.                                                                                                          | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    664000 | PA      | $712684.48    | 0.02%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                            | FCT Noria, Series 2025-1, Class D                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |    100000 | PA      | $117549.41    | 0.00%             | 2043-07-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                           | Axalta Coating Systems LLC                                                                                                   | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    666000 | PA      | $662837.41    | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                  | Newell Brands, Inc.                                                                                                          | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    211000 | PA      | $223182.30    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                            | Sotheby's                                                                                                                    | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $182236.24    | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                             | Diamondback Energy, Inc.                                                                                                     | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4817000 | PA      | $4647440.11   | 0.11%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                     | Sabre GLBL, Inc.                                                                                                             | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60859.21     | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding LLC                               | Gracie Point International Funding LLC, Series 2024-1A, Class A                                                              | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6180000 | PA      | $6192012.68   | 0.15%             | 2028-03-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2024-2, Class D                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $118430.18    | 0.00%             | 2038-05-14      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                 | BBCMS Mortgage Trust, Series 2018-TALL, Class A                                                                              | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1324000 | PA      | $1254545.34   | 0.03%             | 2037-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F13Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8689 | PA      | $8409.41      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                          | Concord Music Royalties LLC, Series 2024-1A, Class A                                                                         | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1137000 | PA      | $1145561.72   | 0.03%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                  | Medline Borrower LP                                                                                                          | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1055141.40   | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13057000 | PA      | $12749693.84  | 0.30%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140EY3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400569 | PA      | $391347.98    | 0.01%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                      | Autonoria Spain, Series 2021-SP, Class C                                                                                     | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |    467360 | PA      | $548535.00    | 0.01%             | 2039-01-31      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust               | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class AFX                                           | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7070000 | PA      | $6698825.00   | 0.16%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                    | Healthpeak OP LLC                                                                                                            | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    338000 | PA      | $325344.05    | 0.01%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                                            | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2800610.15   | 0.07%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                      | Wynn Macau Ltd.                                                                                                              | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195630.00    | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7332 | PA      | $7155.21      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                          | FTAI Aviation Investors LLC                                                                                                  | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    765000 | PA      | $812924.96    | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                               | Ardagh Metal Packaging Finance USA LLC                                                                                       | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185103.33    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI CLO Ltd.                                            | Cedar Funding XI CLO Ltd., Series 2019-11A, Class A1R2                                                                       | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |    592336 | PA      | $592348.56    | 0.01%             | 2032-05-29      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                | VEGAS Trust, Series 2024-GCS, Class D                                                                                        | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3260000 | PA      | $3224897.62   | 0.08%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                            | ELM Trust, Series 2024-ELM, Class D10                                                                                        | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2840000 | PA      | $2855930.41   | 0.07%             | 2039-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                        | Golden Bar Securitisation SRL, Series 2025-1, Class B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |    532000 | PA      | $627085.49    | 0.01%             | 2044-12-20      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL   | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class C                                       | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |     94192 | PA      | $111557.03    | 0.00%             | 2034-03-21      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                                | Wabash National Corp.                                                                                                        | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    136000 | PA      | $126183.11    | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    553000 | PA      | $565613.06    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                              | Capstone Borrower, Inc.                                                                                                      | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1353253.55   | 0.03%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   6349000 | PA      | $6287846.43   | 0.15%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                                   | HAT Holdings I LLC                                                                                                           | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22903.82     | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                            | Darling Global Finance BV                                                                                                    | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |    170000 | PA      | $201509.97    | 0.00%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6688000 | PA      | $6854272.31   | 0.16%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc-, Series 2025-1X, Class A                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |   2000000 | PA      | $2701387.66   | 0.06%             | 2033-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4311000 | PA      | $4448229.30   | 0.11%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd.                                                      | Octagon 66 Ltd., Series 2022-1A, Class X                                                                                     | CUSIP: 67577WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    687500 | PA      | $687470.51    | 0.02%             | 2036-11-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                                            | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7387000 | PA      | $7519891.47   | 0.18%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                            | Zayo Group Holdings, Inc.                                                                                                    | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1134238 | PA      | $1086032.89   | 0.03%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                            | Sunoco LP                                                                                                                    | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114151.64    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BPR Mortgage Trust                                                   | BPR Mortgage Trust, Series 2025-ALDR, Class A                                                                                | CUSIP: 05594EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2555000 | PA      | $2633807.44   | 0.06%             | 2042-06-05      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                   | A&D Mortgage Trust, Series 2023-NQM5, Class A1                                                                               | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-MBS          | CORP              | US        |   1157002 | PA      | $1175789.90   | 0.03%             | 2068-11-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7537000 | PA      | $7584156.14   | 0.18%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                              | RHP Hotel Properties LP                                                                                                      | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    913000 | PA      | $895400.37    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                           | LABL, Inc.                                                                                                                   | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    259000 | PA      | $190270.13    | 0.00%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                | Kaiser Aluminum Corp.                                                                                                        | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1704694.06   | 0.04%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK                                                                 | BANK, Series 2019-BN16, Class A2                                                                                             | CUSIP: 065405AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4902774 | PA      | $4862798.13   | 0.12%             | 2052-02-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                 | RLJ Lodging Trust LP                                                                                                         | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    192000 | PA      | $190062.99    | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                       | Synopsys, Inc.                                                                                                               | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2133615.92   | 0.05%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                 | BBCMS Mortgage Trust, Series 2024-5C31, Class A3                                                                             | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1205000 | PA      | $1257170.72   | 0.03%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Hill FL                                                              | Hill FL, Series 2024-1FL, Class C                                                                                            | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |     76995 | PA      | $90967.38     | 0.00%             | 2032-02-18      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                  | Iron Mountain, Inc.                                                                                                          | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1474689.86   | 0.03%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                         | Acrisure LLC                                                                                                                 | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129740.18    | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8291000 | PA      | $8231370.38   | 0.20%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H5BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24734 | PA      | $24098.26     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                               | XHR LP                                                                                                                       | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65758.27     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PRET Trust                                                           | PRET Trust, Series 2025-RPL2, Class A1                                                                                       | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    783116 | PA      | $758375.24    | 0.02%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust                                 | Navient Private Education Loan Trust, Series 2020-A, Class A2B                                                               | CUSIP: 63941FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527089 | PA      | $525690.71    | 0.01%             | 2068-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                            | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class C                                                               | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |    463000 | PA      | $544139.07    | 0.01%             | 2037-06-22      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                      | Republic Finance Issuance Trust, Series 2021-A, Class A                                                                      | CUSIP: 76042UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114881 | PA      | $114634.84    | 0.00%             | 2031-12-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                       | Morgan Stanley Capital I Trust, Series 2019-H7, Class A4                                                                     | CUSIP: 61771MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $450736.16    | 0.01%             | 2052-07-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                               | Velocity Commercial Capital Loan Trust, Series 2023-3, Class A                                                               | CUSIP: 92258WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3448228 | PA      | $3466322.74   | 0.08%             | 2053-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5520000 | PA      | $5697466.62   | 0.14%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                              | Flagstar Mortgage Trust, Series 2018-2, Class A4                                                                             | CUSIP: 33851HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1042458 | PA      | $1009564.42   | 0.02%             | 2048-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                    | Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A11                                                               | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560136 | PA      | $532624.19    | 0.01%             | 2049-07-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2025-BA, Class A1B                                                                         | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4241000 | PA      | $4266312.83   | 0.10%             | 2055-05-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                  | Finsbury Square plc, Series 2021-2X, Class C                                                                                 | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |    371000 | PA      | $500074.57    | 0.01%             | 2071-12-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5267000 | PA      | $5021616.95   | 0.12%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                            | Federal Farm Credit Bank Bonds                                                                                               | CUSIP: 3133EMAG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  30000000 | PA      | $23213582.70  | 0.55%             | 2035-09-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                            | ATI, Inc.                                                                                                                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1777391.89   | 0.04%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                               | London Cards No. 2 plc, Series 2, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |    381000 | PA      | $517641.65    | 0.01%             | 2034-03-28      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Cassia SRL                                                           | Cassia SRL, Series 2022-1X, Class A                                                                                          | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |   4351673 | PA      | $5114119.37   | 0.12%             | 2034-05-22      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  10805000 | PA      | $10724678.12  | 0.25%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SCF Rahoituspalvelut XIII DAC                                        | SCF Rahoituspalvelut XIII DAC, Series 13, Class C                                                                            | CUSIP: N/A<br>LEI: 875500BJTX1DZ2QIPK23       | Long             | ABS-O            | CORP              | IE        |    100000 | PA      | $118186.80    | 0.00%             | 2034-06-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                           | NCMF Trust, Series 2025-MFS, Class A                                                                                         | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4305000 | PA      | $4314377.15   | 0.10%             | 2033-06-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                             | Noria DE, Series 2024-DE1, Class D                                                                                           | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |     89266 | PA      | $105337.82    | 0.00%             | 2043-02-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                    | Star Parent, Inc.                                                                                                            | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1671422.13   | 0.04%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                          | PeaceHealth Obligated Group, Series 2020                                                                                     | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2176656.88   | 0.05%             | 2025-11-15      | Fixed         | 1.38%                 | 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      | $1603.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                    | Chase Home Lending Mortgage Trust, Series 2025-3, Class A11                                                                  | CUSIP: 16160MAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5054339 | PA      | $5054310.80   | 0.12%             | 2056-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                    | FirstEnergy Corp., Series B                                                                                                  | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3437083.61   | 0.08%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital CLO Ltd.                                                | Bain Capital CLO Ltd., Series 2024-1A, Class A1                                                                              | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3370000 | PA      | $3383827.11   | 0.08%             | 2037-04-16      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                              | RHP Hotel Properties LP                                                                                                      | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101552.68    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Maya SAS                                                             | Maya SAS                                                                                                                     | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $697120.45    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                | Matador Resources Co.                                                                                                        | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    224000 | PA      | $226143.46    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                       | Somnigroup International, Inc.                                                                                               | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    158000 | PA      | $151640.11    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                  | Lithia Motors, Inc.                                                                                                          | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    162000 | PA      | $161797.50    | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                       | ANGI Group LLC                                                                                                               | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $63909.80     | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                               | Sequoia Mortgage Trust, Series 2024-HYB1, Class A1A                                                                          | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3592008 | PA      | $3616189.72   | 0.09%             | 2063-11-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4919 | PA      | $4815.71      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                         | NY Commercial Mortgage Trust, Series 2025-299P, Class A                                                                      | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815000 | PA      | $1905522.94   | 0.05%             | 2047-02-10      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                                 | Fairstone Financial Issuance Trust I, Series 2020-1A, Class A                                                                | CUSIP: 30575PAN6<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |         1 | PA      | $0.73         | 0.00%             | 2039-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                       | GLP Capital LP                                                                                                               | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1912605.53   | 0.05%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                 | Archrock Partners LP                                                                                                         | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    472000 | PA      | $472652.78    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                             | SBA Communications Corp.                                                                                                     | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    495000 | PA      | $462979.29    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                | KeHE Distributors LLC                                                                                                        | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $101006.69    | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                     | Provident Funding Mortgage Trust, Series 2021-INV2, Class 1A3                                                                | CUSIP: 74388MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2337799 | PA      | $2074898.11   | 0.05%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                         | Barclays plc                                                                                                                 | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    253000 | PA      | $257920.46    | 0.01%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                              | Applied Materials, Inc.                                                                                                      | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2742615.67   | 0.07%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                      | LCM Investments Holdings II LLC                                                                                              | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    893000 | PA      | $874919.13    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                             | DK Trust, Series 2025-LXP, Class A                                                                                           | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1445000 | PA      | $1445000.00   | 0.03%             | 2037-08-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                              | Ellucian Holdings, Inc.                                                                                                      | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    879000 | PA      | $892991.92    | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                                            | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5130000 | PA      | $5152823.93   | 0.12%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust               | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class A                                            | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2746401.95   | 0.07%             | 2039-11-09      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                  | RCKT Mortgage Trust, Series 2023-CES3, Class A1A                                                                             | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605155 | PA      | $615897.42    | 0.01%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WKRR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173775 | PA      | $167072.15    | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                       | Weatherford International Ltd.                                                                                               | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    255000 | PA      | $260674.01    | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| RMIT Cash Management LLC                                             | RMIT Cash Management LLC, Series 2021-3, Class A                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   4470000 | PA      | $4330536.00   | 0.10%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    920000 | PA      | $958731.21    | 0.02%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ARES Trust                                                           | ARES Trust, Series 2025-IND3, Class A                                                                                        | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2867000 | PA      | $2867000.00   | 0.07%             | 2042-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                        | Starwood Property Trust, Inc.                                                                                                | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    558000 | PA      | $576395.59    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| East One plc                                                         | East One plc, Series 2024-1, Class A                                                                                         | CUSIP: N/A<br>LEI: 213800PCKNACOVV1MZ66       | Long             | ABS-MBS          | CORP              | GB        |    316524 | PA      | $428975.05    | 0.01%             | 2055-12-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                 | Clear Channel Outdoor Holdings, Inc.                                                                                         | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    922000 | PA      | $953027.14    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                       | Edenbrook Mortgage Funding plc, Series 2024-1, Class D                                                                       | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |    190524 | PA      | $261989.12    | 0.01%             | 2057-03-22      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Germany Borrower Lux SARL                       | Vantage Data Centers Germany Borrower Lux SARL, Series 2025-1X, Class A2                                                     | CUSIP: N/A<br>LEI: 2549008VW14T3IH21H24       | Long             | ABS-O            | CORP              | LU        |    822000 | PA      | $982543.60    | 0.02%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                  | Rakuten Group, Inc.                                                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $449785.92    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                  | Citigroup Commercial Mortgage Trust, Series 2016-C1, Class A3                                                                | CUSIP: 17290YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453106 | PA      | $450714.60    | 0.01%             | 2049-05-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                     | Twin Bridges plc, Series 2021-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800DOYEU7P7SSOK83       | Long             | ABS-MBS          | CORP              | GB        |    436000 | PA      | $588176.58    | 0.01%             | 2055-03-12      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                         | Arcosa, Inc.                                                                                                                 | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272268.11    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                            | Duke Energy Carolinas LLC                                                                                                    | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4211207.01   | 0.10%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                           | Outfront Media Capital LLC                                                                                                   | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60548.73     | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                          | FIGRE Trust, Series 2025-HE3, Class A                                                                                        | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3694467 | PA      | $3739970.16   | 0.09%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                             | Ajax Mortgage Loan Trust, Series 2021-C, Class A                                                                             | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947203 | PA      | $946994.54    | 0.02%             | 2061-01-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                       | Enbridge, Inc.                                                                                                               | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    821000 | PA      | $814272.15    | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2011000 | PA      | $2039605.25   | 0.05%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association, Series 2011-48, Class MG                                                              | CUSIP: 31397UES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27101 | PA      | $27024.54     | 0.00%             | 2026-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                      | Wynn Macau Ltd.                                                                                                              | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1630000 | PA      | $1626756.30   | 0.04%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                  | Aethon United BR LP                                                                                                          | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $236737.39    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                      | Brand Industrial Services, Inc.                                                                                              | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1473289.47   | 0.03%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                  | Japan Tobacco, Inc.                                                                                                          | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   6700000 | PA      | $6812250.26   | 0.16%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                     | College Avenue Student Loans LLC, Series 2021-A, Class A1                                                                    | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201748 | PA      | $201312.37    | 0.00%             | 2051-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                         | Tallgrass Energy Partners LP                                                                                                 | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    449000 | PA      | $462399.51    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                           | AT&T, Inc.                                                                                                                   | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6507000 | PA      | $6617741.92   | 0.16%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                              | Brookfield Residential Properties, Inc.                                                                                      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    369000 | PA      | $351646.92    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CRJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1024188 | PA      | $997368.57    | 0.02%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                | BlueMountain CLO Ltd., Series 2018-3A, Class A1R                                                                             | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5087665 | PA      | $5090317.86   | 0.12%             | 2030-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury 2-Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      8620 | NC      | $1244778.69   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                                            | KBR, Inc.                                                                                                                    | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15823.52     | 0.00%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2024-2, Class C                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $118414.33    | 0.00%             | 2038-05-14      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                             | Bausch Health Cos., Inc.                                                                                                     | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $11635.00     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                    | Alliant Holdings Intermediate LLC                                                                                            | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1310133.43   | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2023-DSC1, Class A1                                                                       | CUSIP: 46656NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4033857 | PA      | $3961508.28   | 0.09%             | 2063-07-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                          | Cheniere Energy Partners LP                                                                                                  | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  21951000 | PA      | $21880687.65  | 0.52%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                | Global Payments, Inc.                                                                                                        | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    613000 | PA      | $597293.76    | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                                                    | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6944000 | PA      | $6843949.81   | 0.16%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                            | Canada Square Funding plc, Series 2021-2, Class C                                                                            | CUSIP: N/A<br>LEI: 6354007J4JIXGCWTSJ05       | Long             | ABS-MBS          | CORP              | GB        |    102000 | PA      | $137358.82    | 0.00%             | 2058-06-17      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    704000 | PA      | $713670.14    | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings, Inc.                        | Merlin Entertainments Group US Holdings, Inc.                                                                                | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $517021.26    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                          | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class C                                                          | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |    345000 | PA      | $468276.84    | 0.01%             | 2031-08-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                        | Organon & Co.                                                                                                                | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193228.48    | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AGL CLO 12 Ltd.                                                      | AGL CLO 12 Ltd., Series 2021-12A, Class A1                                                                                   | CUSIP: 00120BAA8<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5509353.85   | 0.13%             | 2034-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                           | Dowson plc, Series 2024-1, Class F                                                                                           | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $136485.43    | 0.00%             | 2031-08-20      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                          | FTAI Aviation Investors LLC                                                                                                  | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   2782000 | PA      | $2910133.36   | 0.07%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    519000 | PA      | $513112.06    | 0.01%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1248617.82   | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                             | Venture Global LNG, Inc.                                                                                                     | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    745000 | PA      | $782227.88    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1114242.33   | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                      | Autonoria Spain, Series 2021-SP, Class F                                                                                     | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |     22255 | PA      | $26112.93     | 0.00%             | 2039-01-31      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                         | Antero Midstream Partners LP                                                                                                 | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $230153.32    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                        | Starwood Property Trust, Inc.                                                                                                | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46699.15     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    146000 | PA      | $142689.10    | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5036000 | PA      | $4992353.64   | 0.12%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                     | UK Logistics DAC, Series 2024-2X, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |    553962 | PA      | $747638.21    | 0.02%             | 2035-02-17      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                           | PRPM Trust, Series 2025-NQM2, Class A1                                                                                       | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4346364 | PA      | $4386061.64   | 0.10%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                          | Great Canadian Gaming Corp.                                                                                                  | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    194000 | PA      | $191834.22    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2813879.74   | 0.07%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4183000 | PA      | $4310148.89   | 0.10%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2025-LIFE, Class A                                                                                          | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4788000 | PA      | $4931215.30   | 0.12%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                    | EMRLD Borrower LP                                                                                                            | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |   3494000 | PA      | $3591653.81   | 0.09%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560248 | PA      | $545640.04    | 0.01%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1479209.28   | 0.04%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                                             | Sixth Street CLO XX Ltd., Series 2021-20A, Class BR                                                                          | CUSIP: 83012QAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002500.30   | 0.02%             | 2038-07-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                        | Stratton Mortgage Funding plc, Series 2024-2X, Class C                                                                       | CUSIP: N/A<br>LEI: 635400BEV82LZKPTAB28       | Long             | ABS-MBS          | CORP              | GB        |    242000 | PA      | $325187.53    | 0.01%             | 2050-06-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                            | FCT Noria, Series 2025-1, Class E                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |    100000 | PA      | $118402.71    | 0.00%             | 2043-07-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                           | PG&E Corp.                                                                                                                   | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990743.98    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                   | Chemours Co. (The)                                                                                                           | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    709000 | PA      | $708414.17    | 0.02%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                      | Live Nation Entertainment, Inc.                                                                                              | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    345000 | PA      | $336601.60    | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7086723.77   | 0.17%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                  | Shift4 Payments LLC                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    250000 | PA      | $305620.90    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                       | 1011778 BC ULC                                                                                                               | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101202.50    | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                   | BMO Mortgage Trust, Series 2025-C11, Class ASB                                                                               | CUSIP: 05613XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1798000 | PA      | $1911517.63   | 0.05%             | 2058-02-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12717000 | PA      | $13035731.00  | 0.31%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                      | BRAVO Residential Funding Trust, Series 2023-NQM6, Class A3                                                                  | CUSIP: 10569DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2008433 | PA      | $2028029.02   | 0.05%             | 2063-09-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                      | Oceaneering International, Inc.                                                                                              | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32395.78     | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower Spv Ltd.                        | Vantage Data Centers Jersey Borrower Spv Ltd., Series 2024-1X                                                                | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-O            | CORP              | JE        |    867000 | PA      | $1193211.92   | 0.03%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                            | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                                                                        | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    515000 | PA      | $516287.50    | 0.01%             | 2038-07-19      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                     | MortgageIT Trust, Series 2004-1, Class A1                                                                                    | CUSIP: 61913PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297825 | PA      | $289471.58    | 0.01%             | 2034-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series KIR2, Class A1                     | CUSIP: 3137BXSV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1701978 | PA      | $1681828.38   | 0.04%             | 2027-03-25      | Fixed         | 2.75%                 | 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        |    420000 | PA      | $444612.84    | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    844000 | PA      | $869811.44    | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                        | Starwood Property Trust, Inc.                                                                                                | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    203000 | PA      | $213159.18    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4934000 | PA      | $4896076.88   | 0.12%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                  | PFS Financing Corp., Series 2024-D, Class A                                                                                  | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2087000 | PA      | $2125606.58   | 0.05%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                 | Prime Security Services Borrower LLC                                                                                         | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1011113.79   | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                           | BFLD Trust, Series 2025-FPM, Class A                                                                                         | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1756000 | PA      | $1768856.73   | 0.04%             | 2030-10-10      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                | Thunder Logistics DAC, Series 2024-1X, Class B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |     90905 | PA      | $106620.22    | 0.00%             | 2036-11-17      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                            | Viper Energy Partners LLC                                                                                                    | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |  14215000 | PA      | $14320995.57  | 0.34%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                         | Antero Midstream Partners LP                                                                                                 | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47906.02     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2021-BA, Class AFX                                                                         | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3847811 | PA      | $3639626.90   | 0.09%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                        | Starwood Property Trust, Inc.                                                                                                | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43622.17     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                      | Autonoria Spain, Series 2021-SP, Class D                                                                                     | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |    178042 | PA      | $209352.42    | 0.00%             | 2039-01-31      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                     | Twin Bridges plc, Series 2021-2, Class D                                                                                     | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |    187000 | PA      | $251175.89    | 0.01%             | 2055-09-12      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                          | Homes Trust, Series 2023-NQM1, Class A1                                                                                      | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950776 | PA      | $1951069.54   | 0.05%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                  | Finsbury Square plc, Series 2021-2X, Class D                                                                                 | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |    200000 | PA      | $268447.42    | 0.01%             | 2071-12-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL   | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class E                                       | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |     94192 | PA      | $111829.85    | 0.00%             | 2034-03-21      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                    | Yum! Brands, Inc.                                                                                                            | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3975.19      | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                        | BAT International Finance plc                                                                                                | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3019000 | PA      | $3037206.44   | 0.07%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Winchester 1 plc                                                     | Winchester 1 plc, Series 1, Class C                                                                                          | CUSIP: N/A<br>LEI: 213800AWJGG72JJNBW66       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $135549.51    | 0.00%             | 2056-10-21      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                  | Herc Holdings, Inc.                                                                                                          | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    505000 | PA      | $524556.63    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   8687000 | PA      | $8787758.34   | 0.21%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                    | Asimi Funding plc, Series 2025-1, Class A                                                                                    | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |    899732 | PA      | $1215483.95   | 0.03%             | 2032-05-16      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                     | SMB Private Education Loan Trust, Series 2021-A, Class B                                                                     | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2095147 | PA      | $2050005.95   | 0.05%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                              | Loanpal Solar Loan Ltd., Series 2021-1GS, Class A                                                                            | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2227623 | PA      | $1865489.29   | 0.04%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                      | Gulfport Energy Operating Corp.                                                                                              | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98514.58     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                  | Sonoco Products Co.                                                                                                          | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    343000 | PA      | $334096.46    | 0.01%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1156701.27   | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                           | AerCap Ireland Capital DAC                                                                                                   | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3285000 | PA      | $3268602.00   | 0.08%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Domi BV                                                              | Domi BV, Series 2025-1, Class A                                                                                              | CUSIP: N/A<br>LEI: 72450072GIRER22FKI26       | Long             | ABS-MBS          | CORP              | NL        |   1527692 | PA      | $1796635.66   | 0.04%             | 2057-04-16      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                    | Atlas Funding plc, Series 2024-1, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |     99899 | PA      | $135943.03    | 0.00%             | 2061-09-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4402000 | PA      | $4620714.25   | 0.11%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1345T                                                                | 1345T, Series 2025-AOA, Class A                                                                                              | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2706750.00   | 0.06%             | 2042-06-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                          | Targa Resources Partners LP                                                                                                  | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2924392.13   | 0.07%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LT Rahoitus DAC                                                      | LT Rahoitus DAC, Series 6, Class A                                                                                           | CUSIP: N/A<br>LEI: 635400OFIJ3A8BN2BV40       | Long             | ABS-O            | CORP              | IE        |   1895336 | PA      | $2226330.14   | 0.05%             | 2036-07-18      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                              | Sensata Technologies BV                                                                                                      | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $326288.60    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finsbury Square Green plc                                            | Finsbury Square Green plc, Series 2021-1GRX, Class C                                                                         | CUSIP: N/A<br>LEI: 213800Q5AVM95R2E6915       | Long             | ABS-MBS          | CORP              | GB        |   1045000 | PA      | $1409816.66   | 0.03%             | 2067-12-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association ACES Variable Rate Notes, Series 2023-M1, Class 1A                                     | CUSIP: 3136BPRV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    981893 | PA      | $954471.72    | 0.02%             | 2032-04-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                  | PFS Financing Corp., Series 2023-A, Class A                                                                                  | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7736000 | PA      | $7789127.75   | 0.18%             | 2028-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GRTV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47803 | PA      | $46243.45     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                                                 | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    875000 | PA      | $875324.04    | 0.02%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                      | Goat Holdco LLC                                                                                                              | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $363874.90    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                       | Constellium SE                                                                                                               | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   1751000 | PA      | $1666047.78   | 0.04%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Miltonia Mortgage Finance SRL                                        | Miltonia Mortgage Finance SRL, Series 1, Class B                                                                             | CUSIP: N/A<br>LEI: 815600BC278905BA4594       | Long             | ABS-MBS          | CORP              | IT        |    355000 | PA      | $416896.95    | 0.01%             | 2062-04-28      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 11 Ltd.                                               | Pikes Peak CLO 11 Ltd., Series 2022-11A, Class AR                                                                            | CUSIP: 72132KAN5<br>LEI: 213800ENCOP5IOFQ4E98 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3009420.60   | 0.07%             | 2037-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                              | Civitas Resources, Inc.                                                                                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51225.55     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                         | FirstEnergy Transmission LLC                                                                                                 | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    593000 | PA      | $596794.71    | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                       | Anywhere Real Estate Group LLC                                                                                               | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    226416 | PA      | $229133.54    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                  | COMM Mortgage Trust, Series 2025-167G, Class B                                                                               | CUSIP: 12674VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $1088980.00   | 0.03%             | 2040-08-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                            | Canada Square Funding plc, Series 6, Class D                                                                                 | CUSIP: N/A<br>LEI: 6354009BNGSKPMISBP18       | Long             | ABS-MBS          | CORP              | GB        |    178000 | PA      | $239965.30    | 0.01%             | 2059-01-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                    | NTT Finance Corp.                                                                                                            | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2680000 | PA      | $2706500.16   | 0.06%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $147999.42    | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                            | ATI, Inc.                                                                                                                    | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75703.85     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                            | GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A                                                           | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2293823 | PA      | $2323794.36   | 0.06%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                              | Rockford Tower CLO Ltd., Series 2021-1A, Class A1                                                                            | CUSIP: 77341KAA9<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |  10750000 | PA      | $10766125.00  | 0.26%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| LT Rahoitus DAC                                                      | LT Rahoitus DAC, Series 6, Class B                                                                                           | CUSIP: N/A<br>LEI: 635400OFIJ3A8BN2BV40       | Long             | ABS-O            | CORP              | IE        |    200000 | PA      | $234583.64    | 0.01%             | 2036-07-18      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1067339.48   | 0.03%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q7KF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146869 | PA      | $142964.75    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                          | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1050442.26   | 0.02%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                        | ION Trading Technologies SARL                                                                                                | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $211234.82    | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   6891000 | PA      | $6948936.91   | 0.16%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  16506000 | PA      | $16889515.26  | 0.40%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Molossus Btl plc                                                     | Molossus Btl plc, Series 2024-1, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400TPGD2VZXFZMM69       | Long             | ABS-MBS          | CORP              | GB        |    586068 | PA      | $789985.30    | 0.02%             | 2061-04-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury 5-Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -3565 | NC      | $-610300.49   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Marzio Finance SRL                                                   | Marzio Finance SRL, Series 2024-14, Class A                                                                                  | CUSIP: N/A<br>LEI: 8156009FC13322D4B035       | Long             | ABS-O            | CORP              | IT        |    307357 | PA      | $362762.11    | 0.01%             | 2049-05-28      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                   | Regional Management Issuance Trust, Series 2024-2, Class A                                                                   | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915000 | PA      | $922879.80    | 0.02%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables No.2 DAC                            | Finance Ireland Auto Receivables No.2 DAC, Series 2, Class B                                                                 | CUSIP: N/A<br>LEI: 635400CQQYNH7KEIXW17       | Long             | ABS-O            | CORP              | IE        |    241145 | PA      | $282784.18    | 0.01%             | 2034-11-14      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                   | Chemours Co. (The)                                                                                                           | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    237000 | PA      | $231163.80    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2020-1, Class A                                                                   | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1853105 | PA      | $1904774.93   | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Euro-OAT                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       168 | NC      | $-86764.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                          | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $417551.36    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GTBP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169138 | PA      | $164611.75    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                  | Whitebox CLO I Ltd., Series 2019-1A, Class A1RR                                                                              | CUSIP: 96467FAU4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |   4450000 | PA      | $4453501.26   | 0.11%             | 2036-07-24      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                        | BLP Commercial Mortgage Trust, Series 2024-IND2, Class D                                                                     | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569296 | PA      | $568584.81    | 0.01%             | 2041-03-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                  | Azorra Finance Ltd.                                                                                                          | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     89000 | PA      | $93338.75     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                             | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class D                                                                 | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |   1030949 | PA      | $1211450.88   | 0.03%             | 2033-08-17      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                            | OBX Trust, Series 2022-NQM9, Class A1B                                                                                       | CUSIP: 67118LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1836819 | PA      | $1832104.96   | 0.04%             | 2062-09-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    177000 | PA      | $185184.87    | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                   | AmWINS Group, Inc.                                                                                                           | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72443.57     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes, Series 2025-41, Class FD                                          | CUSIP: 3136BV5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  55033861 | PA      | $55373084.40  | 1.31%             | 2055-06-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                               | UBS AG                                                                                                                       | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   3163000 | PA      | $3405454.45   | 0.08%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class B                                                         | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |    500000 | PA      | $674059.85    | 0.02%             | 2056-09-12      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2022-1, Class E                                                                                          | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |    538000 | PA      | $723758.07    | 0.02%             | 2059-10-23      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housing Trust                                | Pagaya AI Technology in Housing Trust, Series 2023-1, Class A                                                                | CUSIP: 69547YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4911000 | PA      | $4763774.60   | 0.11%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hill FL BV                                                           | Hill FL BV, Series 2024-2FL, Class A                                                                                         | CUSIP: N/A<br>LEI: 724500H2AN902EY7W191       | Long             | ABS-O            | CORP              | NL        |    535362 | PA      | $629485.82    | 0.01%             | 2032-10-18      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                       | Carnival Corp.                                                                                                               | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    785000 | PA      | $798877.23    | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  17420000 | PA      | $17740574.69  | 0.42%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                               | Neptune Bidco US, Inc.                                                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    299000 | PA      | $293525.31    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1342223.26   | 0.03%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WKLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24796 | PA      | $24141.24     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                  | Synchrony Financial                                                                                                          | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2734022.35   | 0.06%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                   | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4304000 | PA      | $4294542.91   | 0.10%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                               | HUB International Ltd.                                                                                                       | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   4759000 | PA      | $4963185.47   | 0.12%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                       | Univision Communications, Inc.                                                                                               | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1741885.82   | 0.04%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                    | Asimi Funding plc, Series 2024-1, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400ED9TX8KJO28Q39       | Long             | ABS-O            | CORP              | GB        |    112000 | PA      | $151417.34    | 0.00%             | 2031-09-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9688902.28   | 0.23%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12880000 | PA      | $12939935.02  | 0.31%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                           | Lamb Weston Holdings, Inc.                                                                                                   | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239129.90    | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                      | Concentra Health Services, Inc.                                                                                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    451000 | PA      | $468310.28    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                       | Morgan Stanley Capital I Trust, Series 2024-NSTB, Class A                                                                    | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1509144 | PA      | $1484378.98   | 0.04%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                           | Outfront Media Capital LLC                                                                                                   | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |   1768000 | PA      | $1698148.09   | 0.04%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                    | Hertz Corp. (The)                                                                                                            | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68909.56     | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                                                                      | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2232311 | PA      | $2244170.15   | 0.05%             | 2041-10-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                 | Noble Finance II LLC                                                                                                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44507.54     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                                   | HealthEquity, Inc.                                                                                                           | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    623000 | PA      | $604076.50    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Camelot Finance SA                                                   | Camelot Finance SA                                                                                                           | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     41000 | PA      | $40859.42     | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                | Global Payments, Inc.                                                                                                        | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3082000 | PA      | $3085413.07   | 0.07%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                             | Advance Auto Parts, Inc.                                                                                                     | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    156000 | PA      | $160501.04    | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                  | Sirius XM Radio LLC                                                                                                          | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    828000 | PA      | $824024.03    | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FCT Pixel                                                            | FCT Pixel, Series 2021-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 549300YL2EZ0WMNNP528       | Long             | ABS-O            | CORP              | FR        |     35596 | PA      | $41817.62     | 0.00%             | 2038-02-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q8YU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16642 | PA      | $16196.53     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                          | HOMES Trust, Series 2023-NQM2, Class A1                                                                                      | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1689097 | PA      | $1698263.78   | 0.04%             | 2068-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                             | Diamondback Energy, Inc.                                                                                                     | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  10344000 | PA      | $10652978.18  | 0.25%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                            | UKG, Inc.                                                                                                                    | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   3988000 | PA      | $4114957.98   | 0.10%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                        | Tenneco, Inc.                                                                                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    267000 | PA      | $267487.45    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                             | Comstock Resources, Inc.                                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524142.47    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                   | MCR Mortgage Trust, Series 2024-HF1, Class A                                                                                 | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451000 | PA      | $452832.19    | 0.01%             | 2041-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                                | AAR Escrow Issuer LLC                                                                                                        | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $141031.18    | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                                         | Pattern Energy Operations LP                                                                                                 | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |    217000 | PA      | $211494.36    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                             | Foundation Finance Trust, Series 2025-1A, Class A                                                                            | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2571371 | PA      | $2604506.25   | 0.06%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                             | Foundation Finance Trust, Series 2021-2A, Class A                                                                            | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |    699697 | PA      | $667409.45    | 0.02%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                             | PRPM LLC, Series 2024-RCF1, Class A1                                                                                         | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    956925 | PA      | $942947.61    | 0.02%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                        | Netflix, Inc.                                                                                                                | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3638574.73   | 0.09%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                       | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A                                                                    | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $1032253.13   | 0.02%             | 2041-11-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  14196000 | PA      | $13920434.77  | 0.33%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                            | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                       | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  20842768 | NS      | $20842767.67  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                           | Progress Residential Trust, Series 2021-SFR10, Class A                                                                       | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2978424 | PA      | $2822272.12   | 0.07%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H2HF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163514 | PA      | $158744.18    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5548, Class FA                                                  | CUSIP: 3137HLJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  71952665 | PA      | $72302463.03  | 1.71%             | 2055-06-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                        | Golden Bar Securitisation SRL, Series 2024-1, Class B                                                                        | CUSIP: N/A<br>LEI: 549300GESLGUWWGJRM09       | Long             | ABS-O            | CORP              | IT        |    257569 | PA      | $305237.91    | 0.01%             | 2043-09-22      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                   | Nationstar Mortgage Holdings, Inc.                                                                                           | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1240298.59   | 0.03%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                         | Rockies Express Pipeline LLC                                                                                                 | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87286.14     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                        | Fortress Intermediate 3, Inc.                                                                                                | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1280531.14   | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                           | Amneal Pharmaceuticals LLC                                                                                                   | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191329.29    | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes, Series 2025-40, Class GF                                          | CUSIP: 3136BWHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  83853880 | PA      | $84632916.39  | 2.01%             | 2055-06-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2024-BIO, Class A                                                                                           | CUSIP: 05612AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6073000 | PA      | $6063510.94   | 0.14%             | 2041-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Koromo Italy Compartment 2.                                          | Koromo Italy Compartment 2., Series 2, Class A                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |   1748238 | PA      | $2054981.67   | 0.05%             | 2032-02-26      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    883000 | PA      | $873092.74    | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                               | Sequoia Mortgage Trust, Series 2017-CH1, Class A2                                                                            | CUSIP: 81746HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122632 | PA      | $113507.29    | 0.00%             | 2047-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                | Kaiser Aluminum Corp.                                                                                                        | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    608000 | PA      | $573058.48    | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                    | PennyMac Financial Services, Inc.                                                                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    565000 | PA      | $585451.31    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3183628.10   | 0.08%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                   | BMO Mortgage Trust, Series 2024-5C8, Class A3                                                                                | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4710000 | PA      | $4908480.81   | 0.12%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                           | Verus Securitization Trust, Series 2022-INV2, Class A1                                                                       | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3181792 | PA      | $3170470.00   | 0.08%             | 2067-10-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                   | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class B                                                                 | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3065000 | PA      | $3080325.00   | 0.07%             | 2028-03-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                        | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                                                                      | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1562000 | PA      | $1558057.36   | 0.04%             | 2042-02-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                          | Crescent Energy Finance LLC                                                                                                  | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    389000 | PA      | $386313.25    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                            | ALA Trust, Series 2025-OANA, Class D                                                                                         | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601000 | PA      | $606988.72    | 0.01%             | 2040-06-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2662916.76   | 0.06%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                            | OBX Trust, Series 2023-NQM5, Class A1A                                                                                       | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2061340 | PA      | $2076369.12   | 0.05%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CarVal CLO IX-C Ltd.                                                 | CarVal CLO IX-C Ltd., Series 2024-1A, Class A                                                                                | CUSIP: 14688HAA0<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003320.00   | 0.02%             | 2037-04-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                                                         | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9810000 | PA      | $9765085.90   | 0.23%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                            | Seagate Data Storage Technology Pte. Ltd.                                                                                    | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    231000 | PA      | $235023.10    | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                 | BBCMS Mortgage Trust, Series 2025-C35, Class D                                                                               | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1586000 | PA      | $1292932.89   | 0.03%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138YK6E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28019 | PA      | $27501.06     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                    | Alliant Holdings Intermediate LLC                                                                                            | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3053447.75   | 0.07%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14934000 | PA      | $15594300.24  | 0.37%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | Euro-Schatz                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       325 | NC      | $-34585.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                          | Intel Corp.                                                                                                                  | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1333929.40   | 0.03%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                 | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    636000 | PA      | $635615.86    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4791000 | PA      | $4715372.24   | 0.11%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                   | Elevation CLO Ltd., Series 2013-1A, Class A1R3                                                                               | CUSIP: 28623FAJ3<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009273.60   | 0.05%             | 2038-07-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4543507.82   | 0.11%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                    | NatWest Group plc                                                                                                            | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200626.67    | 0.00%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                    | Asimi Funding plc, Series 2024-1, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400ED9TX8KJO28Q39       | Long             | ABS-O            | CORP              | GB        |    121000 | PA      | $162957.63    | 0.00%             | 2031-09-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Auto ABS Spanish Loans FT                                            | Auto ABS Spanish Loans FT, Series 2024-1, Class A                                                                            | CUSIP: N/A<br>LEI: 9598007LTXPL84RD7W58       | Long             | ABS-O            | CORP              | ES        |    695313 | PA      | $818966.20    | 0.02%             | 2038-09-28      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                     | Gray Media, Inc.                                                                                                             | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    389000 | PA      | $420606.70    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                   | Ellington Financial Mortgage Trust, Series 2025-CES2, Class A1A                                                              | CUSIP: 28225GAA2<br>LEI: 254900G4WO4UX6N3D818 | Long             | ABS-O            | CORP              | US        |   6010771 | PA      | $6073047.63   | 0.14%             | 2060-02-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5657900.43   | 0.13%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                          | VEGAS Trust, Series 2024-TI, Class A                                                                                         | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4150000 | PA      | $4211821.72   | 0.10%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                | Clydesdale Acquisition Holdings, Inc.                                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1491600.44   | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                            | ATI, Inc.                                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    426000 | PA      | $447165.81    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2025-CA, Class A1B                                                                         | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11265000 | PA      | $11264927.90  | 0.27%             | 2065-06-22      | Floating      | 5.71%                 | 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      | $1839.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                          | Block, Inc.                                                                                                                  | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    317000 | PA      | $321177.43    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                   | Wildfire Intermediate Holdings LLC                                                                                           | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202075.00    | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                  | Hilcorp Energy I LP                                                                                                          | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120295.92    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F1W32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51447 | PA      | $50219.63     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                | Clydesdale Acquisition Holdings, Inc.                                                                                        | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    555000 | PA      | $569324.11    | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2541098.36   | 0.06%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                    | Eversource Energy, Series U                                                                                                  | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    386000 | PA      | $376692.19    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140FFRK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100806 | PA      | $97937.61     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO Ltd.                                                  | Peace Park CLO Ltd., Series 2021-1A, Class AR                                                                                | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |   3870000 | PA      | $3881044.98   | 0.09%             | 2038-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                  | Hilcorp Energy I LP                                                                                                          | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    856000 | PA      | $841231.69    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | 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        |   1402000 | PA      | $1398205.49   | 0.03%             | 2033-03-10      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                  | Sirius XM Radio LLC                                                                                                          | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35503.24     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                       | Raven Acquisition Holdings LLC                                                                                               | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    424000 | PA      | $435731.23    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                              | Loanpal Solar Loan Ltd., Series 2020-2GF, Class A                                                                            | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1457556 | PA      | $1236620.51   | 0.03%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2780399.01   | 0.07%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                               | Ardagh Metal Packaging Finance USA LLC                                                                                       | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190003.54    | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                        | BAT International Finance plc                                                                                                | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   7629000 | PA      | $8011876.24   | 0.19%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2025-2X, Class B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    507000 | PA      | $682353.20    | 0.02%             | 2033-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| First Mobility SARL                                                  | First Mobility SARL, Series 2025-1, Class B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    300000 | PA      | $353090.61    | 0.01%             | 2032-10-14      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                    | Sesac Finance LLC, Series 2025-1, Class A2                                                                                   | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1618556.55   | 0.04%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                            | Federal Farm Credit Bank Bonds                                                                                               | CUSIP: 3133ENFS4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3525000 | PA      | $2947424.66   | 0.07%             | 2036-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                      | Nissan Motor Acceptance Co. LLC                                                                                              | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    416000 | PA      | $416142.09    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                     | UK Logistics DAC, Series 2024-1X, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400H22JMICKOJRJ36       | Long             | ABS-MBS          | CORP              | IE        |    202000 | PA      | $272347.62    | 0.01%             | 2034-05-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                           | Esab Corp.                                                                                                                   | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105812.21    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                  | Synchrony Financial                                                                                                          | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   8035000 | PA      | $8187390.44   | 0.19%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14385000 | PA      | $14855833.13  | 0.35%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                   | BMO Mortgage Trust, Series 2025-5C9, Class AS                                                                                | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1482999 | PA      | $1558297.09   | 0.04%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1362787.19   | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1068122.40   | 0.03%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418BZ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49139 | PA      | $48010.29     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                             | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class C                                                                 | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |   1331397 | PA      | $1562360.79   | 0.04%             | 2033-08-17      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                           | Quarzo SRL, Series 2024-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |     73975 | PA      | $87784.35     | 0.00%             | 2041-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                 | Ally Financial, Inc.                                                                                                         | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1970399.64   | 0.05%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                     | ERO Copper Corp.                                                                                                             | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    306000 | PA      | $304209.90    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7102000 | PA      | $7056384.71   | 0.17%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7824000 | PA      | $8077666.13   | 0.19%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                           | Jupiter Mortgage No. 1 plc, Series 1X, Class CR                                                                              | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |    430000 | PA      | $586679.15    | 0.01%             | 2055-07-20      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                  | Citigroup Commercial Mortgage Trust, Series 2015-GC31, Class A4                                                              | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1487473 | PA      | $1460636.01   | 0.03%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                         | Mueller Water Products, Inc.                                                                                                 | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87631.95     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1791895.64   | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    490000 | PA      | $499402.51    | 0.01%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                   | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   5131000 | PA      | $5040524.46   | 0.12%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2024-1, Class B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    300000 | PA      | $352595.74    | 0.01%             | 2038-01-14      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                    | Eversource Energy                                                                                                            | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    309000 | PA      | $309909.40    | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Frontier Mortgage Funding plc                                        | Frontier Mortgage Funding plc, Series 2025-1, Class B                                                                        | CUSIP: N/A<br>LEI: 213800LC7EZKPEODCU70       | Long             | ABS-MBS          | CORP              | GB        |   1493000 | PA      | $2008236.89   | 0.05%             | 2066-12-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                    | FirstEnergy Corp., Series B                                                                                                  | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2534361.31   | 0.06%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp., Series FIX                                                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15519000 | PA      | $15805855.06  | 0.37%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                   | Hermitage 2024 plc, Series 2024-1, Class C                                                                                   | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |     91796 | PA      | $123993.75    | 0.00%             | 2033-04-21      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                            | Navient Private Education Refi Loan Trust, Series 2020-IA, Class A1B                                                         | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4175897 | PA      | $4154814.48   | 0.10%             | 2069-04-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2600000.71   | 0.06%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                               | Norfolk Southern Corp.                                                                                                       | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1646058.81   | 0.04%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                  | American Axle & Manufacturing, Inc.                                                                                          | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    141000 | PA      | $140761.93    | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.                                       | Madison Park Funding LVII Ltd., Series 2022-57A, Class A1R                                                                   | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2365000 | PA      | $2367362.64   | 0.06%             | 2034-07-27      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1182118.22   | 0.03%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2024-1ST1X, Class A                                                         | CUSIP: N/A<br>LEI: 635400TPBBDP9FM5EY24       | Long             | ABS-MBS          | CORP              | GB        |    404460 | PA      | $546717.69    | 0.01%             | 2064-08-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                 | Icahn Enterprises LP                                                                                                         | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2119000 | PA      | $2082863.02   | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                    | Eversource Energy                                                                                                            | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    643000 | PA      | $631490.62    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                             | COLT Mortgage Loan Trust, Series 2025-4, Class A1                                                                            | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |   4374319 | PA      | $4430019.85   | 0.10%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                      | Sage AR Funding, Series 2025-1X, Class B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |   1133216 | PA      | $1524851.78   | 0.04%             | 2037-05-17      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Cassia SRL                                                           | Cassia SRL, Series 2022-1X, Class B                                                                                          | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |   2110260 | PA      | $2471108.66   | 0.06%             | 2034-05-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd.                                                  | Elmwood CLO 29 Ltd., Series 2024-5A, Class AR1                                                                               | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1755000 | PA      | $1763836.43   | 0.04%             | 2037-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2025-1, Class B                                                                                          | CUSIP: N/A<br>LEI: 635400MKPQQD5URNMC45       | Long             | ABS-MBS          | CORP              | GB        |    487000 | PA      | $656144.58    | 0.02%             | 2068-02-26      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp., Series 4569, Class JA                                                                      | CUSIP: 3137BP3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1296159 | PA      | $1285862.45   | 0.03%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                | SLM Private Credit Student Loan Trust, Series 2007-A, Class A4A                                                              | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | CORP              | US        |   1632248 | PA      | $1599849.07   | 0.04%             | 2041-12-16      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                        | Transocean International Ltd.                                                                                                | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    102000 | PA      | $107321.44    | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                           | Virgin Media Vendor Financing Notes IV DAC                                                                                   | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $195909.98    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                | Telenet Finance Luxembourg Notes SARL                                                                                        | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198396.05    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polus US CLO II Ltd.                                                 | Polus US CLO II Ltd., Series 2025-2A, Class A1                                                                               | CUSIP: 73163VAC5<br>LEI: 254900AGAA5TXFLBCL85 | Long             | ABS-CBDO         | CORP              | KY        |   2260000 | PA      | $2271500.01   | 0.05%             | 2038-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                          | Credit Suisse Mortgage Capital Certificates, Series 2022-ATH1, Class A1A                                                     | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4535799 | PA      | $4409978.48   | 0.10%             | 2067-01-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 8 Ltd.                                              | Silver Point CLO 8 Ltd., Series 2025-8A, Class A1                                                                            | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001000.00   | 0.02%             | 2038-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                             | Bryant Park Funding Ltd., Series 2024-22A, Class A1                                                                          | CUSIP: 11766CAA2<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504945.80   | 0.04%             | 2037-04-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                      | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |    100000 | PA      | $119120.87    | 0.00%             | 2042-10-27      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                     | Pierpont BTL plc, Series 2025-1, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400SRTLDO3B8L9Y97       | Long             | ABS-MBS          | CORP              | GB        |    639930 | PA      | $864622.68    | 0.02%             | 2062-03-21      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                            | Chesapeake Funding II LLC, Series 2024-1A, Class A1                                                                          | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   4049800 | PA      | $4100517.25   | 0.10%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Think Tank Commercial Trust                                          | Think Tank Commercial Trust, Series 2025-3, Class A1                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   3162392 | PA      | $2094312.82   | 0.05%             | 2057-12-10      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                    | Chase Home Lending Mortgage Trust, Series 2025-2, Class A11                                                                  | CUSIP: 16159VAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3107272 | PA      | $3094546.44   | 0.07%             | 2055-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                       | Enterprise Fleet Financing LLC, Series 2024-1, Class A2                                                                      | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3135826 | PA      | $3162582.21   | 0.07%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6038000 | PA      | $5945879.14   | 0.14%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Walsh Acceptance                                                     | Walsh Acceptance, Series 1997-2, Class A                                                                                     | CUSIP: 933095AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       704 | PA      | $602.58       | 0.00%             | 2027-03-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                       | ELFI Graduate Loan Program LLC, Series 2023-A, Class A                                                                       | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5120694 | PA      | $5379390.34   | 0.13%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                    | Eversource Energy                                                                                                            | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1408262.16   | 0.03%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140FR6R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136323 | PA      | $131874.85    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                             | Lumen Technologies, Inc.                                                                                                     | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     57982 | PA      | $56822.36     | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  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        |   1925864 | PA      | $1927067.30   | 0.05%             | 2039-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                    | Texas Electric Market Stabilization Funding N LLC, Series A-1                                                                | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4631532 | PA      | $4620460.34   | 0.11%             | 2034-08-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                      | Oncor Electric Delivery Co. LLC                                                                                              | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1174290.51   | 0.03%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                            | Park River Holdings, Inc.                                                                                                    | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177218.00    | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class B                                                         | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |    156000 | PA      | $211903.28    | 0.01%             | 2055-08-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                     | Fantasia Holdings Group Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |   1167000 | PA      | $22756.50     | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                                 | Central Parent, Inc.                                                                                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $26692.71     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142302 | PA      | $137622.22    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp.                                                                                             | CUSIP: 3132J4JH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193121 | PA      | $191139.95    | 0.00%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                            | SFS Auto Receivables Securitization Trust, Series 2025-1A, Class A3                                                          | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4409000 | PA      | $4459910.28   | 0.11%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5621000 | PA      | $5594261.18   | 0.13%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                               | Fiesta Purchaser, Inc.                                                                                                       | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52766.65     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                   | Aqua Finance Trust, Series 2021-A, Class A                                                                                   | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    811946 | PA      | $752586.65    | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                    | PennyMac Financial Services, Inc.                                                                                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    109000 | PA      | $115681.37    | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                      | Permian Resources Operating LLC                                                                                              | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    758000 | PA      | $761392.81    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29800000 | PA      | $29191195.24  | 0.69%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                     | SoFi Consumer Loan Program Trust, Series 2025-1, Class A                                                                     | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2030745 | PA      | $2040891.70   | 0.05%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                    | CD Mortgage Trust, Series 2017-CD5, Class A4                                                                                 | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2635000 | PA      | $2588382.63   | 0.06%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                              | RHP Hotel Properties LP                                                                                                      | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    384000 | PA      | $396142.08    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2021-CA, Class AFL                                                                         | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5239598 | PA      | $5225471.41   | 0.12%             | 2062-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                       | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class B                                                                    | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $761424.70    | 0.02%             | 2041-11-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                            | MFA Trust, Series 2023-INV2, Class A1                                                                                        | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1551067 | PA      | $1568125.94   | 0.04%             | 2058-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2024-1, Class B                                                                                          | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |    421000 | PA      | $570639.11    | 0.01%             | 2061-02-26      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                        | Perrigo Finance Unlimited Co.                                                                                                | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    455000 | PA      | $458050.77    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                  | Bank of New York Mellon Corp. (The)                                                                                          | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    535000 | PA      | $537576.73    | 0.01%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                        | Netflix, Inc.                                                                                                                | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2381192.13   | 0.06%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7946000 | PA      | $7867737.06   | 0.19%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                   | Nationstar Mortgage Holdings, Inc.                                                                                           | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28182.68     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XII Ltd.                                                | Trinitas CLO XII Ltd., Series 2020-12A, Class A1R2                                                                           | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   2340000 | PA      | $2341239.26   | 0.06%             | 2033-04-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                                                         | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    691000 | PA      | $685436.30    | 0.02%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 13 Ltd.                                              | Birch Grove CLO 13 Ltd., Series 2025-13A, Class A1                                                                           | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3308614.65   | 0.08%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                         | Carnival plc                                                                                                                 | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |    365000 | PA      | $433804.89    | 0.01%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                      | TransDigm, Inc.                                                                                                              | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4159000 | PA      | $4252165.76   | 0.10%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Empire Communities Corp.                                             | Empire Communities Corp.                                                                                                     | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $29358.56     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                                                  | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1291625.92   | 0.03%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                        | Paychex, Inc.                                                                                                                | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   7819000 | PA      | $8046012.31   | 0.19%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                | Foundry JV Holdco LLC                                                                                                        | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1963494.45   | 0.05%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                            | Satus plc, Series 2024-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $134689.58    | 0.00%             | 2031-01-17      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                                                           | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6163000 | PA      | $6508587.39   | 0.15%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                        | Lyra Music Assets Delaware LP, Series 2025-1A, Class A2                                                                      | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |   1258000 | PA      | $1272172.25   | 0.03%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                                  | Simmons Foods, Inc.                                                                                                          | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $92990.83     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                            | Florida Power & Light Co.                                                                                                    | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    359000 | PA      | $363046.18    | 0.01%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PCL Funding IX plc                                                   | PCL Funding IX plc, Series 2024-1, Class A                                                                                   | CUSIP: N/A<br>LEI: 213800OC928ETRJNHM43       | Long             | ABS-O            | CORP              | GB        |    636000 | PA      | $859033.57    | 0.02%             | 2029-07-16      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                           | CSMC Trust, Series 2015-1, Class A1                                                                                          | CUSIP: 12649NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4437309 | PA      | $3907805.51   | 0.09%             | 2045-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                           | Outfront Media Capital LLC                                                                                                   | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    218000 | PA      | $216904.46    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12084.23     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CMM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157284 | PA      | $157079.05    | 0.00%             | 2032-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO III Ltd.                                                | Trestles CLO III Ltd., Series 2020-3A, Class X                                                                               | CUSIP: 89532TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1057143 | PA      | $1057140.20   | 0.03%             | 2037-10-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                       | TGNR Intermediate Holdings LLC                                                                                               | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49905.77     | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                  | Prairie Acquiror LP                                                                                                          | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     84000 | PA      | $87452.79     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                             | Venture Global LNG, Inc.                                                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4004000 | PA      | $4412508.10   | 0.10%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                    | OneSky Flight LLC                                                                                                            | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    198000 | PA      | $208207.49    | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                                 | Pebblebrook Hotel LP                                                                                                         | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72058.54     | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Maya SAS                                                             | Maya SAS                                                                                                                     | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203960.80    | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sagard-Halseypoint CLO 10 Ltd.                                       | Sagard-Halseypoint CLO 10 Ltd., Series 2025-10A, Class A1                                                                    | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2750000.00   | 0.07%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                          | Last Mile Securities PE DAC, Series 2021-1X, Class B                                                                         | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |    938807 | PA      | $1101369.48   | 0.03%             | 2031-08-17      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                    | Alliant Holdings Intermediate LLC                                                                                            | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    227000 | PA      | $231023.58    | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                  | Station Casinos LLC                                                                                                          | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66975.36     | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                       | Olympus Water US Holding Corp.                                                                                               | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   2432000 | PA      | $2552384.00   | 0.06%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ECARAT DE SA Compartment Lease                                       | ECARAT DE SA Compartment Lease, Series 2025-1, Class B                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    600000 | PA      | $707318.87    | 0.02%             | 2034-05-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2986000 | PA      | $2964847.83   | 0.07%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3248000 | PA      | $3202330.49   | 0.08%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                        | Equinix, Inc.                                                                                                                | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   6942000 | PA      | $6665237.32   | 0.16%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3111597.81   | 0.07%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation 2025-Cre-1 plc                  | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class A                                                          | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |   3610756 | PA      | $4887612.56   | 0.12%             | 2057-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GWR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243711 | PA      | $235958.36    | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                             | Tower Bridge Funding plc, Series 2024-2X, Class B                                                                            | CUSIP: N/A<br>LEI: 635400KGPH6QBBQEL802       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $135016.12    | 0.00%             | 2066-05-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                          | FTAI Aviation Investors LLC                                                                                                  | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    252000 | PA      | $252040.08    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC                                        | Barings Equipment Finance LLC, Series 2025-A, Class A3                                                                       | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4585000 | PA      | $4678740.33   | 0.11%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                             | BX Trust, Series 2024-VLT4, Class A                                                                                          | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3830000 | PA      | $3832393.75   | 0.09%             | 2041-06-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| AutoFlorence SRL                                                     | AutoFlorence 2 SRL, Series 2, Class D                                                                                        | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |     43107 | PA      | $50870.33     | 0.00%             | 2044-12-24      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10550000 | PA      | $10673505.58  | 0.25%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                           | Dana, Inc.                                                                                                                   | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78772.88     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10533000 | PA      | $10546585.46  | 0.25%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3929226.56   | 0.09%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| TICP CLO XI Ltd.                                                     | TICP CLO XI Ltd., Series 2018-11A, Class AR                                                                                  | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1420000 | PA      | $1425979.62   | 0.03%             | 2037-04-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                   | SC Germany SA Compartment Consumer, Series 2020-1, Class D                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |    196356 | PA      | $231765.34    | 0.01%             | 2034-11-14      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10079000 | PA      | $9949254.65   | 0.24%             | 2027-03-09      | Variable      | 1.43%                 | 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      | $-1703.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hops Hill NO 4 plc                                                   | Hops Hill No. 4 plc, Series 4, Class C                                                                                       | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |    214000 | PA      | $291029.18    | 0.01%             | 2056-04-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Variable Rate Notes                                                                         | CUSIP: 31326KJU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247149 | PA      | $252982.54    | 0.01%             | 2045-10-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2024-2, Class A3                                                                          | CUSIP: 46657TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1449123 | PA      | $1468934.93   | 0.03%             | 2054-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                   | Southern Co. (The), Series 21-B                                                                                              | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5686000 | PA      | $5367808.82   | 0.13%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                           | Sprint LLC                                                                                                                   | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $5221642.01   | 0.12%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 8 Sts DAC                                            | Dilosk Rmbs No. 8 Sts DAC, Series 8-STS, Class A                                                                             | CUSIP: N/A<br>LEI: 635400TGDQ2OBCBXQK26       | Long             | ABS-MBS          | CORP              | IE        |    425970 | PA      | $500553.07    | 0.01%             | 2062-05-20      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140H5YL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23975 | PA      | $23193.74     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4438000 | PA      | $4411615.51   | 0.10%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                                           | Dryden 49 Senior Loan Fund, Series 2017-49A, Class BR                                                                        | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3254875.00   | 0.08%             | 2030-07-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2020-1, Class B                                                                   | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284961 | PA      | $284970.78    | 0.01%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8435000 | PA      | $8397211.03   | 0.20%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                      | Ontario Teachers' Finance Trust                                                                                              | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |  13860000 | PA      | $14016602.20  | 0.33%             | 2028-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                    | GGAM Finance Ltd.                                                                                                            | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $47630.43     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                               | Global Net Lease, Inc.                                                                                                       | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $144619.89    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                   | Gracie Point International Funding, Series 2023-2A, Class A                                                                  | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    322331 | PA      | $323120.14    | 0.01%             | 2027-03-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                 | CrossCountry Intermediate HoldCo LLC                                                                                         | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $261960.40    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                         | Sabine Pass Liquefaction LLC                                                                                                 | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2876000 | PA      | $2886032.06   | 0.07%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                      | ContourGlobal Power Holdings SA                                                                                              | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $207748.00    | 0.00%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                       | NCL Corp. Ltd.                                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    704000 | PA      | $724015.84    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3151000 | PA      | $3149293.29   | 0.07%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                       | Upgrade Master Pass-Thru Trust, Series 2025-ST4, Class A                                                                     | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    933734 | PA      | $937674.82    | 0.02%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                       | Morgan Stanley Capital I Trust, Series 2021-L5, Class A2                                                                     | CUSIP: 61691YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3065347 | PA      | $2992726.41   | 0.07%             | 2054-05-15      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                     | FT Santander Consumer Spain Auto, Series 2020-1, Class C                                                                     | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |     46548 | PA      | $54720.30     | 0.00%             | 2033-03-21      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                | JetBlue Airways Corp.                                                                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $184597.50    | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                           | CONE Trust, Series 2024-DFW1, Class A                                                                                        | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2080000 | PA      | $2078351.81   | 0.05%             | 2041-08-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                        | Equinix, Inc.                                                                                                                | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2196000 | PA      | $1981502.82   | 0.05%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                  | Expand Energy Corp.                                                                                                          | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   7786000 | PA      | $7916875.57   | 0.19%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                               | Velocity Commercial Capital Loan Trust, Series 2024-2, Class A                                                               | CUSIP: 92259PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630318 | PA      | $1662892.54   | 0.04%             | 2054-04-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140EYPC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34837 | PA      | $34246.02     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                  | New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B                                                               | CUSIP: 64829HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770698 | PA      | $731454.14    | 0.02%             | 2056-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4694000 | PA      | $4971708.78   | 0.12%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                            | Satus plc, Series 2024-1, Class A                                                                                            | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |    168644 | PA      | $227158.76    | 0.01%             | 2031-01-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                  | Homeward Opportunities Fund I Trust, Series 2020-2, Class A3                                                                 | CUSIP: 43789XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1166364 | PA      | $1157537.60   | 0.03%             | 2065-05-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Recette CLO Ltd.                                                     | Recette CLO Ltd., Series 2015-1A, Class ARR                                                                                  | CUSIP: 75620TAW8<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10012500.00  | 0.24%             | 2034-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Manhattan West Mortgage Trust                                        | Manhattan West Mortgage Trust, Series 2020-1MW, Class A                                                                      | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1945000 | PA      | $1853766.86   | 0.04%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Alen Mortgage Trust                                                  | Alen Mortgage Trust, Series 2021-ACEN, Class A                                                                               | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5530000 | PA      | $5357187.50   | 0.13%             | 2034-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                     | Sabre GLBL, Inc.                                                                                                             | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    292000 | PA      | $282188.46    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                             | NGL Energy Operating LLC                                                                                                     | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1127849.80   | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 9 DAC                                                | Dilosk Rmbs No. 9 Dac, Series 9, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400EER3OFDNYI7P30       | Long             | ABS-MBS          | CORP              | IE        |    255811 | PA      | $300604.53    | 0.01%             | 2063-01-25      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q72N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402663 | PA      | $389508.33    | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                                                                      | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1854109 | PA      | $1858743.99   | 0.04%             | 2039-12-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                     | Star Holding LLC                                                                                                             | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    234000 | PA      | $232175.83    | 0.01%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                          | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class D                                                          | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |    262000 | PA      | $357126.35    | 0.01%             | 2031-08-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                         | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class A1                                                                     | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2679513 | PA      | $2703703.36   | 0.06%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                           | Jupiter Mortgage No. 1 plc, Series 1X, Class AR                                                                              | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |    510194 | PA      | $688592.14    | 0.02%             | 2055-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                        | Magnera Corp.                                                                                                                | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     83000 | PA      | $78101.34     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                   | Southern Co. (The)                                                                                                           | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    652000 | PA      | $647856.15    | 0.02%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                        | Equinix, Inc.                                                                                                                | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   3386000 | PA      | $3335369.95   | 0.08%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                       | Enbridge, Inc.                                                                                                               | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1985000 | PA      | $2015019.17   | 0.05%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                            | Florida Power & Light Co.                                                                                                    | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236012.40    | 0.01%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co.                                                                                               | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1882578.07   | 0.04%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                  | Iron Mountain, Inc.                                                                                                          | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    352000 | PA      | $348116.27    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                      | Republic Finance Issuance Trust, Series 2024-A, Class A                                                                      | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3670000 | PA      | $3714892.54   | 0.09%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138ETBX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38541 | PA      | $37743.24     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Firstmac Mortgage Funding Trust                                      | Firstmac Mortgage Funding Trust, Series 2024-4, Class A1                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   3455018 | PA      | $2292883.74   | 0.05%             | 2056-02-18      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                      | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class A4                                                                    | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3056000 | PA      | $3042166.10   | 0.07%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                          | Point Broadband Funding LLC, Series 2025-1A, Class C                                                                         | CUSIP: 73052AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    964000 | PA      | $985569.31    | 0.02%             | 2055-07-20      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp., Series 3959, Class MA                                                                      | CUSIP: 3137AHGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    374004 | PA      | $376469.76    | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                             | Comstock Resources, Inc.                                                                                                     | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7704.44      | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K121, Class X1 | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11653141 | PA      | $477419.85    | 0.01%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WGVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14215 | PA      | $13901.29     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                             | Boost Newco Borrower LLC                                                                                                     | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1574366.70   | 0.04%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 8 Sts DAC                                            | Dilosk Rmbs No. 8 Sts DAC, Series 8-STS, Class B                                                                             | CUSIP: N/A<br>LEI: 635400TGDQ2OBCBXQK26       | Long             | ABS-MBS          | CORP              | IE        |    131000 | PA      | $153203.19    | 0.00%             | 2062-05-20      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                  | Cushman & Wakefield US Borrower LLC                                                                                          | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    448000 | PA      | $478160.26    | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                      | CoreWeave, Inc.                                                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    303000 | PA      | $312936.58    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank                                               | Federal Home Loan Bank Bonds                                                                                                 | CUSIP: 3130AHHC0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   9700000 | PA      | $9101376.82   | 0.22%             | 2029-11-06      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                        | CommScope LLC                                                                                                                | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447111.00    | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                             | Noria DE, Series 2024-DE1, Class F                                                                                           | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |     89266 | PA      | $105775.06    | 0.00%             | 2043-02-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                 | Icahn Enterprises LP                                                                                                         | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $110490.82    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                      | DR Horton, Inc.                                                                                                              | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    408000 | PA      | $396655.90    | 0.01%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                | Lockheed Martin Corp.                                                                                                        | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1013599.95   | 0.02%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                 | Alpha Generation LLC                                                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    297000 | PA      | $306590.27    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                                                    | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    932000 | PA      | $933706.85    | 0.02%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                              | Rockford Tower CLO Ltd., Series 2017-3A, Class A                                                                             | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    493350 | PA      | $493824.31    | 0.01%             | 2030-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F3P85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49532 | PA      | $48783.49     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                          | Chobani LLC                                                                                                                  | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1457537.93   | 0.03%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                    | Eversource Energy, Series O                                                                                                  | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    689000 | PA      | $686969.58    | 0.02%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                     | Goodyear Tire & Rubber Co. (The)                                                                                             | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    174000 | PA      | $176550.71    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                       | 1011778 BC ULC                                                                                                               | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $424090.53    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                             | Tower Bridge Funding plc, Series 2024-1X, Class C                                                                            | CUSIP: N/A<br>LEI: 635400DWOSLQW6GG6T02       | Long             | ABS-MBS          | CORP              | GB        |    154000 | PA      | $208362.67    | 0.00%             | 2066-01-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. DAC                               | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class D                                                               | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |   1277807 | PA      | $1501728.56   | 0.04%             | 2037-06-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                     | Newday Funding Master Issuer plc, Series 2024-2X, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |    154000 | PA      | $209236.49    | 0.00%             | 2032-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                       | Enterprise Fleet Financing LLC, Series 2024-4, Class A3                                                                      | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2037000 | PA      | $2054380.91   | 0.05%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                       | Vallourec SACA                                                                                                               | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    623000 | PA      | $663784.70    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                               | Tenet Healthcare Corp.                                                                                                       | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    241000 | PA      | $244074.40    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                            | CIM Trust, Series 2021-R6, Class A1                                                                                          | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2898800 | PA      | $2622559.20   | 0.06%             | 2061-07-25      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $2308159.54   | 0.05%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                           | TransCanada PipeLines Ltd.                                                                                                   | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $186028.86    | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                               | Fortrea Holdings, Inc.                                                                                                       | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30302.09     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                       | Enterprise Fleet Financing LLC, Series 2024-1, Class A3                                                                      | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338000 | PA      | $344410.85    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                       | Community Health Systems, Inc.                                                                                               | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    351000 | PA      | $303526.62    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                         | GS Mortgage Securities Trust, Series 2011-GC5, Class AS                                                                      | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2152448 | PA      | $2105788.47   | 0.05%             | 2044-08-10      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                      | Youni Italy SRL, Series 2024-1, Class B                                                                                      | CUSIP: N/A<br>LEI: 8156008D82FF6A71F833       | Long             | ABS-O            | CORP              | IT        |     85072 | PA      | $100776.18    | 0.00%             | 2034-04-25      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                   | National Rural Utilities Cooperative Finance Corp.                                                                           | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1346564.94   | 0.03%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                        | Taurus UK DAC, Series 2021-UK1X, Class C                                                                                     | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |    536063 | PA      | $721601.81    | 0.02%             | 2031-05-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    532000 | PA      | $542538.39    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                   | Regional Management Issuance Trust, Series 2024-1, Class A                                                                   | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854000 | PA      | $873279.05    | 0.02%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                                              | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9984000 | PA      | $9900943.90   | 0.23%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                           | Melco Resorts Finance Ltd.                                                                                                   | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1488000 | PA      | $1453701.60   | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                         | Exelon Corp.                                                                                                                 | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5282831.11   | 0.13%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class A                                                         | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |    957697 | PA      | $1294281.21   | 0.03%             | 2056-09-12      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                     | Sealed Air Corp.                                                                                                             | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35799.14     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                    | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |    328749 | PA      | $378784.54    | 0.01%             | 2038-09-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                    | Rocket Cos., Inc.                                                                                                            | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1872007.68   | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2021-7, Class A12                                                                         | CUSIP: 46592NBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3997882 | PA      | $3939162.88   | 0.09%             | 2051-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                              | Mosaic Solar Loan Trust, Series 2020-2A, Class B                                                                             | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    687636 | PA      | $566524.53    | 0.01%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                            | HAH Group Holding Co. LLC                                                                                                    | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95007.85     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                 | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3781000 | PA      | $3813305.17   | 0.09%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                  | Expand Energy Corp.                                                                                                          | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   6898000 | PA      | $6900126.38   | 0.16%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                      | Canadian Natural Resources Ltd.                                                                                              | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3235000 | PA      | $3306756.47   | 0.08%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compartment BL Consumer Credit                                       | Compartment BL Consumer Credit, Series 2024-1, Class B                                                                       | CUSIP: N/A<br>LEI: 549300BCEKCIKD7MN312       | Long             | ABS-O            | CORP              | LU        |    308000 | PA      | $362394.26    | 0.01%             | 2041-09-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140Q7A72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1094094 | PA      | $1064595.48   | 0.03%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brignole Co.                                                         | Brignole Co., Series 2024, Class D                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |     59160 | PA      | $70515.23     | 0.00%             | 2042-02-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Harben Finance                                                       | Harben Finance, Series 2017-1RX, Class C                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |    741000 | PA      | $994218.00    | 0.02%             | 2055-09-28      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Barley Hill No. 2 plc                                                | Barley Hill No. 2 plc, Series 2, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800U1CMP6UD9B1T04       | Long             | ABS-MBS          | CORP              | GB        |    520000 | PA      | $700521.51    | 0.02%             | 2058-08-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                             | COLT Mortgage Loan Trust, Series 2022-3, Class A1                                                                            | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2026804 | PA      | $1995342.73   | 0.05%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                             | Spirit AeroSystems, Inc.                                                                                                     | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    689000 | PA      | $757758.07    | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2313764.05   | 0.05%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.                                        | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class A1R2                                                                   | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3718492.60   | 0.09%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                             | Wynn Resorts Finance LLC                                                                                                     | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $397171.57    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                      | 1261229 BC Ltd.                                                                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $3485176.94   | 0.08%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                                               | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1644439.01   | 0.04%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17832000 | PA      | $18440172.49  | 0.44%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                              | Micron Technology, Inc.                                                                                                      | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $5049795.70   | 0.12%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                       | Olympus Water US Holding Corp.                                                                                               | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    535000 | PA      | $542369.63    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                               | GreenSky Home Improvement Issuer Trust, Series 2025-1A, Class A2                                                             | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2542046 | PA      | $2550686.79   | 0.06%             | 2060-03-25      | Fixed         | 5.12%                 | 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      | $7072.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                     | College Avenue Student Loans LLC, Series 2023-A, Class A1                                                                    | CUSIP: 193938AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5165571 | PA      | $5226482.58   | 0.12%             | 2055-05-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO LLC                                                     | Flatiron CLO 23 LLC, Series 2023-1A, Class AR                                                                                | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |   1705000 | PA      | $1707684.86   | 0.04%             | 2036-04-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                | Dominion Energy, Inc.                                                                                                        | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3244777.56   | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 31418CMV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    919535 | PA      | $905446.67    | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                | Churchill Downs, Inc.                                                                                                        | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8198.84      | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                      | Rand Parent LLC                                                                                                              | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $107023.70    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                | Arroyo Mortgage Trust, Series 2022-2, Class A1                                                                               | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3540264 | PA      | $3527589.63   | 0.08%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                            | Satus plc, Series 2024-1, Class E                                                                                            | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $134509.23    | 0.00%             | 2031-01-17      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                        | Taurus UK DAC, Series 2021-UK1X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |    546983 | PA      | $737826.83    | 0.02%             | 2031-05-17      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    332000 | PA      | $335223.87    | 0.01%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                        | Freedom Mortgage Holdings LLC                                                                                                | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    516000 | PA      | $548792.83    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                            | SLM Corp.                                                                                                                    | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $105801.70    | 0.00%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                                    | Homeward Opportunities Fund Trust, Series 2022-1, Class A1                                                                   | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1483108 | PA      | $1480729.71   | 0.04%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F13W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4134 | PA      | $4112.88      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1757079.31   | 0.04%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                                            | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  14450000 | PA      | $14302192.40  | 0.34%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                             | BHG Securitization Trust, Series 2021-A, Class A                                                                             | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49838 | PA      | $49308.73     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                          | Polaris plc, Series 2024-1, Class E                                                                                          | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137820.78    | 0.00%             | 2061-02-26      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Permanent Master Issuer plc                                          | Permanent Master Issuer plc, Series 2024-1X, Class 1A1                                                                       | CUSIP: N/A<br>LEI: 213800MVYG7MLQM2LF25       | Long             | ABS-MBS          | CORP              | GB        |    876000 | PA      | $1182030.84   | 0.03%             | 2073-07-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                               | Tenet Healthcare Corp.                                                                                                       | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1613999.60   | 0.04%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 2023-MIC Trust                                                       | MIC Trust (The), Series 2023-MIC, Class A                                                                                    | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4480000 | PA      | $4852193.92   | 0.11%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                         | Hess Midstream Operations LP                                                                                                 | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $147480.91    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    922000 | PA      | $940517.32    | 0.02%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hops Hill NO 4 plc                                                   | Hops Hill No. 4 plc, Series 4, Class A                                                                                       | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |    580827 | PA      | $785508.10    | 0.02%             | 2056-04-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| TER Finance Jersey Ltd.                                              | TER Finance Jersey Ltd., Series 22                                                                                           | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | SN               | CORP              | JE        |   6315000 | PA      | $6313918.24   | 0.15%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                 | Osaic Holdings, Inc.                                                                                                         | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139432.86    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                               | Amentum Holdings, Inc.                                                                                                       | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    437000 | PA      | $453765.94    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Winchester 1 plc                                                     | Winchester 1 plc, Series 1, Class D                                                                                          | CUSIP: N/A<br>LEI: 213800AWJGG72JJNBW66       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $135975.17    | 0.00%             | 2056-10-21      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                  | Realty Income Corp.                                                                                                          | CUSIP: 756109AZ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    536000 | PA      | $527538.05    | 0.01%             | 2026-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hill FL                                                              | Hill FL, Series 2024-1FL, Class B                                                                                            | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |    153990 | PA      | $181238.33    | 0.00%             | 2032-02-18      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                            | Aptiv Swiss Holdings Ltd.                                                                                                    | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   4075000 | PA      | $4113136.42   | 0.10%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                         | Trivium Packaging Finance BV                                                                                                 | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123417.65    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    152000 | PA      | $154815.19    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                        | Workday, Inc.                                                                                                                | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    484000 | PA      | $479710.71    | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                         | Exelon Corp.                                                                                                                 | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    307000 | PA      | $315778.72    | 0.01%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                                                           | FNA VI LLC, Series 2021-1A, Class A                                                                                          | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120625 | PA      | $113250.80    | 0.00%             | 2032-01-10      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                      | Transocean Titan Financing Ltd.                                                                                              | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     54238 | PA      | $55572.47     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                               | Playtika Holding Corp.                                                                                                       | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25705.96     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                          | APH Somerset Investor 2 LLC                                                                                                  | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $207680.38    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1898.14      | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                | FTA Consumo Santander, Series 7, Class B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |    157072 | PA      | $185507.00    | 0.00%             | 2038-07-20      | Floating      | 3.32%                 | 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      | $151714.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                           | Quarzo SRL, Series 2025-1, Class A                                                                                           | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |   2538000 | PA      | $2991634.02   | 0.07%             | 2042-03-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                          | Block, Inc.                                                                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    556000 | PA      | $548695.55    | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                        | Enerflex Ltd.                                                                                                                | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $42763.39     | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138WFNL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176734 | PA      | $173159.22    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                          | Service Corp. International                                                                                                  | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    785000 | PA      | $740132.46    | 0.02%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                        | Mill City Mortgage Loan Trust, Series 2018-1, Class A1                                                                       | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690023 | PA      | $684754.58    | 0.02%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                  | Metro Finance Trust, Series 2024-1, Class A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   4409516 | PA      | $2930031.08   | 0.07%             | 2030-09-17      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                              | Capital One Multi-Asset Execution Trust, Series 2023-A1, Class A                                                             | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100246.16    | 0.00%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                              | Nabors Industries, Inc.                                                                                                      | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157341.74    | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9852000 | PA      | $9644837.17   | 0.23%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                            | Standard Industries, Inc.                                                                                                    | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1632832.79   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                       | Anywhere Real Estate Group LLC                                                                                               | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $243367.26    | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                    | Navistar Financial Dealer Note Master Owner Trust, Series 2024-1, Class A                                                    | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4294000 | PA      | $4325419.63   | 0.10%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                     | Fair Isaac Corp.                                                                                                             | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194508.75    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                           | J.P. Morgan Mortgage Trust, Series 2021-3, Class A12                                                                         | CUSIP: 46592KBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7038147 | PA      | $7122774.58   | 0.17%             | 2051-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011803.35   | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3138E0SE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2517 | PA      | $2496.28      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                   | Crown Castle, Inc.                                                                                                           | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3027000 | PA      | $2951568.67   | 0.07%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                             | DK Trust, Series 2025-LXP, Class C                                                                                           | CUSIP: 23292LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1261000 | PA      | $1262182.19   | 0.03%             | 2037-08-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                          | L3Harris Technologies, Inc.                                                                                                  | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3049216.56   | 0.07%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury Ultra Bond                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -15 | NC      | $-54649.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SLM Private Credit Student Loan Trust                                | SLM Private Credit Student Loan Trust, Series 2005-A, Class A4                                                               | CUSIP: 78443CBV5<br>LEI: 549300ZTEFT8CS12SF95 | Long             | ABS-O            | CORP              | US        |   2855769 | PA      | $2816270.39   | 0.07%             | 2038-12-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| UPX HIL Issuer Trust                                                 | UPX HIL Issuer Trust, Series 2025-1, Class A                                                                                 | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1968489 | PA      | $1976877.50   | 0.05%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                      | Youni Italy SRL, Series 2024-1, Class A                                                                                      | CUSIP: N/A<br>LEI: 8156008D82FF6A71F833       | Long             | ABS-O            | CORP              | IT        |    342736 | PA      | $403954.00    | 0.01%             | 2034-04-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                               | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                                                                            | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1940000 | PA      | $1944365.00   | 0.05%             | 2038-01-19      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| UWM Mortgage Trust                                                   | UWM Mortgage Trust, Series 2021-INV5, Class A10                                                                              | CUSIP: 90355DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4385807 | PA      | $4313624.41   | 0.10%             | 2052-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                | New Enterprise Stone & Lime Co., Inc.                                                                                        | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109975.63    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                  | Prodigy Finance DAC, Series 2021-1A, Class A                                                                                 | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    592462 | PA      | $591913.63    | 0.01%             | 2051-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                   | Southern Co. (The)                                                                                                           | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4158000 | PA      | $4323405.24   | 0.10%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd.                                       | Madison Park Funding XXXV Ltd., Series 2019-35A, Class BR                                                                    | CUSIP: 55819MAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250125.03    | 0.01%             | 2032-04-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                                                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4112000 | PA      | $4288770.07   | 0.10%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                   | Exmoor Funding plc, Series 2024-1, Class D                                                                                   | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136579.57    | 0.00%             | 2094-03-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1502580.10   | 0.04%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                                                        | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    484000 | PA      | $490139.54    | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                            | Federal Farm Credit Bank Bonds                                                                                               | CUSIP: 3133EM5M0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    450000 | PA      | $398995.61    | 0.01%             | 2031-03-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                             | Lindblad Expeditions LLC                                                                                                     | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    343000 | PA      | $349616.47    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                              | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     63500 | PA      | $55441.44     | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J8L50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247804 | PA      | $241493.72    | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                           | Dana, Inc.                                                                                                                   | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51497.81     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140GNMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40246 | PA      | $39045.23     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                            | Federal Farm Credit Bank Bonds                                                                                               | CUSIP: 3133EKA30<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  23500000 | PA      | $22233038.63  | 0.53%             | 2029-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18162000 | PA      | $18463092.00  | 0.44%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $732254.06    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| East One plc                                                         | East One plc, Series 2024-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 213800PCKNACOVV1MZ66       | Long             | ABS-MBS          | CORP              | GB        |    231000 | PA      | $312421.91    | 0.01%             | 2055-12-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                    | Eversource Energy                                                                                                            | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3123000 | PA      | $3140629.18   | 0.07%             | 2027-07-01      | Fixed         | 4.60%                 | 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        |      -563 | NC      | $-915815.21   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                                                    | Brink's Co. (The)                                                                                                            | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    258000 | PA      | $265507.54    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140F12L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252398 | PA      | $244376.96    | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                           | Axalta Coating Systems LLC                                                                                                   | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    254000 | PA      | $240640.69    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                         | Diversified Healthcare Trust                                                                                                 | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $143302.47    | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                       | Watco Cos. LLC                                                                                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $89016.03     | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                | Public Service Enterprise Group, Inc.                                                                                        | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3076694.56   | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                               | Chart Industries, Inc.                                                                                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1493454.73   | 0.04%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2024-XL4, Class A                                                                       | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3777103 | PA      | $3780644.23   | 0.09%             | 2039-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34926171.70  | 0.83%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hill FL                                                              | Hill FL, Series 2024-1FL, Class D                                                                                            | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |     76995 | PA      | $90806.65     | 0.00%             | 2032-02-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                               | Morgan Stanley Bank NA                                                                                                       | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  12618000 | PA      | $12844042.51  | 0.30%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                       | ELFI Graduate Loan Program LLC, Series 2022-A, Class A                                                                       | CUSIP: 28628CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6449110 | PA      | $6361000.22   | 0.15%             | 2047-08-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2018-6, Class A1A                                                                          | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2188799 | PA      | $2173517.11   | 0.05%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                            | Dream Finders Homes, Inc.                                                                                                    | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46685.48     | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                            | FCT Noria, Series 2025-1, Class C                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |    200000 | PA      | $235089.89    | 0.01%             | 2043-07-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| INV Mortgage Trust                                                   | INV Mortgage Trust, Series 2024-IND, Class A                                                                                 | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1568150.00   | 0.04%             | 2041-11-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                      | BRAVO Residential Funding Trust, Series 2023-NQM6, Class A1                                                                  | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3078759 | PA      | $3106725.87   | 0.07%             | 2063-09-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                         | Wells Fargo Mortgage Backed Securities Trust, Series 2019-4, Class A2                                                        | CUSIP: 95002FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626716 | PA      | $547417.76    | 0.01%             | 2049-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pony SA                                                              | Pony SA, Series 2024-1, Class C                                                                                              | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |     97337 | PA      | $114493.26    | 0.00%             | 2033-01-14      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                  | Medline Borrower LP                                                                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1972792.87   | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560501 | PA      | $545856.44    | 0.01%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                                                    | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1479326.71   | 0.04%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                           | CSMC Trust, Series 2021-BHAR, Class C                                                                                        | CUSIP: 12659VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2471093.75   | 0.06%             | 2038-11-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                                                           | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $5370711.99   | 0.13%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                                            | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3673000 | PA      | $3644701.22   | 0.09%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                           | MMAF Equipment Finance LLC, Series 2024-A, Class A3                                                                          | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1795794 | PA      | $1824143.66   | 0.04%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                            | Millrose Properties, Inc.                                                                                                    | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $258674.31    | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                | Veritiv Operating Co.                                                                                                        | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     78000 | PA      | $83711.78     | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                        | Starwood Property Trust, Inc.                                                                                                | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113777.77    | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                   | Exmoor Funding plc, Series 2024-1, Class C                                                                                   | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |    112000 | PA      | $152155.42    | 0.00%             | 2094-03-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association                                                                                        | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15778000 | PA      | $16411645.90  | 0.39%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                     | Jubilee Place BV, Series 7, Class B                                                                                          | CUSIP: N/A<br>LEI: 724500E73QDBSXZ44959       | Long             | ABS-MBS          | CORP              | NL        |    310000 | PA      | $363977.34    | 0.01%             | 2062-09-18      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                     | Boeing Co. (The)                                                                                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $7216479.53   | 0.17%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                              | American Airlines, Inc.                                                                                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17065.03     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                 | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $536789.99    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                  | Station Casinos LLC                                                                                                          | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256811.00    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                             | Together Asset-Backed Securitisation plc, Series 2021-1ST1, Class C                                                          | CUSIP: N/A<br>LEI: 635400SL9S6ASYM6DX74       | Long             | ABS-MBS          | CORP              | GB        |    108000 | PA      | $145249.20    | 0.00%             | 2063-07-12      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust               | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2019-BKWD, Class A                                            | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    719940 | PA      | $701941.15    | 0.02%             | 2029-09-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                   | VICI Properties LP                                                                                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2425751.90   | 0.06%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Federal National Mortgage Association Variable Rate Notes, Series 2024-94, Class FB                                          | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2741169 | PA      | $2763279.34   | 0.07%             | 2054-12-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                              | Acuris Finance US, Inc.                                                                                                      | CUSIP: 00511BAA5<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194375.20    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10578 | PA      | $10305.58     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                        | Netflix, Inc.                                                                                                                | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2177528.09   | 0.05%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                        | Massachusetts Educational Financing Authority, Series 2024A                                                                  | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   2035000 | PA      | $2128827.64   | 0.05%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                       | Constellium SE                                                                                                               | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    387000 | PA      | $386418.65    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                            | FCT Noria, Series 2025-1, Class B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |    400000 | PA      | $470826.92    | 0.01%             | 2043-07-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                          | Castell plc, Series 2025-1, Class A                                                                                          | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |    879224 | PA      | $1189043.25   | 0.03%             | 2062-01-27      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                                                    | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3352749.90   | 0.08%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                         | Deluxe Corp.                                                                                                                 | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58476.10     | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                     | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5478, Class FH                                                  | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8983076 | PA      | $9037394.14   | 0.21%             | 2054-04-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                             | Foundation Finance Trust, Series 2024-1A, Class B                                                                            | CUSIP: 349941AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425004 | PA      | $436562.15    | 0.01%             | 2049-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                | Churchill Downs, Inc.                                                                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    987000 | PA      | $985613.61    | 0.02%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                            | Nelnet Student Loan Trust, Series 2025-BA, Class D                                                                           | CUSIP: 64032BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3574000 | PA      | $3598996.91   | 0.09%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                  | Petroleos Mexicanos                                                                                                          | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |   3800000 | PA      | $3777200.00   | 0.09%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                       | 1011778 BC ULC                                                                                                               | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $302575.07    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                | Churchill Downs, Inc.                                                                                                        | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1520627.76   | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIC Trust                                                            | MIC Trust (The), Series 2023-MIC, Class B                                                                                    | CUSIP: 87256GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1436000 | PA      | $1555946.93   | 0.04%             | 2038-12-05      | Variable      | 9.86%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                  | Metro Finance Trust, Series 2025-1, Class B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    610000 | PA      | $406313.11    | 0.01%             | 2031-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2017-6, Class A1                                                                           | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3123250 | PA      | $3074535.89   | 0.07%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                       | Starz Capital Holdings 1, Inc.                                                                                               | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $85350.60     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                            | Diamond Foreign Asset Co.                                                                                                    | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     56000 | PA      | $59342.42     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                                            | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    765000 | PA      | $743660.53    | 0.02%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                | Elevance Health, Inc.                                                                                                        | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1307812.35   | 0.03%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                               | Truist Financial Corp.                                                                                                       | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3943000 | PA      | $3988758.08   | 0.09%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                              | Uber Technologies, Inc.                                                                                                      | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3695664.39   | 0.09%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                             | One New York Plaza Trust, Series 2020-1NYP, Class AJ                                                                         | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1117000 | PA      | $1077901.76   | 0.03%             | 2036-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                              | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                                                                            | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2180000 | PA      | $2188803.49   | 0.05%             | 2038-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                         | Twilio, Inc.                                                                                                                 | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476457.05    | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                      | TransDigm, Inc.                                                                                                              | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    802000 | PA      | $825695.09    | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                                                 | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3635590.99   | 0.09%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                              | GFL Environmental, Inc.                                                                                                      | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $172659.41    | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                         | BX Commercial Mortgage Trust, Series 2022-AHP, Class A                                                                       | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2198625.00   | 0.05%             | 2039-01-17      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                  | Hilcorp Energy I LP                                                                                                          | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    454000 | PA      | $447234.95    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1835349.74   | 0.04%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                     | Goodyear Tire & Rubber Co. (The)                                                                                             | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29294.99     | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                         | NY Commercial Mortgage Trust, Series 2025-299P, Class C                                                                      | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1337544.13   | 0.03%             | 2047-02-10      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                       | NCL Corp. Ltd.                                                                                                               | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    545000 | PA      | $544979.58    | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd.                                                  | Elmwood CLO 26 Ltd., Series 2024-1A, Class C                                                                                 | CUSIP: 29004CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3727010.37   | 0.09%             | 2037-04-18      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 3140JM3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697881 | PA      | $696955.00    | 0.02%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                  | Panorama Auto Trust, Series 2025-1, Class A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   2935659 | PA      | $1943729.83   | 0.05%             | 2033-03-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                               | John Deere Owner Trust, Series 2023-B, Class A3                                                                              | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4871458 | PA      | $4906952.88   | 0.12%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                          | Caesars Entertainment, Inc.                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2390483.62   | 0.06%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                      | Blackstone Mortgage Trust, Inc.                                                                                              | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165964.35    | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1356463.39   | 0.03%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                       | Park Intermediate Holdings LLC                                                                                               | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382000 | PA      | $393801.51    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                          | Cheniere Energy Partners LP                                                                                                  | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1214378.88   | 0.03%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                                                         | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1201739.48   | 0.03%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                        | Voya CLO Ltd., Series 2017-1A, Class A1R                                                                                     | CUSIP: 92916MAF8<br>LEI: 54930054YW6PM1FPVU95 | Long             | ABS-CBDO         | CORP              | KY        |    121160 | PA      | $121196.26    | 0.00%             | 2030-04-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                              | Mila BV, Series 2024-1, Class C                                                                                              | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |     90832 | PA      | $107255.43    | 0.00%             | 2041-09-16      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                                                           | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3195080.74   | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                     | Twin Bridges plc, Series 2021-2, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |    435000 | PA      | $585051.98    | 0.01%             | 2055-09-12      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                        | Navient Corp.                                                                                                                | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    581000 | PA      | $611361.90    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                                                        | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    305000 | PA      | $288904.56    | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                 | Boots Group Finco LP, Series 144*                                                                                            | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    165000 | PA      | $226063.25    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  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        |   2946000 | PA      | $2954303.30   | 0.07%             | 2042-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                                                         | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6700000 | PA      | $7030934.78   | 0.17%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                  | New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A                                                               | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2717781 | PA      | $2657468.84   | 0.06%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                            | Tyco Electronics Group SA                                                                                                    | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   4000000 | PA      | $4049041.00   | 0.10%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                | INTOWN Mortgage Trust, Series 2025-STAY, Class A                                                                             | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3512000 | PA      | $3512000.00   | 0.08%             | 2042-03-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                    | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |     77497 | PA      | $91785.44     | 0.00%             | 2036-12-29      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Dryden 65 CLO Ltd.                                                   | Dryden 65 CLO Ltd., Series 2018-65A, Class B                                                                                 | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501080.05    | 0.01%             | 2030-07-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                                            | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3088000 | PA      | $3146538.97   | 0.07%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                              | Civitas Resources, Inc.                                                                                                      | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98472.16     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA                                                     | Efesto Bidco SpA Efesto US LLC, Series XR                                                                                    | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |   1530000 | PA      | $1556928.00   | 0.04%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                     | Fantasia Holdings Group Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    667000 | PA      | $10005.00     | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                         | Hess Midstream Operations LP                                                                                                 | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $92077.58     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                     | Bombardier, Inc.                                                                                                             | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    363000 | PA      | $363917.66    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                | ARI Fleet Lease Trust, Series 2025-B, Class A2                                                                               | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10915000 | PA      | $10982502.73  | 0.26%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                          | Match Group Holdings II LLC                                                                                                  | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    812000 | PA      | $797651.07    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                          | Gates Corp.                                                                                                                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197153.50    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Funds V

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer