# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-26-066809
**Filing Date:** 2026-6
**Character Count:** 712722
**Document Hash:** b881e3f85483fa77b0998baad4d304e6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066809.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066809

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iShares U.S. ETF Trust
- **CENTRAL INDEX KEY:** 0001524513

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22649
- **FILM NUMBER:** 261121739

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

## Series and Classes Contracts Data

### iShares Short Duration Bond Active ETF (Series ID: S000037042)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000113876 | iShares Short Duration Bond Active ETF | NEAR            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares U.S. ETF Trust

- **b. Investment Company Act file number:** 811-22649

- **c. CIK number of Registrant:** 0001524513

- **d. LEI of Registrant:** 5493002YECWEEITPWL97

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

  - **Street Address 1:** 400 HOWARD STREET

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares Short Duration Bond Active ETF

- **b. EDGAR series identifier (if any):** S000037042

- **c. LEI of Series:** 549300BV2WH8444C2Y33

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $4587422642.73

**Total Liabilities:** $261425664.51

**Net Assets:** $4325996978.22

**Delayed Delivery Securities:** $18419494.11

**Cash Not Reported:** $18959202.64

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 180559.09000000 | **1-Year:** 94806.19000000 | **5-Year:** 453194.66000000 | **10-Year:** 13646.76000000 | **30-Year:** 28303.38000000

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

- **3-Month:** 3227.35000000 | **1-Year:** 10751.24000000 | **5-Year:** 81593.93000000 | **10-Year:** 492.53000000 | **30-Year:** 868.99000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113876 | 0.47%                | -0.64%               | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $769477.47               | $5874937.77                                |
| Month 2  | $1791533.94              | $-42488774.34                              |
| Month 3  | $1521845.04              | $4836542.71                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NEWDAY PARTNERSHIP FUNDING PLC                                   | Newday Funding Master Issuer PLC - Series 2026-1                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    142000 | PA      | $193267.04    | 0.00%             | 2034-03-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496040.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                              | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1319767.44   | 0.03%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MATADOR RESOURCES CO                                             | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102116.40    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26271.42     | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    423000 | PA      | $416606.36    | 0.01%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                        | LEX Trust 2026-450                                                               | CUSIP: 501970AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1427000 | PA      | $1423442.35   | 0.03%             | 2043-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                        | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100265.89    | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1698681.76   | 0.04%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                   | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    331000 | PA      | $450895.05    | 0.01%             | 2056-10-21      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bay View Federal Savings And Loan Assoc.                         | BAY 2025-LIVN Mortgage Trust                                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3350000.00   | 0.08%             | 2035-05-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   3295000 | PA      | $2969367.61   | 0.07%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5384000 | PA      | $5484170.94   | 0.13%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | Bravo Residential Funding Trust 2025-Nqm3                                        | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |    852949 | PA      | $857637.52    | 0.02%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47248.49     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                                     | AutoFlorence 2 Srl                                                               | CUSIP: 000000000<br>LEI: 815600C91B7AF7C88210 | Long             | ABS-O            | CORP              | IT        |   1378064 | PA      | $1617802.40   | 0.04%             | 2044-12-24      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     26000 | PA      | $26942.71     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $212037.24    | 0.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4160000 | PA      | $4259679.01   | 0.10%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30866.75     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102546.80    | 0.00%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    626000 | PA      | $632653.75    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63942AAB2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2803576 | PA      | $2788693.22   | 0.06%             | 2069-04-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                         | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     27000 | PA      | $26982.42     | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                   | CSTL Commercial Mortgage Trust 2026-GATE3                                        | CUSIP: 228920AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $422618.36    | 0.01%             | 2043-02-10      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | Enbridge Inc                                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $474868.36    | 0.01%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| GE VERNOVA INC                                                   | GE Vernova Inc                                                                   | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   5870000 | PA      | $5818111.43   | 0.13%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| STATION CASINOS LLC                                              | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    423000 | PA      | $416422.08    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                          | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    407000 | PA      | $426890.90    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                      | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    892000 | PA      | $846937.54    | 0.02%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5193000 | PA      | $5121000.56   | 0.12%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| Bryant Park Funding Ltd                                          | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766CAA2<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   1440000 | PA      | $1442004.34   | 0.03%             | 2037-04-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Allied Credit Trust                                              | Allied Credit ABS Trust 2026-1                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |   2625000 | PA      | $1888716.40   | 0.04%             | 2034-04-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                    | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $882453.06    | 0.02%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | SoFi Consumer Loan Program 2025-2 Trust                                          | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3950116 | PA      | $3962564.46   | 0.09%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                                    | TYSN 2023-CRNR Mortgage Trust                                                    | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610000 | PA      | $1672479.91   | 0.04%             | 2033-12-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22758.54     | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   1662000 | PA      | $2247168.91   | 0.05%             | 2038-05-18      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    732000 | PA      | $714156.62    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   3396000 | PA      | $4594192.73   | 0.11%             | 2038-05-18      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                 | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161432.72    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAC3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2046928 | PA      | $2055121.40   | 0.05%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1305787.81   | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    104000 | PA      | $102975.84    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76336.62     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517822.73   | 0.04%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC                                               | Risewell Homes Inc                                                               | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    203000 | PA      | $207409.80    | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5884000 | PA      | $5994573.95   | 0.14%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1334948 | PA      | $1334951.75   | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  10790000 | PA      | $10404314.90  | 0.24%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                       | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3201000 | PA      | $3182664.03   | 0.07%             | 2033-03-10      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106875.00    | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2026-NQM1                                                     | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |   1749258 | PA      | $1735932.59   | 0.04%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    283000 | PA      | $277877.70    | 0.01%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CEDR TRUST                                                       | CEDR Commercial Mortgage Trust 2022-SNAI                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5410000 | PA      | $5353479.57   | 0.12%             | 2039-02-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                           | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    117000 | PA      | $119684.45    | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1420000 | PA      | $1410795.11   | 0.03%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  14005000 | PA      | $13985120.32  | 0.32%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                              | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: 984500D1F362E8C1FF34 | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $360691.44    | 0.01%             | 2031-10-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2021-2                                                       | CUSIP: 74936RAE4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   7677541 | PA      | $6879730.50   | 0.16%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO                                               | Blueberry Park CLO Ltd                                                           | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2003923.40   | 0.05%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $199429.36    | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    610000 | PA      | $626650.56    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                              | Metro Finance Trust                                                              | CUSIP: 000000000<br>LEI: 984500D1F362E8C1FF34 | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $359507.12    | 0.01%             | 2033-02-16      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                         | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    436000 | PA      | $416281.87    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding LVII Ltd                                                    | CUSIP: 55822GAQ7<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   1635000 | PA      | $1636632.55   | 0.04%             | 2034-07-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2026-MED1                                                 | CUSIP: 816940AD2<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   3470091 | PA      | $3430098.82   | 0.08%             | 2056-04-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                         | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94686.86     | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Trinitas CLO Ltd                                                 | Trinitas CLO XII Ltd                                                             | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   4623016 | PA      | $4624342.46   | 0.11%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    939000 | PA      | $976195.67    | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1013847.98   | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Oaktree CLO Ltd                                                  | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FBA6<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $698078.99    | 0.02%             | 2038-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                       | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1294464.69   | 0.03%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3245098.07   | 0.08%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    200000 | PA      | $208533.50    | 0.00%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                   | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248473.09    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| PBF HOLDING CO LLC                                               | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18451.93     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7663000 | PA      | $7751139.06   | 0.18%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-1                                                 | CUSIP: 64035EAA2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   4941726 | PA      | $4941731.10   | 0.11%             | 2033-10-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10209000 | PA      | $10439639.28  | 0.24%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                             | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97506.70     | 0.00%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    394000 | PA      | $403711.71    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27801.58     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |    512000 | PA      | $503698.66    | 0.01%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                               | Summit Issuer LLC                                                                | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5275000 | PA      | $5278086.93   | 0.12%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Tagus STC/Ulisses Finance                                        | TAGUS - Sociedade de Titularizacao de Creditos SA/Ulisses Finance No. 2          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |   3452942 | PA      | $4056463.55   | 0.09%             | 2038-09-23      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    160000 | PA      | $161435.68    | 0.00%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    492000 | PA      | $495440.66    | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98112.43     | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     93000 | PA      | $87018.73     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Lanark Master Issuer plc                                         | Lanark Master Issuer PLC                                                         | CUSIP: 000000000<br>LEI: 213800KIOPB5OYXIVY33 | Long             | ABS-MBS          | CORP              | GB        |    720100 | PA      | $979105.69    | 0.02%             | 2069-12-22      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2024-1                                                  | CUSIP: 349941AA2<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   1722330 | PA      | $1741503.45   | 0.04%             | 2049-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646958 | PA      | $1649008.47   | 0.04%             | 2042-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                       | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499057.10    | 0.01%             | 2042-12-10      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    249000 | PA      | $238119.42    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | Forvia SE                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200569.40    | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    173000 | PA      | $166629.29    | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | Ryder System Inc                                                                 | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130484.42    | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14175000 | PA      | $14029197.79  | 0.32%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                      | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    381000 | PA      | $385527.04    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Westways Funding Ltd                                             | WEST Trust 2025-ROSE                                                             | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2699000 | PA      | $2714253.67   | 0.06%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    560000 | PA      | $536497.98    | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    184000 | PA      | $184622.47    | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1516877.10   | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |     76353 | PA      | $90271.43     | 0.00%             | 2034-03-21      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    726000 | PA      | $735434.60    | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    152000 | PA      | $152041.71    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                  | Residential Mortgage Loan Trust 2019-3                                           | CUSIP: 76119NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1196582 | PA      | $1189811.18   | 0.03%             | 2059-09-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94330.85     | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |     68752 | PA      | $80993.89     | 0.00%             | 2034-10-18      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |   1141948 | PA      | $1557905.11   | 0.04%             | 2060-04-28      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    145000 | PA      | $147519.49    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | Micron Technology Inc                                                            | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2516472.16   | 0.06%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-ARIA                                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4480000 | PA      | $4493681.47   | 0.10%             | 2042-12-13      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Youni Italy                                                      | Youni Italy 2024-1 Srl                                                           | CUSIP: 000000000<br>LEI: 8156008D82FF6A71F833 | Long             | ABS-O            | CORP              | IT        |    693424 | PA      | $815989.12    | 0.02%             | 2034-04-25      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD 2024-WRHS Mortgage Trust                                                    | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2132093 | PA      | $2133415.75   | 0.05%             | 2039-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                   | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249732.15    | 0.01%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    689000 | PA      | $647755.36    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103993.30    | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4685451.31   | 0.11%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                         | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    193000 | PA      | $196925.70    | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10017000 | PA      | $9870917.68   | 0.23%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                         | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    387000 | PA      | $385236.17    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                         | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138683.07    | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital Clo 29 Ltd                                                     | CUSIP: 03332QAU9<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |   2540000 | PA      | $2540000.00   | 0.06%             | 2039-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2024-HYB1                                                 | CUSIP: 81749EAA3<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   2240017 | PA      | $2236287.69   | 0.05%             | 2063-11-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2025-NQM2                                        | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |   2167659 | PA      | $2181715.05   | 0.05%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Auto ABS                                                         | Auto Abs Spanish Loans 2026-1                                                    | CUSIP: 000000000<br>LEI: 9598007ZVMKDJKZFAC54 | Long             | ABS-O            | CORP              | ES        |    100000 | PA      | $117155.94    | 0.00%             | 2038-12-28      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1430001.29   | 0.03%             | 2034-10-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                          | Halseypoint Clo 6 Ltd                                                            | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503639.75   | 0.03%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44950.34     | 0.00%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51259.54     | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                              | PFS Financing Corp                                                               | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7281000 | PA      | $7351177.19   | 0.17%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                     | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    620000 | PA      | $623379.29    | 0.01%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    407000 | PA      | $425695.14    | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8340000 | PA      | $8707050.24   | 0.20%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-1                                                  | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   5138663 | PA      | $5132053.53   | 0.12%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                              | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $2367926.24   | 0.05%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dowson 2026-1 Plc                                                | Dowson 2026-1 PLC                                                                | CUSIP: 000000000<br>LEI: 213800ARUDISHV4A5218 | Long             | ABS-O            | CORP              | GB        |    123000 | PA      | $167371.05    | 0.00%             | 2033-05-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    415000 | PA      | $441328.85    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                                            | Virgin Media O2 Vendor Financing Notes VI DAC                                    | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |    890000 | PA      | $798818.88    | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4405423 | PA      | $4455738.75   | 0.10%             | 2054-03-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                              | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3595000 | PA      | $3557657.51   | 0.08%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2023-NQM8                                        | CUSIP: 10567MAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    783129 | PA      | $785899.15    | 0.02%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    456000 | PA      | $449429.45    | 0.01%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Quarzo Srl                                                       | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |     59514 | PA      | $70549.73     | 0.00%             | 2041-06-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    340000 | PA      | $352159.76    | 0.01%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Dowson 2026-1 Plc                                                | Dowson 2026-1 PLC                                                                | CUSIP: 000000000<br>LEI: 213800ARUDISHV4A5218 | Long             | ABS-O            | CORP              | GB        |    933000 | PA      | $1269571.87   | 0.03%             | 2033-05-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2017-375H                                      | CUSIP: 36254JAJ4<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $630878.23    | 0.01%             | 2037-09-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2818411.35   | 0.07%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                           | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     66000 | PA      | $69474.04     | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    270000 | PA      | $277696.35    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BL Consumer Issuance Platform II                                 | Compartment BL Consumer Credit 2024                                              | CUSIP: 000000000<br>LEI: 549300BCEKCIKD7MN312 | Long             | ABS-O            | CORP              | LU        |    899000 | PA      | $1055475.09   | 0.02%             | 2041-09-25      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                           | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    793000 | PA      | $857875.33    | 0.02%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AIR CANADA                                                       | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $140610.09    | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4031000 | PA      | $4045318.39   | 0.09%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |    392736 | PA      | $535636.78    | 0.01%             | 2032-05-16      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    208000 | PA      | $201922.93    | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2026-CRE1 Issuer LLC                                                        | CUSIP: 74391FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3390000 | PA      | $3394285.50   | 0.08%             | 2043-03-19      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                        | Golden Bar Securitisation Srl                                                    | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |    155696 | PA      | $184144.90    | 0.00%             | 2043-09-22      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | Boyd Gaming Corp                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99550.92     | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608619 | PA      | $616216.64    | 0.01%             | 2054-12-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                  | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    572980 | PA      | $672085.94    | 0.02%             | 2057-12-27      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                               | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447592 | PA      | $448151.54    | 0.01%             | 2041-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust 2025-5                                         | CUSIP: 161935BA8<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |   4049329 | PA      | $4070405.35   | 0.09%             | 2056-04-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    188000 | PA      | $199596.59    | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Castell                                                          | Castell 2026-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138001VE6A22R7N6706 | Long             | ABS-MBS          | CORP              | GB        |    126000 | PA      | $172391.46    | 0.00%             | 2062-12-27      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                     | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2150000 | PA      | $2111938.79   | 0.05%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | Lithia Motors Inc                                                                | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99527.57     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                                        | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |    161000 | PA      | $220543.95    | 0.01%             | 2056-04-21      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7723000 | PA      | $7579026.29   | 0.18%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87448.94     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |    600000 | PA      | $700558.31    | 0.02%             | 2038-12-14      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685000 | PA      | $687381.20    | 0.02%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59630.18     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                              | Fifth Third Bancorp                                                              | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2403235.03   | 0.06%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10364000 | PA      | $10481736.39  | 0.24%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2021-NQM4                                                                   | CUSIP: 12659PAA1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    447557 | PA      | $390773.15    | 0.01%             | 2066-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                          | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104275.80    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                     | NiSource Inc                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89698.06     | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8537000 | PA      | $8651218.74   | 0.20%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $423186.20    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2026-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400NBXJLIIDPDLP80 | Long             | ABS-O            | CORP              | IE        |    200000 | PA      | $234897.07    | 0.01%             | 2037-10-18      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| E-CARAT PLC                                                      | E-Carat UK 2026-1 PLC                                                            | CUSIP: 000000000<br>LEI: 6354009UVYHN8M4BQB63 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $136074.97    | 0.00%             | 2034-01-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $219439.42    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5309000 | PA      | $4817384.16   | 0.11%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| iShares AAA CLO Active ETF                                       | iShares AAA CLO Active ETF                                                       | CUSIP: 092528504<br>LEI: 529900KNSFG5S5J6YP44 | Long             | EC               | RF                | US        |    165000 | NS      | $8575875.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    194000 | PA      | $193916.15    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1184839.26   | 0.03%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                   | CSTL Commercial Mortgage Trust 2026-GATE3                                        | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610000 | PA      | $1586189.55   | 0.04%             | 2043-02-10      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9278000 | PA      | $9355775.62   | 0.22%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| VELOCITY 2026-1 PLC                                              | Velocity 2026-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PL94CXWBF7SX91 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $136076.47    | 0.00%             | 2037-02-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAN6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502013.40    | 0.01%             | 2037-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2023-4 Ltd                                                     | CUSIP: 696924AN9<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4017268.80   | 0.09%             | 2037-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2656110.95   | 0.06%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Auto ABS                                                         | Auto ABS Spanish Loans 2024-1 FT                                                 | CUSIP: 000000000<br>LEI: 9598007LTXPL84RD7W58 | Long             | ABS-O            | CORP              | ES        |   1624831 | PA      | $1911771.23   | 0.04%             | 2038-09-28      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Jubilee Place                                                    | Jubilee Place 9 BV                                                               | CUSIP: 000000000<br>LEI: 724500NW990F5Q3VQE73 | Long             | ABS-O            | CORP              | NL        |    120000 | PA      | $139160.02    | 0.00%             | 2061-10-17      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD                                                  | Mizuho Bank Ltd                                                                  | CUSIP: 60688XBP4<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   3025000 | PA      | $3042293.68   | 0.07%             | 2031-04-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| OHIO EDISON CO                                                   | Ohio Edison Co                                                                   | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1980859.38   | 0.05%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595000 | PA      | $1594003.13   | 0.04%             | 2044-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $344508.67    | 0.01%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                            | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   4120000 | PA      | $4121552.42   | 0.10%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM3 Trust                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |   1041340 | PA      | $1049465.32   | 0.02%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246952.90    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $4246975.95   | 0.10%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    238000 | PA      | $236116.34    | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97403.20     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                                       | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |   1311743 | PA      | $1542749.51   | 0.04%             | 2042-03-15      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    217000 | PA      | $222992.15    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | Global Payments Inc                                                              | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1420188.04   | 0.03%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2023-5C2 Mortgage Trust                                                      | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1052109.30   | 0.02%             | 2056-11-15      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                        | Santander Mortgage Asset Receivable Trust 2026-NQM1                              | CUSIP: 802931AC9<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |   2122447 | PA      | $2112000.89   | 0.05%             | 2065-11-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538485 | PA      | $1543270.00   | 0.04%             | 2041-10-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                            | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1149357.00   | 0.03%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                | Nexstar Media Inc                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    382000 | PA      | $384439.46    | 0.01%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110816.16    | 0.00%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    523000 | PA      | $520224.10    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group Inc                                                                 | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    538000 | PA      | $535284.65    | 0.01%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    117000 | PA      | $113594.06    | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAA0<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   1158524 | PA      | $1147047.18   | 0.03%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11620000 | PA      | $11717403.37  | 0.27%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2198000 | PA      | $2231397.07   | 0.05%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                        | LBA Trust 2024-7IND                                                              | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3103540 | PA      | $3105465.05   | 0.07%             | 2041-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $191791.02    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    479000 | PA      | $468735.92    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Auto ABS                                                         | Auto Abs Spanish Loans 2026-1                                                    | CUSIP: 000000000<br>LEI: 9598007ZVMKDJKZFAC54 | Long             | ABS-O            | CORP              | ES        |    700000 | PA      | $820884.39    | 0.02%             | 2038-12-28      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1402174.03   | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                      | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $128243.75    | 0.00%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Trust 2025-FPM                                                              | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2246000 | PA      | $2256806.40   | 0.05%             | 2040-10-10      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18408.08     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     83000 | PA      | $86741.97     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $156767.34    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98622.41     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI Properties LP                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |  12569000 | PA      | $12586411.08  | 0.29%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    273000 | PA      | $287668.84    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    886000 | PA      | $914380.24    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                          | Meridian Arc Holdco LLC                                                          | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2764000 | PA      | $2763370.89   | 0.06%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2024-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |    219561 | PA      | $299156.21    | 0.01%             | 2034-05-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    641000 | PA      | $651113.72    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    468000 | PA      | $476754.14    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                         | Graphic Packaging International LLC                                              | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    166000 | PA      | $160559.20    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 35 Ltd                                                                   | CUSIP: 48254LAN5<br>LEI: 2549008R44IN2IU2DG62 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500735.90   | 0.03%             | 2038-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56235.70     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $3929372.07   | 0.09%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                   | CarVal CLO IX-C Ltd                                                              | CUSIP: 14688HAA0<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000000.00   | 0.02%             | 2037-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $119985.71    | 0.00%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                         | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    171000 | PA      | $73530.00     | 0.00%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                  | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $116653.97    | 0.00%             | 2057-12-27      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2026-NQM3                                                     | CUSIP: 00248BAC1<br>LEI: 984500676AA49C11FP07 | Long             | ABS-MBS          | CORP              | US        |   9845000 | PA      | $9804585.29   | 0.23%             | 2071-04-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                | TAGUS - Sociedade de Titularizacao de Creditos SA/Viriato Finance No 1           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |    428104 | PA      | $500714.95    | 0.01%             | 2040-10-28      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction                                   | Lanebrook Mortgage Transaction 2023-1 PLC                                        | CUSIP: 000000000<br>LEI: 2138005714CA9TQPDX90 | Long             | ABS-MBS          | CORP              | GB        |    670149 | PA      | $915592.16    | 0.02%             | 2060-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137651.67    | 0.00%             | 2068-02-26      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                       | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    173000 | PA      | $170308.12    | 0.00%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2297000 | PA      | $2298435.63   | 0.05%             | 2042-11-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $2645214.16   | 0.06%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                                       | Regatta XXVII Funding Ltd                                                        | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   1925000 | PA      | $1926949.45   | 0.04%             | 2037-04-26      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                               | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2102000 | PA      | $2237638.28   | 0.05%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    256000 | PA      | $252812.77    | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    179000 | PA      | $166745.77    | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                 | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189852.36    | 0.00%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| NEWBRIDGE PARK CLO                                               | Newbridge Park CLO DAC                                                           | CUSIP: 000000000<br>LEI: 635400MHBRLQFZ1CYD71 | Long             | ABS-CBDO         | CORP              | IE        |   1162000 | PA      | $1364046.33   | 0.03%             | 2040-04-15      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                             | CUSIP: 56036BAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115000 | PA      | $1114984.70   | 0.03%             | 2041-01-15      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                       | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2647308.03   | 0.06%             | 2031-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                       | Pfizer Inc                                                                       | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2852299.66   | 0.07%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                        | Amgen Inc                                                                        | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2603628.39   | 0.06%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    305469 | PA      | $300724.72    | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                                       | VRTX Trust 2025-HQ                                                               | CUSIP: 91835XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2786000 | PA      | $2773704.27   | 0.06%             | 2042-08-05      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3940289.75   | 0.09%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                  | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $116776.74    | 0.00%             | 2057-12-27      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1320000 | PA      | $1363266.96   | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    102000 | PA      | $139339.59    | 0.00%             | 2032-07-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| MLTI Trust                                                       | MLTI Trust 2026-SF75                                                             | CUSIP: 55318JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3073000 | PA      | $3059609.40   | 0.07%             | 2036-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1836000 | PA      | $1914182.39   | 0.04%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4141000 | PA      | $4084607.49   | 0.09%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    321000 | PA      | $348526.52    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184109.05    | 0.00%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2024-2 PLC                                                  | CUSIP: 000000000<br>LEI: 635400KGPH6QBBQEL802 | Long             | ABS-MBS          | CORP              | GB        |    168000 | PA      | $229149.12    | 0.01%             | 2066-05-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1286.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   9090000 | PA      | $9180065.36   | 0.21%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1294259.24   | 0.03%             | 2031-02-12      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                  | Sands China Ltd                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   3750000 | PA      | $3675000.00   | 0.08%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2025-10                                                   | CUSIP: 81750CBB0<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |   4141496 | PA      | $4158571.93   | 0.10%             | 2055-11-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BBVA Consumo FTA                                                 | Bbva Consumer 2026-1 Fondo de Titulizacion                                       | CUSIP: 000000000<br>LEI: 9598008ZNM97MVXBD120 | Long             | ABS-O            | CORP              | ES        |   1400000 | PA      | $1641801.65   | 0.04%             | 2039-05-20      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764501 | PA      | $776373.09    | 0.02%             | 2055-06-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |   1006000 | PA      | $1379725.90   | 0.03%             | 2061-02-26      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $337137.90    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13083000 | PA      | $13173605.40  | 0.30%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119866.24    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5720000 | PA      | $5620705.72   | 0.13%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Thunder Logistics                                                | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    705657 | PA      | $828200.33    | 0.02%             | 2036-11-17      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance                                           | Dutch Property Finance 2022-1 BV                                                 | CUSIP: 000000000<br>LEI: 724500CYSYRT8MQXXN91 | Long             | ABS-MBS          | CORP              | NL        |   4915580 | PA      | $5773692.07   | 0.13%             | 2059-10-28      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3075215.29   | 0.07%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62255.69     | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1066136.07   | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| LABL INC                                                         | LABL Inc                                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     96000 | PA      | $41280.00     | 0.00%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    526000 | PA      | $520556.78    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4769127.67   | 0.11%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    247149 | PA      | $289757.38    | 0.01%             | 2038-01-14      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5207423.00   | 0.12%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2024-1                                        | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    593000 | PA      | $600478.92    | 0.01%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                           | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50809.64     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30633.60     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                            | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    232000 | PA      | $230240.00    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                           | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    209000 | PA      | $209700.15    | 0.00%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                               | Mattamy Group Corp                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $144009.83    | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136AJSC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5244729 | PA      | $4972656.29   | 0.11%             | 2034-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                         | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $83749.55     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Student Loan Trust                                                       | CUSIP: 63942TAB1<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |   1018890 | PA      | $1024126.50   | 0.02%             | 2072-03-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2026-1 PLC                                                  | CUSIP: 000000000<br>LEI: 213800RFTUPOIEPDEP07 | Long             | ABS-O            | CORP              | GB        |   2390791 | PA      | $3251674.18   | 0.08%             | 2073-01-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    458000 | PA      | $476996.47    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025330.09   | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    422000 | PA      | $382891.64    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89944.02     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2759000 | PA      | $2853036.71   | 0.07%             | 2028-10-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                | Nexstar Media Inc                                                                | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117900.43    | 0.00%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    206000 | PA      | $204938.49    | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust 2025-3                                         | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |   3680011 | PA      | $3674163.69   | 0.08%             | 2056-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99616.39     | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM6 Trust                                                              | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   1841606 | PA      | $1855030.25   | 0.04%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116388.03    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                          | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    159000 | PA      | $159737.12    | 0.00%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                               | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $235399.78    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $1848770.31   | 0.04%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AFG                                                              | AFG 2026-1 Trust                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   6328000 | PA      | $4534341.15   | 0.10%             | 2057-10-10      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   4200000 | PA      | $4130700.00   | 0.10%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8163728.43   | 0.19%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1082280 | PA      | $1099169.43   | 0.03%             | 2055-06-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2024-INV4                         | CUSIP: 61776XAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4725178 | PA      | $4699050.33   | 0.11%             | 2054-09-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1087336.92   | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                | TURQUOISE V TRUST SERIES 2026-1 TRUST                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   1440000 | PA      | $1035176.48   | 0.02%             | 2067-06-12      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                                         | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    318000 | PA      | $323376.11    | 0.01%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA Finance LLC                                                             | CUSIP: 26884TBC5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   6380000 | PA      | $6366823.26   | 0.15%             | 2029-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 23 LLC                                                              | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |   1455000 | PA      | $1455842.45   | 0.03%             | 2036-04-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    782000 | PA      | $797654.81    | 0.02%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1683411.09   | 0.04%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    136000 | PA      | $143830.88    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                          | Big River Steel LLC / BRS Finance Corp                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $386325.40    | 0.01%             | 2029-01-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1311883.31   | 0.03%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    287000 | PA      | $273950.11    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   1492000 | PA      | $2033255.51   | 0.05%             | 2033-04-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |    198000 | PA      | $198252.85    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $991890.63    | 0.02%             | 2042-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                 | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |    480000 | PA      | $654843.71    | 0.02%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| National RMBS Trust                                              | National RMBS Trust 2026-1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    500000 | PA      | $358286.81    | 0.01%             | 2057-10-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95690.26     | 0.00%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    536000 | PA      | $550775.38    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97621.04     | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552974 | PA      | $560831.35    | 0.01%             | 2054-08-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2024-CES1                                                    | CUSIP: 749424AA5<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   2276335 | PA      | $2286306.49   | 0.05%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    233000 | PA      | $238640.00    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    198000 | PA      | $180440.25    | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                     | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3720000 | PA      | $3662378.73   | 0.08%             | 2032-08-10      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                            | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202008.28    | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                | TURQUOISE V TRUST SERIES 2026-1 TRUST                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   3060000 | PA      | $2195764.05   | 0.05%             | 2067-06-12      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1925694.10   | 0.04%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3785493.10   | 0.09%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    814000 | PA      | $811342.21    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    600000 | PA      | $564799.06    | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $138017.99    | 0.00%             | 2060-04-28      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-RCF1 LLC                                                               | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    563421 | PA      | $556556.23    | 0.01%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1680000 | PA      | $1736828.02   | 0.04%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    919000 | PA      | $935532.81    | 0.02%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                             | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98448.05     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4200000 | PA      | $4251114.00   | 0.10%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136974.29    | 0.00%             | 2060-04-28      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                         | Constellation Energy Generation LLC                                              | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4126759.52   | 0.10%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST6                                   | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1720604 | PA      | $1721088.83   | 0.04%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47231.55     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                    | Ballyrock CLO 2019-2 Ltd                                                         | CUSIP: 05875MBD3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   1235000 | PA      | $1237331.31   | 0.03%             | 2038-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND Mortgage Trust                                      | INV 2024-IND Mortgage Trust                                                      | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180000 | PA      | $1169675.00   | 0.03%             | 2041-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                                        | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |    165000 | PA      | $225151.25    | 0.01%             | 2056-04-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                   | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2425000 | PA      | $2506137.83   | 0.06%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    223000 | PA      | $225516.67    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1884116.37   | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    272000 | PA      | $273612.69    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2005-B                                     | CUSIP: 78443CCB8<br>LEI: 549300FE2YWO5PJ3Q820 | Long             | ABS-O            | CORP              | US        |   2071205 | PA      | $2044292.96   | 0.05%             | 2039-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                         | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAJ5<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1643000 | PA      | $1608478.76   | 0.04%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | Santander Consumo 10 FT                                                          | CUSIP: 000000000<br>LEI: 9845003Q6DEF3R087B56 | Long             | ABS-O            | CORP              | ES        |    400000 | PA      | $469926.05    | 0.01%             | 2041-05-22      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |   2500000 | PA      | $2938754.26   | 0.07%             | 2035-04-18      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2548000 | PA      | $2568330.49   | 0.06%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199839.24    | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLOSSUS BTL                                                     | Molossus Btl 2024-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400TPGD2VZXFZMM69 | Long             | ABS-MBS          | CORP              | GB        |   1318835 | PA      | $1797073.26   | 0.04%             | 2061-04-18      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104908.20    | 0.00%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    231000 | PA      | $237596.67    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119186.78    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                          | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    286000 | PA      | $222258.15    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $2246560.46   | 0.05%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60445.99     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |   2179000 | PA      | $2094133.83   | 0.05%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   2179547 | PA      | $2178440.20   | 0.05%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                         | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92578.37     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Thunder Logistics                                                | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |     62708 | PA      | $73632.57     | 0.00%             | 2036-11-17      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399000 | PA      | $415155.51    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Auto ABS                                                         | Auto Abs Spanish Loans 2026-1                                                    | CUSIP: 000000000<br>LEI: 9598007ZVMKDJKZFAC54 | Long             | ABS-O            | CORP              | ES        |   1100000 | PA      | $1290451.77   | 0.03%             | 2038-12-28      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                            | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167479.51    | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                               | Steel Dynamics Inc                                                               | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $3879605.69   | 0.09%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2004-A                                     | CUSIP: 78443CBH6<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |    428777 | PA      | $428152.75    | 0.01%             | 2033-06-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   2309000 | PA      | $2309037.41   | 0.05%             | 2041-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1037289.65   | 0.02%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BL Consumer Issuance Platform II                                 | Compartment BL Consumer Credit 2024                                              | CUSIP: 000000000<br>LEI: 549300BCEKCIKD7MN312 | Long             | ABS-O            | CORP              | LU        |    817000 | PA      | $958565.92    | 0.02%             | 2041-09-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    507000 | PA      | $512273.31    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| KAISER ALUMINUM CORP                                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $459489.08    | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| METRO Finance Trust                                              | Metro Finance 2024-1 Trust                                                       | CUSIP: 000000000<br>LEI: 984500D1F362E8C1FF34 | Long             | ABS-O            | CORP              | AU        |    275159 | PA      | $198653.24    | 0.00%             | 2030-09-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374600.09    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                     | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1770000 | PA      | $1835750.01   | 0.04%             | 2047-02-10      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | Penn Entertainment Inc                                                           | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $133885.64    | 0.00%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                            | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    526000 | PA      | $536541.28    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AFG                                                              | AFG 2026-1 Trust                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   1369000 | PA      | $978475.97    | 0.02%             | 2057-10-10      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36010000 | PA      | $33780474.70  | 0.78%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11008.16     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2307168.75   | 0.05%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| RAKUTEN GROUP INC                                                | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $438804.55    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                             | OHA Loan Funding 2016-1 Ltd                                                      | CUSIP: 67110UBA6<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251054.23    | 0.01%             | 2037-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | Citibank NA                                                                      | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    527000 | PA      | $529758.43    | 0.01%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2930607.79   | 0.07%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                   | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  14180000 | PA      | $14079469.19  | 0.33%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                          | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    199000 | PA      | $197350.79    | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136B3SN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5398135 | PA      | $5336692.20   | 0.12%             | 2048-12-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4528710.12   | 0.10%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    362000 | PA      | $335823.27    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -6410 | NC      | $7975584.49   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STATION CASINOS LLC                                              | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46573.44     | 0.00%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    246000 | PA      | $252812.48    | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                          | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15288.68     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                              | FS KKR Capital Corp                                                              | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30291.07     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| Winchester PLC                                                   | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137360.74    | 0.00%             | 2056-10-21      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  11334000 | PA      | $11235304.66  | 0.26%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    528000 | PA      | $542709.89    | 0.01%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    526000 | PA      | $503883.65    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329496.64    | 0.01%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8630000 | PA      | $8155350.00   | 0.19%             | 2037-03-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                   | Carval Clo X-C Ltd                                                               | CUSIP: 146918AA5<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002798.80   | 0.05%             | 2037-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2338000 | PA      | $2366820.78   | 0.05%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    840000 | PA      | $843480.83    | 0.02%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    802000 | PA      | $850847.17    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                       | Clover CLO 2020-1 LLC                                                            | CUSIP: 18914HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6125000 | PA      | $6132299.78   | 0.14%             | 2037-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                    | Methanex Corp                                                                    | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100056.27    | 0.00%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    246000 | PA      | $253360.57    | 0.01%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| OMAN GOV INTERNTL BOND                                           | Oman Government International Bond                                               | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   3750000 | PA      | $3862575.00   | 0.09%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2018-BOP                                          | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426459 | PA      | $1160324.50   | 0.03%             | 2033-08-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | Sofi Consumer Loan Program 2026-B Trust                                          | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1898000 | PA      | $1895939.53   | 0.04%             | 2036-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares Loan Funding VIII Ltd                                                       | CUSIP: 04021MAA6<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   2310000 | PA      | $2313811.27   | 0.05%             | 2038-01-24      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2024-NQM1                                                     | CUSIP: 00039GAA7<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |   1718420 | PA      | $1726751.05   | 0.04%             | 2069-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO 52 Ltd                                                              | CUSIP: 87170MAC6<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |    930000 | PA      | $930150.20    | 0.02%             | 2036-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8690665.47   | 0.20%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |     99899 | PA      | $137248.10    | 0.00%             | 2061-09-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                                       | PSMC 2021-1 Trust                                                                | CUSIP: 693650AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6720548 | PA      | $5567557.38   | 0.13%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2023-NQM6 Trust                                                              | CUSIP: 67117VAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   2167793 | PA      | $2168587.53   | 0.05%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                         | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $203000.00    | 0.00%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    303000 | PA      | $289108.90    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                               | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1496915.30   | 0.03%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    908000 | PA      | $907926.60    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    940000 | PA      | $970550.00    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   9515000 | PA      | $9847282.83   | 0.23%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                          | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    123000 | PA      | $119926.41    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    261000 | PA      | $264290.79    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2194145 | PA      | $2199630.80   | 0.05%             | 2041-08-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    389000 | PA      | $386096.82    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    745000 | PA      | $652822.57    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2024-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400IODF9CE3RX8L03 | Long             | ABS-MBS          | CORP              | GB        |    114000 | PA      | $156455.98    | 0.00%             | 2055-08-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    468000 | PA      | $470353.10    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     10413 | NC      | $-15876350.72 | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX ASIA FIN CORP                                            | Equinix Asia Financing Corp Pte Ltd                                              | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              |  | SG        |   6960000 | PA      | $6813492.00   | 0.16%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                        | College Ave Student Loans 2021-A LLC                                             | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111172 | PA      | $111214.28    | 0.00%             | 2051-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $179480.00    | 0.00%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-A                                                 | CUSIP: 64033XAE4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   2897246 | PA      | $2875065.13   | 0.07%             | 2057-03-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                             | Emera US Finance LLC                                                             | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5525000 | PA      | $5510981.58   | 0.13%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    414000 | PA      | $405717.64    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11494687.44  | 0.27%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6737300 | PA      | $6843682.09   | 0.16%             | 2055-06-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2023-2 Mortgage Loan Trust                                                  | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |   2013974 | PA      | $2013815.38   | 0.05%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $255954.25    | 0.01%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    385000 | PA      | $392082.46    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    710000 | PA      | $719313.85    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 170600000 | PA      | $161316961.36 | 3.73%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |     76755 | PA      | $90313.51     | 0.00%             | 2039-11-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                          | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $105517.13    | 0.00%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                              | Elmwood CLO III Ltd                                                              | CUSIP: 29002HAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501207.00    | 0.01%             | 2037-07-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Trust 2025-IND3                                                             | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2674000 | PA      | $2677342.50   | 0.06%             | 2042-04-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1624482 | PA      | $1646462.08   | 0.04%             | 2054-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169509.46    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Satus PLC                                                        | Satus 2024-1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800P7IESQH1HBW693 | Long             | ABS-O            | CORP              | GB        |    105675 | PA      | $143863.89    | 0.00%             | 2031-01-17      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | AIMCO CLO 23 Ltd                                                                 | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1019040.49   | 0.02%             | 2038-04-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                         | LABL Inc 2026 USD Interim New Money DIP Term Loan                                | CUSIP: 000000000<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |     25968 | PA      | $25881.24     | 0.00%             | 2026-12-02      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ARX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5262814 | PA      | $5049951.01   | 0.12%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST8                                   | CUSIP: 91535UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    653000 | PA      | $648474.38    | 0.01%             | 2033-12-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3966000 | PA      | $3889430.42   | 0.09%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAC9<br>LEI: 254900XFNEJEC9OBKH62 | Long             | ABS-MBS          | CORP              | US        |   5745247 | PA      | $5730065.92   | 0.13%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2474053.72   | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                   | BSTN Commercial Mortgage Trust 2025-1C                                           | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1865005.16   | 0.04%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5342455 | PA      | $5360377.92   | 0.12%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2022-D                                          | CUSIP: 78454XAB0<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |  10950047 | PA      | $11145225.03  | 0.26%             | 2058-10-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    960000 | PA      | $959248.34    | 0.02%             | 2026-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1299528.76   | 0.03%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $255473.14    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H0A40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115556 | PA      | $113388.32    | 0.00%             | 2044-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                              | SG Residential Mortgage Trust 2026-2                                             | CUSIP: 78438NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2718486 | PA      | $2717819.23   | 0.06%             | 2066-04-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17672000 | PA      | $17814026.51  | 0.41%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8115000 | PA      | $7937964.46   | 0.18%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 43 Senior Loan Fund                                                       | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   8235000 | PA      | $8229841.60   | 0.19%             | 2034-04-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust 2016-C7                                          | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2487196.00   | 0.06%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10290000 | PA      | $10557871.54  | 0.24%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3445000 | PA      | $3439142.81   | 0.08%             | 2032-08-08      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                             | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3765000 | PA      | $3764981.29   | 0.09%             | 2041-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53200.94     | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                         | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     29000 | PA      | $28382.58     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 63 Ltd                                                                   | CUSIP: 48257PAA1<br>LEI: 2549008R44IN2IU2DG62 | Long             | ABS-CBDO         | CORP              | KY        |   2160000 | PA      | $2159157.38   | 0.05%             | 2039-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1982.09      | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    134000 | PA      | $128986.23    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    222000 | PA      | $227165.72    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  19700000 | PA      | $19478141.95  | 0.45%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                       | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    653000 | PA      | $670926.20    | 0.02%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1326054.26   | 0.03%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34521.08     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PCL Funding II                                                   | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |   1504000 | PA      | $2050218.66   | 0.05%             | 2029-07-16      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 118438750 | NS      | $118474281.51 | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    227000 | PA      | $226111.86    | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Carlyle Global Market Strategies                                 | Carlyle US CLO 2026-3 Ltd                                                        | CUSIP: 142925AJ5<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |   1195000 | PA      | $1195000.00   | 0.03%             | 2039-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3588.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                          | United Rentals North America Inc                                                 | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221994.41    | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $299494.57    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                                       | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    241000 | PA      | $248487.87    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4489000 | PA      | $4520545.64   | 0.10%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                | EUSHI Finance Inc                                                                | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $218872.74    | 0.01%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.46.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  60600000 | OU      | $4678128.49   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2026-NQM4 Mortgage Trust                                                   | CUSIP: 22758FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2403240 | PA      | $2413801.76   | 0.06%             | 2071-04-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1142254.93   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    139000 | PA      | $144905.55    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |    500000 | PA      | $586817.80    | 0.01%             | 2035-04-18      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |    100000 | PA      | $117494.07    | 0.00%             | 2035-04-18      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73500000 | PA      | $69382851.93  | 1.60%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                                 | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    871000 | PA      | $844489.20    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $117744.88    | 0.00%             | 2038-05-14      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                        | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    156000 | PA      | $151446.64    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 1 Ltd                                                 | AB BSL CLO 1 Ltd                                                                 | CUSIP: 00038KBE0<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $481296.00    | 0.01%             | 2038-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    397000 | PA      | $392678.10    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                           | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3717000 | PA      | $3758597.88   | 0.09%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | Expand Energy Corp                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   7708000 | PA      | $7787653.62   | 0.18%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC Corp                                                                         | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9052.25      | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    136000 | PA      | $140986.94    | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                 | Provident Funding Mortgage Trust 2021-INV2                                       | CUSIP: 74388MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1454425 | PA      | $1291505.00   | 0.03%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAB4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   3644648 | PA      | $3680690.24   | 0.09%             | 2052-11-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                           | Stena International SA                                                           | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $205001.00    | 0.00%             | 2031-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | Santander Consumo 10 FT                                                          | CUSIP: 000000000<br>LEI: 9845003Q6DEF3R087B56 | Long             | ABS-O            | CORP              | ES        |    400000 | PA      | $470174.39    | 0.01%             | 2041-05-22      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2248000 | PA      | $2253447.58   | 0.05%             | 2033-06-10      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2024-1BV                                                                 | CUSIP: 000000000<br>LEI: 7245006MK9ZZTYTYIQ03 | Long             | ABS-O            | CORP              | NL        |     57006 | PA      | $67235.25     | 0.00%             | 2032-02-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250162.88    | 0.01%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5692000 | PA      | $5769157.74   | 0.13%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Hops Hill                                                        | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |    628000 | PA      | $858963.72    | 0.02%             | 2056-04-21      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $214954.27    | 0.00%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2025-9                                                    | CUSIP: 81750BBB2<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   2055311 | PA      | $2061471.13   | 0.05%             | 2055-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |    962206 | PA      | $1310261.88   | 0.03%             | 2067-09-22      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                        | LEX Trust 2026-450                                                               | CUSIP: 501970AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2872228.21   | 0.07%             | 2043-03-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2017-V Ltd                                                          | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3504056.15   | 0.08%             | 2037-07-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                     | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    307000 | PA      | $311244.28    | 0.01%             | 2034-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                         | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    201000 | PA      | $193270.50    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   5440000 | PA      | $5443544.16   | 0.13%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                         | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $327238.72    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  10055000 | PA      | $10079619.77  | 0.23%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    110000 | PA      | $150902.08    | 0.00%             | 2032-03-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    333000 | PA      | $340532.13    | 0.01%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    891000 | PA      | $904546.41    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                              | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2528000 | PA      | $2504228.46   | 0.06%             | 2056-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121428.48    | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2025-NQM6 Trust                                                             | CUSIP: 36831QAC5<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   1893440 | PA      | $1883493.41   | 0.04%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    296000 | PA      | $305953.00    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                   | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    655000 | PA      | $631684.88    | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                   | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $323766.41    | 0.01%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                | TURQUOISE V TRUST SERIES 2026-1 TRUST                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    500000 | PA      | $358204.98    | 0.01%             | 2067-06-12      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2026-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800DMUJ69B2MVV386 | Long             | ABS-MBS          | CORP              | GB        |   2114962 | PA      | $2873928.53   | 0.07%             | 2070-06-27      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                                             | Arini US CLO V Ltd                                                               | CUSIP: 04040CAA5<br>LEI: 254900RPWXD20B0D2E70 | Long             | ABS-CBDO         | CORP              | KY        |   1155000 | PA      | $1156431.39   | 0.03%             | 2039-04-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136780.25    | 0.00%             | 2056-09-12      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5644000 | PA      | $5568118.06   | 0.13%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1729844.77   | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110886.52    | 0.00%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X2                                        | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367819 | PA      | $368067.64    | 0.01%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 7 Ltd                                                            | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |   4840000 | PA      | $4850467.95   | 0.11%             | 2038-10-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| DK Trust 2025-LXP                                                | DK Trust 2025-LXP                                                                | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    882000 | PA      | $882821.41    | 0.02%             | 2037-08-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Elstree Funding                                                  | Elstree Funding No 4 PLC                                                         | CUSIP: 000000000<br>LEI: 635400JAGLODYUGMIF69 | Long             | ABS-MBS          | CORP              | GB        |    639387 | PA      | $873113.90    | 0.02%             | 2055-10-21      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131301.89    | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149004.63    | 0.00%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2023-PL1                                               | CUSIP: 64034UAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    620517 | PA      | $635116.33    | 0.01%             | 2053-11-25      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2021-3 Ltd                                            | Canyon CLO 2021-3 Ltd                                                            | CUSIP: 13875MAJ5<br>LEI: 254900YKW562N0UZ4846 | Long             | ABS-CBDO         | CORP              | KY        |   1470000 | PA      | $1470306.35   | 0.03%             | 2034-07-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                      | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    105000 | PA      | $109490.75    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                              | Sword Purchaser LLC                                                              | CUSIP: 87110CAA5<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101752.53    | 0.00%             | 2034-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3180242.35   | 0.07%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Auto ABS                                                         | Auto Abs Spanish Loans 2026-1                                                    | CUSIP: 000000000<br>LEI: 9598007ZVMKDJKZFAC54 | Long             | ABS-O            | CORP              | ES        |    100000 | PA      | $117677.86    | 0.00%             | 2038-12-28      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    492000 | PA      | $498286.09    | 0.01%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-11862.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TAF5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1012327 | PA      | $905077.16    | 0.02%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    303000 | PA      | $303245.73    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  11463000 | PA      | $11342387.80  | 0.26%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2026-1                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $359021.16    | 0.01%             | 2034-03-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4943000 | PA      | $4778682.22   | 0.11%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | Aimco Clo 27 Ltd                                                                 | CUSIP: 00901HAA0<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $649628.46    | 0.02%             | 2039-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182512.93    | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                          | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103860.05    | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BBVA Consumo FTA                                                 | Bbva Consumer 2026-1 Fondo de Titulizacion                                       | CUSIP: 000000000<br>LEI: 9598008ZNM97MVXBD120 | Long             | ABS-O            | CORP              | ES        |    900000 | PA      | $1055076.33   | 0.02%             | 2039-05-20      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1043768 | PA      | $1040922.02   | 0.02%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                         | Mill City Mortgage Loan Trust 2017-1                                             | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454033 | PA      | $451000.22    | 0.01%             | 2058-11-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                            | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $187684.02    | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAQ0<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1701359.83   | 0.04%             | 2037-07-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos                     | GAMMA Sociedade de Titularizacao de Creditos                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |    717650 | PA      | $846143.05    | 0.02%             | 2034-02-25      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78561.14     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |   2613143 | PA      | $2606856.15   | 0.06%             | 2070-10-27      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    947000 | PA      | $943274.92    | 0.02%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | Realty Income Corp                                                               | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    727000 | PA      | $735931.77    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109827.15    | 0.00%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   4133000 | PA      | $3838256.43   | 0.09%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Curzon Mortgages PLC                                             | Curzon Mortgages NO 2 PLC                                                        | CUSIP: 000000000<br>LEI: 213800VCJSQ7AYBK5H48 | Long             | ABS-O            | CORP              | GB        |   7981000 | PA      | $10860013.19  | 0.25%             | 2049-07-28      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                        | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108855.81    | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    554000 | PA      | $570036.47    | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2024-CES5                                                    | CUSIP: 74938KAC1<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   2620000 | PA      | $2636724.25   | 0.06%             | 2044-08-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1154360.80   | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| PCL Funding II                                                   | PCL Funding VIII PLC                                                             | CUSIP: 000000000<br>LEI: 21380059YXNYYIS74Q45 | Long             | ABS-O            | CORP              | GB        |    592000 | PA      | $806127.73    | 0.02%             | 2028-05-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    317000 | PA      | $329330.98    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    297000 | PA      | $296896.64    | 0.01%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66096.59     | 0.00%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Allied Credit Trust                                              | Allied Credit ABS Trust 2026-1                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |   4151000 | PA      | $2985405.14   | 0.07%             | 2034-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6020000 | PA      | $6113254.80   | 0.14%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |    117000 | PA      | $159491.11    | 0.00%             | 2031-08-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277763 | PA      | $1299111.17   | 0.03%             | 2055-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                   | US Bank NA                                                                       | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3137972 | PA      | $3106908.61   | 0.07%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162638.25    | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY PARTNERS                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    516000 | PA      | $472267.86    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vita Scientia                                                    | Vita Scientia 2022-1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400JHBEHLCY2DZM20 | Long             | ABS-MBS          | CORP              | IE        |   9030939 | PA      | $10608135.86  | 0.25%             | 2033-02-27      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgages No.1                                           | Jupiter Mortgage NO 1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |    989000 | PA      | $1353091.76   | 0.03%             | 2055-07-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                                        | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |   1044165 | PA      | $1423526.72   | 0.03%             | 2056-04-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-14451.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                   | Pikes Peak CLO 6                                                                 | CUSIP: 72132YBE4<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   1470000 | PA      | $1462095.81   | 0.03%             | 2034-05-18      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                      | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   2345000 | PA      | $2274574.00   | 0.05%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2349099.85   | 0.05%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                                              | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3392000 | PA      | $3375399.21   | 0.08%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7345181 | PA      | $7423432.55   | 0.17%             | 2054-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $156989.22    | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4668120.80   | 0.11%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4471000 | PA      | $4504207.23   | 0.10%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust                               | EFMT 2025-INV2                                                                   | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |   3175348 | PA      | $3188423.73   | 0.07%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                      | Houston Galleria Mall Trust 2025-HGLR                                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1616155.93   | 0.04%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1326651.12   | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $359960.69    | 0.01%             | 2033-03-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                              | CUSIP: 025816ET2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8045000 | PA      | $8029576.77   | 0.19%             | 2030-05-03      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |     63691 | PA      | $75251.77     | 0.00%             | 2036-12-29      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $174653.96    | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4691593.56   | 0.11%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -121 | NC      | $86296.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                              | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    377000 | PA      | $372146.16    | 0.01%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2024-RVR                                       | CUSIP: 36272JAA1<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $933155.12    | 0.02%             | 2041-08-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                               | Morocco Government International Bond                                            | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   2717000 | PA      | $2621035.56   | 0.06%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust 2026-A                                           | CUSIP: 76042LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3097000 | PA      | $3090123.42   | 0.07%             | 2039-06-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     83000 | PA      | $74428.32     | 0.00%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| TEVA PHARMACEUTICAL INDU                                         | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    279000 | PA      | $278654.04    | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                                     | AutoFlorence 3 Srl                                                               | CUSIP: 000000000<br>LEI: 815600F88BB8BFD30863 | Long             | ABS-O            | CORP              | IT        |    139238 | PA      | $165694.65    | 0.00%             | 2046-12-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                  | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $152692.47    | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SMYRNA READY MIX CONCRET                                         | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20982.84     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR11                                                                 | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535000 | PA      | $1589772.48   | 0.04%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                           | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    124000 | PA      | $129634.93    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |     99899 | PA      | $138910.20    | 0.00%             | 2061-09-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102251.59    | 0.00%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAA7<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   2579000 | PA      | $2585989.61   | 0.06%             | 2038-03-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| LendingClub Structured Loan Certificate Issuer Trust             | LendingClub Structured Loan Certificate Issuer Trust Series 2025-P16             | CUSIP: 525950AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1558212 | PA      | $1556700.01   | 0.04%             | 2032-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Italian Stella Loans Srl                                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |     79677 | PA      | $93972.98     | 0.00%             | 2039-05-27      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74970.77     | 0.00%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137123.70    | 0.00%             | 2060-04-28      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2023-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   1306000 | PA      | $1784316.99   | 0.04%             | 2031-11-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3545000 | PA      | $3551183.19   | 0.08%             | 2055-12-20      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $273539.27    | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                              | Sword Purchaser LLC                                                              | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |    432000 | PA      | $442004.33    | 0.01%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                          | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44092.72     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                     | AGL CLO 10 Ltd                                                                   | CUSIP: 00119YAN3<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999990.90    | 0.02%             | 2039-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163129.32    | 0.00%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1434585 | PA      | $1458152.69   | 0.03%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    266000 | PA      | $269157.42    | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-13679.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3754000 | PA      | $3825663.52   | 0.09%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| PNC BANK NA                                                      | PNC Bank NA                                                                      | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   8985000 | PA      | $8985867.86   | 0.21%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   3553653 | PA      | $3540185.76   | 0.08%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                     | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90336.84     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| RISEWELL HOMES INC                                               | Risewell Homes Inc                                                               | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39428.84     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Stratton Mortgage Funding PLC                                    | Stratton Mortgage Funding 2024-2 PLC                                             | CUSIP: 000000000<br>LEI: 635400BEV82LZKPTAB28 | Long             | ABS-MBS          | CORP              | GB        |    181000 | PA      | $246480.42    | 0.01%             | 2050-06-28      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2026-1 PLC                                              | CUSIP: 000000000<br>LEI: 2138006RXLKWX319BI66 | Long             | ABS-MBS          | CORP              | GB        |    148000 | PA      | $201720.23    | 0.00%             | 2068-04-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2546588.69   | 0.06%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    599000 | PA      | $568285.06    | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 43 Ltd                                                                        | CUSIP: 78110AAG5<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |   1310000 | PA      | $1309503.77   | 0.03%             | 2039-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    156000 | PA      | $154790.52    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5278000 | PA      | $4747865.75   | 0.11%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    349000 | PA      | $316099.77    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                         | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJF2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3850000 | PA      | $3945889.64   | 0.09%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2026-1                                                    | CUSIP: 52603KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    619000 | PA      | $618784.03    | 0.01%             | 2035-11-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                  | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4902735.45   | 0.11%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26219.90     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   7468000 | PA      | $7335466.45   | 0.17%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    523000 | PA      | $510619.36    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| London Cards Plc                                                 | London Cards No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 635400SWIULSFYESTP47 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $136770.72    | 0.00%             | 2034-03-28      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                                 | London Cards No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 635400SWIULSFYESTP47 | Long             | ABS-O            | CORP              | GB        |    904000 | PA      | $1237066.69   | 0.03%             | 2034-03-28      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                         | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   6055000 | PA      | $6013246.84   | 0.14%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2026-1                                    | CUSIP: 92262WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010159 | PA      | $1983015.42   | 0.05%             | 2056-02-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385719.56    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |    336000 | PA      | $458087.93    | 0.01%             | 2068-02-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                             | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26201.88     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6630000 | PA      | $6571355.59   | 0.15%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: —       |
| KINGDOM OF MOROCCO                                               | Morocco Government International Bond                                            | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   1033000 | PA      | $1053982.81   | 0.02%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2026-VLT9                                           | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4721000 | PA      | $4712148.13   | 0.11%             | 2045-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     27000 | PA      | $28122.96     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                       | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    177000 | PA      | $177020.18    | 0.00%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2943000 | PA      | $2969326.14   | 0.07%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Domi                                                             | Domi 2026-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500UGS8H72UZHQ412 | Long             | ABS-MBS          | CORP              | NL        |   4041000 | PA      | $4737980.41   | 0.11%             | 2057-02-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                      | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2120000 | PA      | $2120000.00   | 0.05%             | 2042-11-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust 2025-3                                 | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2450826 | PA      | $2434130.86   | 0.06%             | 2049-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $117523.06    | 0.00%             | 2038-05-14      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                 | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    201000 | PA      | $209247.43    | 0.00%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4968000 | PA      | $5009337.68   | 0.12%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -24 | NC      | $134018.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    191000 | PA      | $195374.28    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAC9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   2580000 | PA      | $2579193.75   | 0.06%             | 2028-03-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3919000 | PA      | $3921047.68   | 0.09%             | 2056-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   3500628 | PA      | $3446380.83   | 0.08%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    458000 | PA      | $448321.82    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                   | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989000 | PA      | $1004497.63   | 0.02%             | 2042-08-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                                     | Navient Education Loan Trust 2026-A                                              | CUSIP: 63943MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136000 | PA      | $135477.38    | 0.00%             | 2056-09-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-26943.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                         | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    371000 | PA      | $384912.50    | 0.01%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7220000 | PA      | $7208225.62   | 0.17%             | 2041-02-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                    | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  20014000 | PA      | $20173770.36  | 0.47%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2093879 | PA      | $2103882.66   | 0.05%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Commercial Mortgage Trust 2025-DLFN                                          | CUSIP: 78398EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811000 | PA      | $810239.69    | 0.02%             | 2035-03-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                    | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |     63339 | PA      | $74705.21     | 0.00%             | 2042-10-27      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                    | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    507000 | PA      | $492986.75    | 0.01%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1021.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2270576 | PA      | $2274472.24   | 0.05%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-15395.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |   1029300 | PA      | $1207826.21   | 0.03%             | 2032-10-18      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    828889 | PA      | $840840.85    | 0.02%             | 2055-03-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    246000 | PA      | $235609.61    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9018000 | PA      | $9216650.94   | 0.21%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3353664.62   | 0.08%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1                         | CUSIP: 61780XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2933126 | PA      | $2912466.07   | 0.07%             | 2070-12-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2629581.69   | 0.06%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $64065.84     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables DAC                             | Finance Ireland Auto Receivables No 2 DAC                                        | CUSIP: 000000000<br>LEI: 635400CQQYNH7KEIXW17 | Long             | ABS-O            | CORP              | IE        |    138488 | PA      | $162354.44    | 0.00%             | 2034-11-14      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5820000 | PA      | $5807245.59   | 0.13%             | 2030-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    206000 | PA      | $210312.20    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |    267000 | PA      | $265400.10    | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1461580.32  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies Inc                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2916000 | PA      | $2858316.27   | 0.07%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-DSC2                                    | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |   2225247 | PA      | $2215521.58   | 0.05%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4144615.07   | 0.10%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75408.57     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| General Motors                                                   | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2831000 | PA      | $2852438.60   | 0.07%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 59 Ltd                                                                   | CUSIP: 48257KAA2<br>LEI: 254900974UU3OEPQ5P61 | Long             | ABS-CBDO         | CORP              | KY        |   7285000 | PA      | $7295103.57   | 0.17%             | 2039-01-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26996.36     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAA7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   2143882 | PA      | $2133369.48   | 0.05%             | 2062-04-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |   2834160 | PA      | $2850279.74   | 0.07%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $411783.35    | 0.01%             | 2040-07-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $194337.47    | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                       | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203616.40    | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37750.18     | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM4 Trust                                                              | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |   2167380 | PA      | $2175964.79   | 0.05%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $138961.26    | 0.00%             | 2061-02-26      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                         | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    511000 | PA      | $514588.88    | 0.01%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4502636 | PA      | $4561496.24   | 0.11%             | 2054-04-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |    541000 | PA      | $736771.46    | 0.02%             | 2067-09-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    141000 | PA      | $132024.77    | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                              | FS KKR Capital Corp                                                              | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    266000 | PA      | $265165.90    | 0.01%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    934000 | PA      | $937522.30    | 0.02%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| GFL ENVIRONMENTAL HOL                                            | GFL Environmental Holdings US Inc                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $325597.65    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2026-R3                                               | CUSIP: 92541HAE5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |   7865000 | PA      | $7850246.83   | 0.18%             | 2068-02-27      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Domi                                                             | Domi 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 72450072GIRER22FKI26 | Long             | ABS-MBS          | CORP              | NL        |   1039132 | PA      | $1221405.06   | 0.03%             | 2057-04-16      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                              | Henley CLO VII DAC                                                               | CUSIP: 000000000<br>LEI: 635400SRJSVJPTMR4D89 | Long             | ABS-CBDO         | CORP              | IE        |    740000 | PA      | $868523.35    | 0.02%             | 2039-04-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                         | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1897994.81   | 0.04%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2025-40 Ltd                                                              | CUSIP: 67570FAA3<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |   4140000 | PA      | $4135642.24   | 0.10%             | 2038-04-16      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Iskandar Enterprise LLC                                          | Iskandar Enterprise LLC                                                          | CUSIP: 464338AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2399343.74   | 0.06%             | 2056-04-17      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgages No.1                                           | Jupiter Mortgage NO 1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |    313000 | PA      | $428517.42    | 0.01%             | 2055-07-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1104391.14   | 0.03%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                             | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAB0<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    227468 | PA      | $226583.42    | 0.01%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2006-A                                     | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |   5565076 | PA      | $5457857.31   | 0.13%             | 2039-06-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-LIFE                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3830000 | PA      | $3824107.55   | 0.09%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                  | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60570.07     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2026-HE2                                                             | CUSIP: 31684VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1638001 | PA      | $1624876.31   | 0.04%             | 2056-01-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation                    | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |    611000 | PA      | $833748.54    | 0.02%             | 2031-08-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -270 | NC      | $611085.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris                                                          | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137255.01    | 0.00%             | 2068-02-26      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 50B-R Ltd                                             | CUSIP: 38178DAU1<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   1595000 | PA      | $1595380.57   | 0.04%             | 2035-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                            | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4059000 | PA      | $4056463.13   | 0.09%             | 2042-03-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                              | Elmwood CLO II Ltd                                                               | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $4218089.82   | 0.10%             | 2037-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                      | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5272000 | PA      | $5272000.00   | 0.12%             | 2042-11-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109897.40    | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dowson 2026-1 Plc                                                | Dowson 2026-1 PLC                                                                | CUSIP: 000000000<br>LEI: 213800ARUDISHV4A5218 | Long             | ABS-O            | CORP              | GB        |    102000 | PA      | $138795.51    | 0.00%             | 2033-05-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Commercial Mortgage Trust 2026-AZURE                                        | CUSIP: 03990QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $480000.00    | 0.01%             | 2038-03-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    171000 | PA      | $179118.74    | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                           | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    421000 | PA      | $415361.93    | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                             | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    592000 | PA      | $592211.26    | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7433000 | PA      | $7328579.06   | 0.17%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                               | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $90385.91     | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National RMBS Trust                                              | National RMBS Trust 2026-1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    500000 | PA      | $357480.46    | 0.01%             | 2057-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                              | Buckeye Partners LP                                                              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    156000 | PA      | $154562.69    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    940000 | PA      | $820950.19    | 0.02%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-21598.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2499626 | PA      | $2536465.53   | 0.06%             | 2055-08-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4031000 | PA      | $4059589.99   | 0.09%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                       | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132000 | PA      | $1151263.03   | 0.03%             | 2042-12-10      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                              | Cbam 2018-7 Ltd                                                                  | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |    100438 | PA      | $100477.92    | 0.00%             | 2031-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |     63691 | PA      | $75462.19     | 0.00%             | 2036-12-29      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                              | HONO 2021-LULU Mortgage Trust                                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2716000 | PA      | $2687142.50   | 0.06%             | 2036-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $191805.22    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    467000 | PA      | $472431.21    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                                         | Regatta VIII Funding Ltd                                                         | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   4350000 | PA      | $4350000.00   | 0.10%             | 2037-04-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAA9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   1112613 | PA      | $1108264.47   | 0.03%             | 2062-04-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy                                           | Red & Black Auto Italy Srl                                                       | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |     78611 | PA      | $92207.34     | 0.00%             | 2036-07-28      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                              | Metro Finance Trust                                                              | CUSIP: 000000000<br>LEI: 984500D1F362E8C1FF34 | Long             | ABS-O            | CORP              | AU        |   2890000 | PA      | $2078575.36   | 0.05%             | 2033-02-16      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares LVI CLO Ltd                                                                 | CUSIP: 04018NAW1<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400648.68    | 0.01%             | 2038-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2023-B                                          | CUSIP: 78449HAB3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   4540306 | PA      | $4618354.79   | 0.11%             | 2056-10-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding                                                                    | CUSIP: 000000000<br>LEI: 635400GE1FMJVQH5B467 | Long             | ABS-MBS          | CORP              | GB        |   2076000 | PA      | $2827891.90   | 0.07%             | 2068-01-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2005-A                                     | CUSIP: 78443CBV5<br>LEI: 549300ZTEFT8CS12SF95 | Long             | ABS-O            | CORP              | US        |   3175953 | PA      | $3153529.92   | 0.07%             | 2038-12-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  10760000 | PA      | $10709014.82  | 0.25%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2676651.00   | 0.06%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                            | Novartis Capital Corp                                                            | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2691031.40   | 0.06%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2268259.61   | 0.05%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                    | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290618.16    | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAC1<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    650241 | PA      | $650593.60    | 0.02%             | 2037-06-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |    197800 | PA      | $270519.03    | 0.01%             | 2061-09-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4732000 | PA      | $5057228.04   | 0.12%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Polaris                                                          | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |    106000 | PA      | $145710.43    | 0.00%             | 2061-02-26      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                         | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    631000 | PA      | $627370.17    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8524000 | PA      | $8662711.39   | 0.20%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115719.60    | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                         | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2T2<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |  10986000 | PA      | $10849353.39  | 0.25%             | 2031-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    372000 | PA      | $321816.05    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5318000 | PA      | $5412488.89   | 0.13%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    489000 | PA      | $533678.46    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136912.51    | 0.00%             | 2094-03-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                  | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      4765 | PA      | $5052.75      | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2025-NQM5                                    | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |   3109115 | PA      | $3102580.53   | 0.07%             | 2065-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    515000 | PA      | $501256.41    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                          | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    124000 | PA      | $129262.56    | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                           | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    542000 | PA      | $566167.24    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                                   | SAPPHIRE XXXII SERIES 2025-1 TRUST                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   3612010 | PA      | $2601975.54   | 0.06%             | 2066-06-14      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    441000 | PA      | $457221.74    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| OMERS FINANCE TRUST                                              | OMERS Finance Trust                                                              | CUSIP: 68218TAA9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   4795000 | PA      | $4834829.48   | 0.11%             | 2030-03-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SBA COMMUNICATIONS CORP                                          | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    370000 | PA      | $367705.92    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |    922688 | PA      | $1257910.58   | 0.03%             | 2094-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Domi                                                             | Domi 2026-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500UGS8H72UZHQ412 | Long             | ABS-MBS          | CORP              | NL        |    100000 | PA      | $116865.82    | 0.00%             | 2057-02-15      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables DAC                             | Finance Ireland Auto Receivables No 2 DAC                                        | CUSIP: 000000000<br>LEI: 635400CQQYNH7KEIXW17 | Long             | ABS-O            | CORP              | IE        |   1827385 | PA      | $2147249.02   | 0.05%             | 2034-11-14      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2024-NQM2                                        | CUSIP: 10569KAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   4303825 | PA      | $4331489.00   | 0.10%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                     | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201844.41    | 0.00%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 61 Clo Ltd                                                                | CUSIP: 26251CAY0<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000008.50   | 0.02%             | 2032-01-17      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Pony                                                             | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |     79045 | PA      | $92946.76     | 0.00%             | 2033-01-14      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144498.90    | 0.00%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                            | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   4200000 | PA      | $4233600.00   | 0.10%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4583375.62   | 0.11%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7100000 | PA      | $7086687.50   | 0.16%             | 2034-09-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    203000 | PA      | $205727.91    | 0.00%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $4597078.15   | 0.11%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137503.76    | 0.00%             | 2094-03-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    778000 | PA      | $802437.17    | 0.02%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                                        | SLG Office Trust 2026-OMA                                                        | CUSIP: 78451FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1490247.82   | 0.03%             | 2041-04-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3457000 | PA      | $3529840.27   | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                        | Spire Inc                                                                        | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3247680.45   | 0.08%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                         | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2928047 | PA      | $2924384.34   | 0.07%             | 2030-03-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                | Battalion CLO VIII Ltd                                                           | CUSIP: 07132ACN1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1746839.85   | 0.04%             | 2030-07-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | Park Blue CLO 2025-VII Ltd                                                       | CUSIP: 70019HAA2<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002005.40   | 0.05%             | 2038-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                         | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    730000 | PA      | $729318.84    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 27 LTD                                                                   | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |   4495000 | PA      | $4495464.33   | 0.10%             | 2035-01-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252524.88   | 0.03%             | 2037-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4743000 | PA      | $4781092.31   | 0.11%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2130000 | PA      | $2210335.08   | 0.05%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2796367 | PA      | $2547829.18   | 0.06%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | Florida Power & Light Co                                                         | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142212.80    | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43640.69     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $74343.75     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31763.51     | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2026-R1                                      | CUSIP: 36274QAA3<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-MBS          | CORP              | US        |   5585553 | PA      | $5604564.29   | 0.13%             | 2063-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                      | Southern Co/The                                                                  | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    596000 | PA      | $595243.29    | 0.01%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                                 | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    188000 | PA      | $186305.95    | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9390000 | PA      | $9211563.05   | 0.21%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-C                                                 | CUSIP: 64035UAB4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   5818196 | PA      | $5803691.13   | 0.13%             | 2065-06-22      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | Bravo Residential Funding Trust 2025-NQM10                                       | CUSIP: 10570BAC8<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   2937738 | PA      | $2927206.86   | 0.07%             | 2065-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                                    | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136138.25    | 0.00%             | 2049-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                       | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    114000 | PA      | $113372.53    | 0.00%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99937.72     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    264000 | PA      | $256956.53    | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| East One                                                         | East One 2024-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PCKNACOVV1MZ66 | Long             | ABS-MBS          | CORP              | GB        |    172000 | PA      | $235140.56    | 0.01%             | 2055-12-27      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H8 Mortgage Trust                                                     | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3733826 | PA      | $3722948.74   | 0.09%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                              | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32372.43     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    264000 | PA      | $266905.85    | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |    858378 | PA      | $1170243.60   | 0.03%             | 2061-09-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-NQM2 Trust                                                             | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574119 | PA      | $579495.99    | 0.01%             | 2069-06-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-3                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    146000 | PA      | $199288.31    | 0.00%             | 2032-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    312000 | PA      | $324548.64    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    988597 | PA      | $1160510.03   | 0.03%             | 2038-01-14      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $80348.82     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  14410000 | PA      | $15650488.02  | 0.36%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $3150472.59   | 0.07%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1752706 | PA      | $1763592.71   | 0.04%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                | Battalion CLO XI Ltd                                                             | CUSIP: 07132LAU3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |   2661735 | PA      | $2662923.53   | 0.06%             | 2034-04-24      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4757815.22   | 0.11%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    219000 | PA      | $220301.74    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MLTI Trust                                                       | MLTI Trust 2026-SF75                                                             | CUSIP: 55318JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2040000 | PA      | $2037460.20   | 0.05%             | 2036-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                         | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13992126.12  | 0.32%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                 | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4682621.83   | 0.11%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32629.92     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160000 | PA      | $2167250.69   | 0.05%             | 2033-06-10      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121105.40    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    318000 | PA      | $328554.42    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO                                                    | Voya Euro CLO III DAC                                                            | CUSIP: 000000000<br>LEI: 635400K38PBPFZARQW28 | Long             | ABS-CBDO         | CORP              | IE        |    480000 | PA      | $562823.71    | 0.01%             | 2038-03-16      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $3916567.24   | 0.09%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    438000 | PA      | $464365.85    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $18073.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78581.30     | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ACN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4298638 | PA      | $4210368.72   | 0.10%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188919.04    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | Matador Resources Co                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100380.00    | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    137000 | PA      | $133371.90    | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164000.00    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  10730000 | PA      | $10699893.87  | 0.25%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                    | MTN Commercial Mortgage Trust 2026-LPFX                                          | CUSIP: 624944AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1237110.94   | 0.03%             | 2043-05-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4083000 | PA      | $4131898.58   | 0.10%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                   | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    302000 | PA      | $308968.95    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3936000 | PA      | $3908722.85   | 0.09%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Trust 2025-FPM                                                              | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1576000 | PA      | $1581222.23   | 0.04%             | 2040-10-10      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                          | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    112000 | PA      | $113429.57    | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    216000 | PA      | $213016.41    | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | Ryder System Inc                                                                 | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3312000 | PA      | $3338554.16   | 0.08%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| EQT Trust 2024-EXTR                                              | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4295508 | PA      | $4354305.70   | 0.10%             | 2041-07-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                   | Pikes Peak Clo 16 Ltd                                                            | CUSIP: 72132EAA7<br>LEI: 2138001LNFG5678B4I86 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502275.05   | 0.03%             | 2037-07-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                      | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94718.99     | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    998000 | PA      | $1018839.74   | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   7369000 | PA      | $7310582.25   | 0.17%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                  | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4036000 | PA      | $4074685.63   | 0.09%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PHOENIX AVIATION CAPITAL                                         | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    397000 | PA      | $405161.53    | 0.01%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                   | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     87000 | PA      | $89117.15     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAS4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    535000 | PA      | $537329.39    | 0.01%             | 2037-10-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Auburn Securities PLC                                            | Auburn 15 PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |   1412866 | PA      | $1927157.46   | 0.04%             | 2045-07-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    155000 | PA      | $155105.26    | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Montgomery Square Consumer Funding 1 plc                         | Montgomery Square Consumer Funding 1 PLC                                         | CUSIP: 000000000<br>LEI: 2138008R3BLOJPE63Y08 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $136122.87    | 0.00%             | 2036-03-17      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                         | FS 2026-ORL                                                                      | CUSIP: 30343YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2542000 | PA      | $2541205.63   | 0.06%             | 2041-02-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                  | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $205632.20    | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   4458255 | PA      | $4491763.55   | 0.10%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127267.80    | 0.00%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Triton Trust                                                     | Triton Bond Trust 2026-1 in respect of Series 1                                  | CUSIP: 000000000<br>LEI: 549300TDCKWE7KRFWH59 | Long             | ABS-MBS          | CORP              | AU        |   4858000 | PA      | $3466739.81   | 0.08%             | 2058-02-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    686000 | PA      | $664923.27    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $394018.88    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: 9845003Q6DEF3R087B56 | Long             | ABS-O            | CORP              | ES        |    113500 | PA      | $133501.81    | 0.00%             | 2038-07-20      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    101000 | PA      | $97919.91     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                              | Consumers Energy Co                                                              | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1532000 | PA      | $1541619.31   | 0.04%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    187000 | PA      | $188632.41    | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    116000 | PA      | $113582.75    | 0.00%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1522158.38   | 0.04%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                                 | Coeur Mining Inc                                                                 | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    213000 | PA      | $219523.13    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    443000 | PA      | $461809.82    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    264000 | PA      | $275608.87    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $282359.79    | 0.01%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $100254.10    | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                                    | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |    353000 | PA      | $480017.54    | 0.01%             | 2049-06-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3797347.99   | 0.09%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3498903.73   | 0.08%             | 2030-04-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197432.40    | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6303000 | PA      | $6399063.64   | 0.15%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2844584 | PA      | $2852503.13   | 0.07%             | 2041-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $774349.83    | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Tower Bridge Funding                                             | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |     99974 | PA      | $136456.01    | 0.00%             | 2066-12-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                | Trimaran Cavu 2021-2 Ltd                                                         | CUSIP: 89624UAN2<br>LEI: 254900IFDJE1IJQ1HT84 | Long             | ABS-CBDO         | CORP              | KY        |   1935000 | PA      | $1934630.42   | 0.04%             | 2034-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                         | SoFi Personal Loan Trust 2024-1                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    419688 | PA      | $420021.08    | 0.01%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                              | UPG HI 2025-2 Issuer Trust                                                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235487 | PA      | $1226397.75   | 0.03%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3929076.60   | 0.09%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    223000 | PA      | $219226.75    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $122641.40    | 0.00%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1333260.19   | 0.03%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                            | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167207.34    | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                | TURQUOISE V TRUST SERIES 2026-1 TRUST                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    590000 | PA      | $423370.01    | 0.01%             | 2067-06-12      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Sunrise Srl                                                      | Sunrise Spv 98 Srl                                                               | CUSIP: 000000000<br>LEI: 81560036AE47FD868675 | Long             | ABS-O            | CORP              | IT        |    243000 | PA      | $285667.45    | 0.01%             | 2051-04-27      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                           | Lsf12 Helix Parent LLC                                                           | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |    192000 | PA      | $187418.45    | 0.00%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    317000 | PA      | $310219.81    | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2022-1                                                 | CUSIP: 89170VAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1170763 | PA      | $1110384.00   | 0.03%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DAE2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1650530 | PA      | $1473731.52   | 0.03%             | 2052-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93473.79     | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2024-1 Ltd                                               | CUSIP: 056920AQ4<br>LEI: 254900I37RDDKARGQN22 | Long             | ABS-CBDO         | CORP              | KY        |   1460000 | PA      | $1459292.63   | 0.03%             | 2039-04-16      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                      | Southern Co/The                                                                  | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4148690.60   | 0.10%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98590.81     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                | Battalion CLO IX Ltd                                                             | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   2283763 | PA      | $2283707.20   | 0.05%             | 2031-07-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1968700.62   | 0.05%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    116000 | PA      | $158675.19    | 0.00%             | 2032-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81478.76     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    241000 | PA      | $233247.87    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99503.72     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                             | Signal Peak CLO 12 Ltd                                                           | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    460000 | PA      | $460891.57    | 0.01%             | 2037-07-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                           | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    484000 | PA      | $489403.86    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-PJ10                                    | CUSIP: 36273MBA2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   3071146 | PA      | $3080349.11   | 0.07%             | 2056-04-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation                    | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |    266000 | PA      | $363805.42    | 0.01%             | 2031-08-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     38000 | PA      | $38653.33     | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                       | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92666.69     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $699184.16    | 0.02%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |     76905 | PA      | $89479.15     | 0.00%             | 2032-10-18      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3868000 | PA      | $3889098.20   | 0.09%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10310000 | PA      | $10268740.20  | 0.24%             | 2030-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    232000 | PA      | $240252.24    | 0.01%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $211014.36    | 0.00%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                             | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94643.86     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                          | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176906.57    | 0.00%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                     | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    261000 | PA      | $257123.45    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2006000 | PA      | $1930343.97   | 0.04%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |   6173000 | PA      | $5928741.74   | 0.14%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                            | KKR CLO 21 Ltd                                                                   | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | KY        |    361358 | PA      | $361395.93    | 0.01%             | 2031-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                         | Huntsman International LLC                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    117000 | PA      | $112049.30    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3903453.62   | 0.09%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                  | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3835208.96   | 0.09%             | 2031-02-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    182000 | PA      | $179660.23    | 0.00%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1699988.64   | 0.04%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1121870.77   | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    127000 | PA      | $129240.18    | 0.00%             | 2029-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91122.82     | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5303000 | PA      | $5247904.06   | 0.12%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    102000 | PA      | $109297.49    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation                    | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |    202000 | PA      | $277950.00    | 0.01%             | 2031-08-20      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | Ryder System Inc                                                                 | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49545.33     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201367.80    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                              | PFS Financing Corp                                                               | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4954000 | PA      | $4964788.82   | 0.11%             | 2030-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2271490.91   | 0.05%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114023.56    | 0.00%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2196252.97   | 0.05%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163650.72    | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H5ZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11273663 | PA      | $10650527.78  | 0.25%             | 2033-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109924.43    | 0.00%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $549780.56    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                     | TICP CLO XI Ltd                                                                  | CUSIP: 87249QAL4<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |   1130000 | PA      | $1131345.38   | 0.03%             | 2037-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4998000 | PA      | $4850782.71   | 0.11%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14946.17     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5606000 | PA      | $5816584.23   | 0.13%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                          | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1820000 | PA      | $1824052.05   | 0.04%             | 2038-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $98742.71     | 0.00%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                                        | SLG Office Trust 2026-OMA                                                        | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | PA      | $869376.55    | 0.02%             | 2041-04-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3120000 | PA      | $3213448.68   | 0.07%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | Sofi Consumer Loan Program 2026-B Trust                                          | CUSIP: 83407MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1778000 | PA      | $1775915.65   | 0.04%             | 2036-02-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                            | Aesir European Loan Conduit No 41 DAC                                            | CUSIP: 000000000<br>LEI: 635400BIYQM1LPPW1N05 | Long             | ABS-MBS          | CORP              | IE        |   1975000 | PA      | $2673341.87   | 0.06%             | 2036-01-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |    591531 | PA      | $802526.10    | 0.02%             | 2035-05-17      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23023.74     | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                                   | CQS US CLO 5 Ltd                                                                 | CUSIP: 12676EAE7<br>LEI: 25490009GM1MG9XIPV52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004431.80   | 0.02%             | 2039-01-17      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2022-C                                          | CUSIP: 78449CAB4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   2573757 | PA      | $2613732.82   | 0.06%             | 2050-05-16      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2450319.94  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99982.10     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    224000 | PA      | $226945.38    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust                               | EFMT 2025-NQM3                                                                   | CUSIP: 26846YAC2<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |   3923330 | PA      | $3939937.10   | 0.09%             | 2070-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                     | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2456773.68   | 0.06%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                       | INCREF LLC                                                                       | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4040000 | PA      | $4046007.48   | 0.09%             | 2042-10-19      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1081000 | PA      | $1065035.25   | 0.02%             | 2056-01-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Loan Note Trust                   | Latitude Australia Credit Card Master Trust Series 2026-1                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $358945.56    | 0.01%             | 2038-09-22      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                          | Central Garden & Pet Co                                                          | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    101000 | PA      | $95386.51     | 0.00%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| M&T Equipment Notes                                              | M&T Equipment 2025-LEAF1 Notes                                                   | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630499 | PA      | $632493.99    | 0.01%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62785000 | PA      | $63437375.08  | 1.47%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2465000 | PA      | $2459258.35   | 0.06%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                        | Autonoria Spain 2022 FT                                                          | CUSIP: 000000000<br>LEI: 959800TU6P30TL2EN703 | Long             | ABS-O            | CORP              | ES        |    158777 | PA      | $188468.28    | 0.00%             | 2040-01-26      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   5747000 | PA      | $5740523.19   | 0.13%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2020-4                                                 | CUSIP: 89179JAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    559586 | PA      | $510513.24    | 0.01%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2024-1ST1 PLC                               | CUSIP: 000000000<br>LEI: 635400TPBBDP9FM5EY24 | Long             | ABS-MBS          | CORP              | GB        |    852056 | PA      | $1162873.26   | 0.03%             | 2064-08-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318467.42    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                   | Azorra Finance Ltd                                                               | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    236000 | PA      | $225970.00    | 0.01%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1020000 | PA      | $1003814.98   | 0.02%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                         | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    262000 | PA      | $258296.50    | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                    | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |     63339 | PA      | $74972.31     | 0.00%             | 2042-10-27      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                          | Efesto Bidco SpA Efesto US LLC                                                   | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1004000 | PA      | $999852.68    | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                   | Hyundai Auto Receivables Trust 2023-B                                            | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85012 | PA      | $85413.72     | 0.00%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| East One                                                         | East One 2024-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PCKNACOVV1MZ66 | Long             | ABS-MBS          | CORP              | GB        |    280000 | PA      | $383544.78    | 0.01%             | 2055-12-27      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1868522.53   | 0.04%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PCY Trust                                                        | PCY Trust 2026-FCMT                                                              | CUSIP: 704929AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3812000 | PA      | $3828606.60   | 0.09%             | 2041-04-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7730000 | PA      | $7877392.55   | 0.18%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     65000 | PA      | $64845.90     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2201000 | PA      | $2213667.20   | 0.05%             | 2036-09-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1183000 | PA      | $1169670.36   | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PCL Funding II                                                   | PCL Funding VIII PLC                                                             | CUSIP: 000000000<br>LEI: 21380059YXNYYIS74Q45 | Long             | ABS-O            | CORP              | GB        |   3193000 | PA      | $4345508.21   | 0.10%             | 2028-05-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                   | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $1617231.60   | 0.04%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                                   | Penta CLO 17 DAC                                                                 | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |   1460000 | PA      | $1710604.75   | 0.04%             | 2039-02-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1923665 | PA      | $1925984.17   | 0.04%             | 2058-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Jubilee Place                                                    | Jubilee Place 9 BV                                                               | CUSIP: 000000000<br>LEI: 724500NW990F5Q3VQE73 | Long             | ABS-O            | CORP              | NL        |   2641265 | PA      | $3098059.66   | 0.07%             | 2061-10-17      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3592701.93   | 0.08%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| Noria                                                            | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |     70014 | PA      | $82490.03     | 0.00%             | 2043-02-25      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9380000 | PA      | $9236406.74   | 0.21%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance                                           | Dutch Property Finance 2023-1 BV                                                 | CUSIP: 000000000<br>LEI: 72450018DWAQNJ1JEW75 | Long             | ABS-MBS          | CORP              | NL        |    227621 | PA      | $268081.04    | 0.01%             | 2064-04-28      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3688000 | PA      | $3677959.79   | 0.09%             | 2033-06-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                         | Moog Inc                                                                         | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66058.87     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                          | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   4000000 | PA      | $4009000.00   | 0.09%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    603000 | PA      | $587023.98    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                             | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $60903.17     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1430089.78   | 0.03%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   7780000 | PA      | $7700273.13   | 0.18%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                          | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    109000 | PA      | $109477.57    | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                         | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $963878.67    | 0.02%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    242000 | PA      | $240137.06    | 0.01%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                              | LCM 29 Ltd                                                                       | CUSIP: 50201MAQ6<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |    152655 | PA      | $152679.58    | 0.00%             | 2031-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3346000 | PA      | $3294792.15   | 0.08%             | 2056-01-05      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                  | Oaktree CLO 2024-25 Ltd                                                          | CUSIP: 67402PAA5<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002092.00   | 0.05%             | 2037-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 20 Ltd                                                                        | CUSIP: 74989UAJ2<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |   6270000 | PA      | $6266994.16   | 0.14%             | 2037-07-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2670000 | PA      | $2620640.22   | 0.06%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Chicago Board of Trade                                           | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -123 | NC      | $508834.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    158000 | PA      | $157898.74    | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    212000 | PA      | $216039.37    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $770481.25    | 0.02%             | 2041-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158591.05    | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                              | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: 984500D1F362E8C1FF34 | Long             | ABS-O            | CORP              | AU        |   2844729 | PA      | $2052466.53   | 0.05%             | 2031-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8095000 | PA      | $7965205.34   | 0.18%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                        | ALA Trust 2025-OANA                                                              | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1862000 | PA      | $1868982.50   | 0.04%             | 2040-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    820450 | PA      | $833254.48    | 0.02%             | 2055-06-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                              | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    617000 | PA      | $595905.26    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-6855.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                         | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39279.40     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $139026.98    | 0.00%             | 2061-02-26      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                                        | SLG Commercial Mortgage Trust 2026-PAT                                           | CUSIP: 78451CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2123000 | PA      | $2108406.07   | 0.05%             | 2039-02-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    155000 | PA      | $211975.01    | 0.00%             | 2032-03-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAA6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   4629051 | PA      | $4641388.08   | 0.11%             | 2062-04-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2024-V12 Mortgage Trust                                                | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $5886535.35   | 0.14%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                     | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106431.58    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2025-NQM4                                        | CUSIP: 10570QAE1<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-MBS          | CORP              | US        |   2679566 | PA      | $2696866.02   | 0.06%             | 2065-02-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |    213008 | PA      | $289072.59    | 0.01%             | 2035-02-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Jubilee Place                                                    | Jubilee Place 9 BV                                                               | CUSIP: 000000000<br>LEI: 724500NW990F5Q3VQE73 | Long             | ABS-O            | CORP              | NL        |    454000 | PA      | $529386.84    | 0.01%             | 2061-10-17      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    107000 | PA      | $109322.65    | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114050.73    | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAA4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   2378712 | PA      | $2374816.77   | 0.05%             | 2062-04-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   3216945 | PA      | $3226698.70   | 0.07%             | 2069-02-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                             | New Mountain CLO 3 Ltd                                                           | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004721.40   | 0.05%             | 2038-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99538.63     | 0.00%             | 2028-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                              | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3503492.47   | 0.08%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                              | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98309.46     | 0.00%             | 2027-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $389800.00    | 0.01%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101661.40    | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    850000 | PA      | $821950.41    | 0.02%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2017-SMP                                   | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17280000 | PA      | $16130524.03  | 0.37%             | 2034-12-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $282130.28    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | Synchrony Financial                                                              | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4288000 | PA      | $4288625.28   | 0.10%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    111000 | PA      | $116280.83    | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan ABS 2024-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400N6ZVLRSMHBQG89 | Long             | ABS-O            | CORP              | IE        |     41258 | PA      | $48919.46     | 0.00%             | 2034-02-18      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111964.14    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    119000 | PA      | $111761.38    | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |   4515000 | PA      | $4537656.63   | 0.10%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| PRM8 Trust                                                       | PRM8 Trust 2026-PRM8                                                             | CUSIP: 74290LAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $767250.00    | 0.02%             | 2041-05-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |     76353 | PA      | $90574.58     | 0.00%             | 2034-03-21      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14995898.40  | 0.35%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |     87017 | PA      | $118795.27    | 0.00%             | 2032-05-16      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust 2019-ATR2                                      | CUSIP: 16159GAL3<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    804131 | PA      | $785650.37    | 0.02%             | 2049-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2024-2 PLC                                                  | CUSIP: 000000000<br>LEI: 635400KGPH6QBBQEL802 | Long             | ABS-MBS          | CORP              | GB        |    382511 | PA      | $520963.75    | 0.01%             | 2066-05-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    233000 | PA      | $231091.62    | 0.01%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98035.91     | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2018-RPL9 Trust                                                             | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1494561 | PA      | $1435188.61   | 0.03%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | PARK BLUE CLO 2023-III LTD                                                       | CUSIP: 70019AAN9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |    925000 | PA      | $927463.37    | 0.02%             | 2037-04-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| PCL Funding II                                                   | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |    106000 | PA      | $144412.84    | 0.00%             | 2029-07-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                           | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    398000 | PA      | $363806.90    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1                         | CUSIP: 61790VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3119184 | PA      | $3133148.80   | 0.07%             | 2070-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3515944.63   | 0.08%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3404000 | PA      | $3464083.32   | 0.08%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198827.70    | 0.00%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |   4747000 | PA      | $4745547.28   | 0.11%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                  | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |   1026189 | PA      | $1031476.81   | 0.02%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2022-NQM1 Trust                                                             | CUSIP: 36168VAC7<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   7652097 | PA      | $7328750.39   | 0.17%             | 2067-02-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2023-C19                                                    | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2860000 | PA      | $2893042.15   | 0.07%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2022-B                                          | CUSIP: 83206NAB3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   8144645 | PA      | $8216043.18   | 0.19%             | 2055-02-16      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3027464.99   | 0.07%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TAYLOR MORRISON COMM                                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    146000 | PA      | $145409.50    | 0.00%             | 2030-08-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2528282 | PA      | $2520381.62   | 0.06%             | 2041-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    312000 | PA      | $303743.61    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    920000 | PA      | $936501.87    | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: 9845003Q6DEF3R087B56 | Long             | ABS-O            | CORP              | ES        |    113500 | PA      | $133402.29    | 0.00%             | 2038-07-20      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272305.28    | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                   | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738093 | PA      | $723330.82    | 0.02%             | 2029-09-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                            | Freeport Indonesia PT                                                            | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   4300000 | PA      | $4301620.24   | 0.10%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    583000 | PA      | $590875.16    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    818000 | PA      | $823923.56    | 0.02%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    344000 | PA      | $470591.46    | 0.01%             | 2056-09-12      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |   1087604 | PA      | $1485685.36   | 0.03%             | 2061-02-26      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200250.00    | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                            | Basswood Park CLO Ltd                                                            | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1600445.44   | 0.04%             | 2034-04-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                 | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $168159.23    | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                  | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FAU3<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |   1920000 | PA      | $1920271.10   | 0.04%             | 2038-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3886000 | PA      | $3748087.57   | 0.09%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                         | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $188088.53    | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                  | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106949.31    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5737000 | PA      | $5752596.61   | 0.13%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| JABIL INC                                                        | Jabil Inc                                                                        | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3057370.43   | 0.07%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2192067.76   | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Youni Italy                                                      | Youni Italy 2024-1 Srl                                                           | CUSIP: 000000000<br>LEI: 8156008D82FF6A71F833 | Long             | ABS-O            | CORP              | IT        |     52564 | PA      | $62083.86     | 0.00%             | 2034-04-25      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $252086.47    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2024-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400IODF9CE3RX8L03 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137193.51    | 0.00%             | 2055-08-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                | Service Corp International/US                                                    | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    232000 | PA      | $230301.62    | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| E-CARAT PLC                                                      | E-Carat UK 2026-1 PLC                                                            | CUSIP: 000000000<br>LEI: 6354009UVYHN8M4BQB63 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $136074.97    | 0.00%             | 2034-01-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                  | TEXAS Commercial Mortgage Trust 2025-TWR                                         | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2799000 | PA      | $2790253.13   | 0.06%             | 2042-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1493726.22   | 0.03%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1707045.72   | 0.04%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust                                        | SAIF Securitization Trust 2026-CES1                                              | CUSIP: 78710HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2134810 | PA      | $2132961.86   | 0.05%             | 2056-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                             | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4446000 | PA      | $4608713.24   | 0.11%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                                     | Pierpont Btl 2026-1 PLC                                                          | CUSIP: 000000000<br>LEI: 213800UHT3RX1VL8CX54 | Long             | ABS-MBS          | CORP              | GB        |   5292000 | PA      | $7197710.20   | 0.17%             | 2062-12-21      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2385861.61   | 0.06%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $30880.92     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westpac Securitisation Trust                                     | Series 2026-1 WST Trust                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   9831141 | PA      | $7058963.15   | 0.16%             | 2057-09-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1393363.22   | 0.03%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     93000 | PA      | $86386.07     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2026-1 PLC                                              | CUSIP: 000000000<br>LEI: 2138006RXLKWX319BI66 | Long             | ABS-MBS          | CORP              | GB        |    215000 | PA      | $292947.67    | 0.01%             | 2068-04-17      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                               | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $203947.92    | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $374365.68    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                      | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1730000 | PA      | $1649995.54   | 0.04%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    219000 | PA      | $211794.86    | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50266.99     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2570000 | PA      | $2600092.90   | 0.06%             | 2058-10-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                             | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    272000 | PA      | $271452.11    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13931.00     | 0.00%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   5371507 | PA      | $5323955.73   | 0.12%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    315000 | PA      | $307097.09    | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2017-I Ltd                                                          | CUSIP: 17181PAC3<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502872.25   | 0.06%             | 2037-04-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                  | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $4264785.56   | 0.10%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    802353 | PA      | $814810.35    | 0.02%             | 2055-06-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                               | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18678.06     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2026-NQM5 Mortgage Trust                                                   | CUSIP: 22759BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3738496.50   | 0.09%             | 2071-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1935000 | PA      | $1942461.82   | 0.04%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-11X                                           | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2280000 | PA      | $2285700.00   | 0.05%             | 2040-10-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                         | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $132974.49    | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QAF2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   3073363 | PA      | $2754016.73   | 0.06%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                         | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164892.10    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                | GEO Group Inc/The                                                                | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    254000 | PA      | $264267.19    | 0.01%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    620000 | PA      | $639392.36    | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3461508.04   | 0.08%             | 2032-04-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust 2024-CES1                                       | CUSIP: 92839HAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2580000 | PA      | $2610946.84   | 0.06%             | 2054-05-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2016-2                                                 | CUSIP: 89172PAC3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    891052 | PA      | $884515.68    | 0.02%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                             | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2231803 | PA      | $2239468.35   | 0.05%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Satus PLC                                                        | Satus 2024-1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800P7IESQH1HBW693 | Long             | ABS-O            | CORP              | GB        |    102000 | PA      | $138494.32    | 0.00%             | 2031-01-17      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    297000 | PA      | $297903.18    | 0.01%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    514000 | PA      | $570006.98    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   6748000 | PA      | $6555894.97   | 0.15%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                              | Sounds Point CLO IV-R LTD                                                        | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |   1561576 | PA      | $1562292.24   | 0.04%             | 2031-04-18      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAL5<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   1576520 | PA      | $1570421.93   | 0.04%             | 2071-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1571000 | PA      | $1643232.54   | 0.04%             | 2058-02-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    229000 | PA      | $226019.97    | 0.01%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    181000 | PA      | $181671.69    | 0.00%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2023-NQM2 Trust                                                             | CUSIP: 74390KAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    754774 | PA      | $755730.13    | 0.02%             | 2068-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    594000 | PA      | $608978.30    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403588 | PA      | $403966.05    | 0.01%             | 2039-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2026-ST1                                   | CUSIP: 91533VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100436 | PA      | $1098984.71   | 0.03%             | 2034-03-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $551562.04    | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3774000 | PA      | $3749716.35   | 0.09%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1056933 | PA      | $1073426.86   | 0.02%             | 2055-05-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |   1733606 | PA      | $1247560.83   | 0.03%             | 2033-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                             | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199252.00    | 0.00%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer PLC                                           | Pavillion Consumer 2025-1 PLC                                                    | CUSIP: 000000000<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |   4012000 | PA      | $5448158.09   | 0.13%             | 2036-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| 610 Funding 2 CLO Ltd                                            | Anchorage Capital CLO 2026-22 Ltd                                                | CUSIP: 03333KAC1<br>LEI: 549300GQXKMJDZ17HU89 | Long             | ABS-CBDO         | CORP              | KY        |   9360000 | PA      | $9371318.11   | 0.22%             | 2039-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3342000 | PA      | $3336319.74   | 0.08%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                         | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 33767QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3668271.44   | 0.08%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dilosk RMBS                                                      | Dilosk Rmbs NO 9 Dac                                                             | CUSIP: 000000000<br>LEI: 635400EER3OFDNYI7P30 | Long             | ABS-MBS          | CORP              | IE        |    637773 | PA      | $748898.04    | 0.02%             | 2063-01-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $100013.13    | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197758.08    | 0.00%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | Sofi Consumer Loan Program 2026-B Trust                                          | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1811000 | PA      | $1808569.28   | 0.04%             | 2036-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68487.51     | 0.00%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MLTI Trust                                                       | MLTI Trust 2026-SF75                                                             | CUSIP: 55318JAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1465000 | PA      | $1455406.89   | 0.03%             | 2036-03-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                 | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1247000 | PA      | $1237859.86   | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-11                                                 | CUSIP: 03466FAC1<br>LEI: 254900U7QMG1IM2AZ079 | Long             | ABS-MBS          | CORP              | US        |   2708887 | PA      | $2698794.07   | 0.06%             | 2070-10-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Satus PLC                                                        | Satus                                                                            | CUSIP: 000000000<br>LEI: 213800P7IESQH1HBW693 | Long             | ABS-O            | CORP              | GB        |    882000 | PA      | $1200180.05   | 0.03%             | 2033-01-17      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                | CPPIB Capital Inc                                                                | CUSIP: 12593CBD2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  10175000 | PA      | $10063037.76  | 0.23%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Marzio Finance                                                   | Marzio Finance Srl                                                               | CUSIP: 000000000<br>LEI: 8156009FC13322D4B035 | Long             | ABS-O            | CORP              | IT        |    713158 | PA      | $840907.76    | 0.02%             | 2049-05-28      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1473834.98   | 0.03%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VBA9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   9840000 | PA      | $9812017.30   | 0.23%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                          | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    273000 | PA      | $277378.40    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66839.72     | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    395000 | PA      | $418613.89    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 3 LTD                                                         | CUSIP: 67112RBC7<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751654.20    | 0.02%             | 2038-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15607.47     | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4479524.08   | 0.10%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1206618.88   | 0.03%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3961974.22   | 0.09%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-2                                                  | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |   1558424 | PA      | $1567514.74   | 0.04%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                 | Lamar Media Corp                                                                 | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99288.71     | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    854000 | PA      | $832600.13    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36264.68     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ADIENT GLOBAL HOLDINGS                                           | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $101740.00    | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3927953.84   | 0.09%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                      | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1170843.24   | 0.03%             | 2055-06-25      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  20626000 | PA      | $20661884.70  | 0.48%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1128000 | PA      | $1128213.27   | 0.03%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Miltonia Mortgage Finance                                        | Miltonia Mortgage Finance Srl                                                    | CUSIP: 000000000<br>LEI: 815600BC278905BA4594 | Long             | ABS-MBS          | CORP              | IT        |    273000 | PA      | $320858.14    | 0.01%             | 2062-04-28      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-11                                               | CUSIP: 924935AL3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |   1368396 | PA      | $1357598.95   | 0.03%             | 2070-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4633000 | PA      | $4598231.79   | 0.11%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3221267.49   | 0.07%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1456293.92   | 0.03%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $570356.25    | 0.01%             | 2041-11-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    247000 | PA      | $246558.61    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO XXXIX Ltd                                                             | CUSIP: 03766HAQ3<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001739.00   | 0.02%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2113000 | PA      | $2100189.73   | 0.05%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Commercial Mortgage Trust 2025-STAR                                          | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3290000 | PA      | $3253217.14   | 0.08%             | 2042-11-05      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2787000 | PA      | $2818103.84   | 0.07%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                 | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1931000 | PA      | $1930629.09   | 0.04%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    575000 | PA      | $567750.63    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77633.23     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2254050.77   | 0.05%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2025-4 Mortgage Loan Trust                                                  | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |   3437735 | PA      | $3467768.75   | 0.08%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $486774.55    | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                               | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    159000 | PA      | $167404.10    | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                   | Galaxy XXII CLO Ltd                                                              | CUSIP: 36320TBM4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |   3495000 | PA      | $3492664.29   | 0.08%             | 2034-04-16      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    447000 | PA      | $477649.00    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    237000 | PA      | $224249.92    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                   | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    604393 | PA      | $823970.63    | 0.02%             | 2056-10-21      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Domi                                                             | Domi 2023-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500Q9WQ341T63UP90 | Long             | ABS-MBS          | CORP              | NL        |   1995490 | PA      | $2354880.39   | 0.05%             | 2055-02-15      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HXV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5755000 | PA      | $5292039.77   | 0.12%             | 2030-05-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    601000 | PA      | $592460.99    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                         | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    106000 | PA      | $106731.82    | 0.00%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 631965000 | PA      | $611821115.63 | 14.14%            | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                        | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    159000 | PA      | $161199.59    | 0.00%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OHS Issuer LLC                                                   | OHS Issuer LLC                                                                   | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1775037 | PA      | $1743230.14   | 0.04%             | 2061-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    238000 | PA      | $246293.82    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MTP ABS FUNDING LLC                                              | Mtp Abs Funding LLC                                                              | CUSIP: 55378HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    483000 | PA      | $485131.99    | 0.01%             | 2056-04-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                        | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2991000 | PA      | $3002216.25   | 0.07%             | 2040-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | Sofi Consumer Loan Program 2026-B Trust                                          | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1899000 | PA      | $1898832.70   | 0.04%             | 2036-02-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |     39253 | PA      | $53635.47     | 0.00%             | 2033-04-21      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                             | APLD ComputeCo 2 LLC                                                             | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $266324.86    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136664.31    | 0.00%             | 2056-09-12      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9318000 | PA      | $9210183.66   | 0.21%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    113000 | PA      | $153968.30    | 0.00%             | 2033-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                             | OI European Group BV                                                             | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    122000 | PA      | $113272.75    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 76 CLO Ltd                                                                | CUSIP: 26252WBE8<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   2060000 | PA      | $2064127.83   | 0.05%             | 2037-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    156000 | PA      | $150988.07    | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Trinity Square                                                   | Trinity Square 2021-1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354001L6FRKQUMWRQ12 | Long             | ABS-MBS          | CORP              | GB        |   1175968 | PA      | $1601766.77   | 0.04%             | 2059-07-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                         | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42627.78     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $3616257.40   | 0.08%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3194000 | PA      | $3049315.19   | 0.07%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |   1952236 | PA      | $2667277.34   | 0.06%             | 2057-01-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | Ryder System Inc                                                                 | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    137000 | PA      | $139971.29    | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   1477586 | PA      | $1471922.06   | 0.03%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                         | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    769000 | PA      | $813369.76    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4352526.76   | 0.10%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132J4RB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6111403 | PA      | $5933546.08   | 0.14%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-115483.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                          | American National Group Inc                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    277000 | PA      | $270692.38    | 0.01%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                         | CompoSecure Holdings LLC                                                         | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $126444.51    | 0.00%             | 2033-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                       | MMAF Equipment Finance LLC 2024-A                                                | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1197196 | PA      | $1210198.99   | 0.03%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                       | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2550000.00   | 0.06%             | 2042-06-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                | EOG Resources Inc                                                                | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2311619.00   | 0.05%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                   | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136628.12    | 0.00%             | 2056-10-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82114.16     | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 13 Ltd                                                           | CUSIP: 09090QAA2<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1703799.50   | 0.04%             | 2038-10-23      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                      | Petrobras Global Finance BV                                                      | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4070000.00   | 0.09%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan ABS 2024-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400N6ZVLRSMHBQG89 | Long             | ABS-O            | CORP              | IE        |     82516 | PA      | $97152.30     | 0.00%             | 2034-02-18      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627300 | PA      | $628084.26    | 0.01%             | 2039-12-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-2                                                  | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   3753494 | PA      | $3770930.24   | 0.09%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2024-4 LLC                                            | CUSIP: 29374MAC2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1370000 | PA      | $1376670.12   | 0.03%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    247000 | PA      | $248909.80    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                                         | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $259709.05    | 0.01%             | 2029-06-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2542276.00   | 0.06%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $24200.35     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3239019 | PA      | $3285964.85   | 0.08%             | 2055-05-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2155000 | PA      | $2213329.82   | 0.05%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |    104000 | PA      | $142271.98    | 0.00%             | 2057-01-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $252581.06    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    848000 | PA      | $872465.99    | 0.02%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |     44749 | PA      | $60920.67     | 0.00%             | 2033-04-21      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLVG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6853965 | PA      | $6954789.22   | 0.16%             | 2055-06-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MTP ABS FUNDING LLC                                              | Mtp Abs Funding LLC                                                              | CUSIP: 55378HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    882000 | PA      | $882000.00    | 0.02%             | 2056-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                         | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $344152.78    | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                         | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73227.38     | 0.00%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    191000 | PA      | $189100.66    | 0.00%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Elstree Funding                                                  | Elstree 2026-1 Mix PLC                                                           | CUSIP: 000000000<br>LEI: 213800GBXBLN9YSO6I96 | Long             | ABS-MBS          | CORP              | GB        |    178000 | PA      | $242482.80    | 0.01%             | 2066-09-21      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust                                                | M&T Bank RV Trust 2026-1                                                         | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200247 | PA      | $2168864.01   | 0.05%             | 2046-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAD2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $694183.45    | 0.02%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    437224 | PA      | $437442.61    | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $378521.57    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ROCKET SOFTWARE INC                                              | Rocket Software Inc                                                              | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    241000 | PA      | $239807.32    | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                              | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $346875.53    | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167879.22    | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                 | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1061525.96   | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 185780000 | PA      | $183849630.62 | 4.25%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5267000 | PA      | $5510293.42   | 0.13%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: —       |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    182000 | PA      | $190953.31    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $5712087.88   | 0.13%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    967000 | PA      | $1017571.20   | 0.02%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                 | VB-S1 Issuer LLC                                                                 | CUSIP: 91825HAE4<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |   2734000 | PA      | $2743807.40   | 0.06%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2026-NQM5 Mortgage Trust                                                   | CUSIP: 22759BAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1467291 | PA      | $1464326.63   | 0.03%             | 2071-03-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35059.89     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    224000 | PA      | $217007.64    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                          | CUSIP: 617942AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2219622 | PA      | $2240089.48   | 0.05%             | 2070-03-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                            | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $79321.78     | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                              | Southern California Edison Co                                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1034527.41   | 0.02%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Last Mile Securities                                             | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |   3965184 | PA      | $4651051.39   | 0.11%             | 2031-08-17      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                                | OCP Aegis CLO 2024-39 Ltd                                                        | CUSIP: 67570HAA9<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |   1460000 | PA      | $1457421.35   | 0.03%             | 2038-04-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                           | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   8370000 | PA      | $8419393.63   | 0.19%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding                                                                    | CUSIP: 000000000<br>LEI: 635400GE1FMJVQH5B467 | Long             | ABS-MBS          | CORP              | GB        |    536000 | PA      | $729357.47    | 0.02%             | 2068-01-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2680970.21   | 0.06%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                              | Citibank Credit Card Issuance Trust                                              | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    298000 | PA      | $299863.07    | 0.01%             | 2029-05-14      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Private Credit Student Loan Trust 2006-B                                     | CUSIP: 78443CCU6<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |   3849385 | PA      | $3774476.22   | 0.09%             | 2039-12-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-RPL2 Trust                                                             | CUSIP: 69392LAA2<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    694811 | PA      | $674478.29    | 0.02%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd                                           | Regatta XX Funding Ltd                                                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1139774.28   | 0.03%             | 2038-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    514983 | PA      | $702083.72    | 0.02%             | 2056-09-12      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Satus PLC                                                        | Satus 2024-1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800P7IESQH1HBW693 | Long             | ABS-O            | CORP              | GB        |    337000 | PA      | $458976.66    | 0.01%             | 2031-01-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                            | ARI Fleet Lease Trust 2025-B                                                     | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331000 | PA      | $332700.81    | 0.01%             | 2034-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                 | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    229000 | PA      | $200122.41    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| UWM HOLDINGS LLC                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $227201.17    | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |     76353 | PA      | $90320.71     | 0.00%             | 2034-03-21      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                         | INT Commercial Mortgage Trust 2025-PLAZA                                         | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632000 | PA      | $631364.08    | 0.01%             | 2037-11-05      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| RR 36 LTD                                                        | RR 36 Ltd                                                                        | CUSIP: 74989AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1485000 | PA      | $1488991.68   | 0.03%             | 2040-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1822737.90   | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    517000 | PA      | $515844.82    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                          | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    507000 | PA      | $522420.93    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    303000 | PA      | $302128.24    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27542.51     | 0.00%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-2493.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                      | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   4597000 | PA      | $4645987.38   | 0.11%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GNA3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5925636.71   | 0.14%             | 2032-04-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding                                                                    | CUSIP: 000000000<br>LEI: 635400GE1FMJVQH5B467 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136073.34    | 0.00%             | 2068-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859000 | PA      | $858314.95    | 0.02%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2712963.65   | 0.06%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2026-HYB1                                                 | CUSIP: 81750GAB2<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   4029754 | PA      | $3956500.44   | 0.09%             | 2056-04-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                              | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2246242.03   | 0.05%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                | TURQUOISE V TRUST SERIES 2026-1 TRUST                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   6270000 | PA      | $4507314.24   | 0.10%             | 2067-06-12      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418AAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3174442 | PA      | $3110046.90   | 0.07%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                               | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $25785.40     | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAA0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    965486 | PA      | $952676.73    | 0.02%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust Series 2025-11                                 | CUSIP: 16162QBD3<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |   4504962 | PA      | $4504951.10   | 0.10%             | 2056-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                     | AGL Clo 40 Ltd                                                                   | CUSIP: 00122JAA9<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2254272.53   | 0.05%             | 2038-07-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  14001000 | PA      | $13929234.09  | 0.32%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brignole CO                                                      | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |     44836 | PA      | $52946.85     | 0.00%             | 2042-02-24      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    709000 | PA      | $958155.15    | 0.02%             | 2038-05-18      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3078000 | PA      | $3110234.69   | 0.07%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26797.37     | 0.00%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                 | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100140.90    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    326000 | PA      | $320897.25    | 0.01%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $278331.62    | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                             | FS Rialto 2026-FL11 Issuer LLC                                                   | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3810000 | PA      | $3805456.19   | 0.09%             | 2044-01-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   5199000 | PA      | $5318400.03   | 0.12%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-NQM2 Trust                                                            | CUSIP: 403966AA2<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   2697143 | PA      | $2705358.68   | 0.06%             | 2070-02-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| CART                                                             | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2878000 | PA      | $2875500.17   | 0.07%             | 2041-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4247000 | PA      | $4248726.02   | 0.10%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64843.47     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                          | Bryant Park Funding 2023-19 Ltd                                                  | CUSIP: 11765AAQ2<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |    335000 | PA      | $335078.49    | 0.01%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3306000 | PA      | $3113693.91   | 0.07%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3679000 | PA      | $3658363.35   | 0.08%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   7529000 | PA      | $7527885.71   | 0.17%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102919.90    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer PLC                                           | Pavillion Consumer 2025-1 PLC                                                    | CUSIP: 000000000<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |    208000 | PA      | $282735.92    | 0.01%             | 2036-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                          | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    789000 | PA      | $774126.32    | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                         | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    727000 | PA      | $739105.28    | 0.02%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                             | CUSIP: 56036BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1049988.65   | 0.02%             | 2041-01-15      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8808000 | PA      | $8374746.55   | 0.19%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45637.99     | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2025-NQM4                                        | CUSIP: 46660HAD8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   5861545 | PA      | $5837745.83   | 0.13%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4882132.15   | 0.11%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                                 | London Cards No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 635400SWIULSFYESTP47 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $137701.48    | 0.00%             | 2034-03-28      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328069 | PA      | $332725.61    | 0.01%             | 2054-12-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41135.04     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    266000 | PA      | $238397.87    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CARVANA CO                                                       | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    164000 | PA      | $181424.47    | 0.00%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2221083.38   | 0.05%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67348.45     | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCL9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $4064384.17   | 0.09%             | 2032-04-23      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                             | BWX Technologies Inc                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    183000 | PA      | $180037.76    | 0.00%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                      | Southern Co/The                                                                  | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    458000 | PA      | $461642.00    | 0.01%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2088346 | PA      | $2117999.09   | 0.05%             | 2055-02-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9620000 | PA      | $9522735.84   | 0.22%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| Stratton Mortgage Funding PLC                                    | Stratton Mortgage Funding 2024-2 PLC                                             | CUSIP: 000000000<br>LEI: 635400BEV82LZKPTAB28 | Long             | ABS-MBS          | CORP              | GB        |    816120 | PA      | $1110785.48   | 0.03%             | 2050-06-28      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX Corp                                                                         | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    387000 | PA      | $411273.29    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                  | CUSIP: 718172EF2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9095000 | PA      | $9036568.90   | 0.21%             | 2029-04-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                 | Vail Resorts Inc                                                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87475.52     | 0.00%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   7781000 | PA      | $7425462.14   | 0.17%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                          | Halseypoint CLO 7 LTD                                                            | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2002955.40   | 0.05%             | 2038-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                        | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1762763.45   | 0.04%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    286000 | PA      | $286288.57    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2848591.44   | 0.07%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4304291.93   | 0.10%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1375495.99   | 0.03%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| FirstMac Mortgage Funding Trust                                  | FIRSTMAC MORTGAGE FUNDING TRUST NO. 4 SERIES 2024-4                              | CUSIP: 000000000<br>LEI: 894500HAO48HJGWQKR85 | Long             | ABS-MBS          | CORP              | AU        |    249153 | PA      | $179524.90    | 0.00%             | 2056-02-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                        | LEX Trust 2026-450                                                               | CUSIP: 501970AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701000 | PA      | $694599.73    | 0.02%             | 2043-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   1472845 | PA      | $1463631.53   | 0.03%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    806000 | PA      | $721716.58    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAB9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   5366076 | PA      | $5355560.34   | 0.12%             | 2055-05-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                             | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6165000 | PA      | $6366849.19   | 0.15%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2024-H1 Mortgage Trust                                                     | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000534 | PA      | $2010103.03   | 0.05%             | 2068-12-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Allied Credit Trust                                              | Allied Credit ABS Trust 2026-1                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |    706000 | PA      | $506927.71    | 0.01%             | 2034-04-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                         | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1268000 | PA      | $1276465.17   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    576000 | PA      | $573173.98    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827000 | PA      | $814213.84    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $44954297.10  | 1.04%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    217000 | PA      | $212453.68    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9775000 | PA      | $9640989.15   | 0.22%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                     | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8700103.02   | 0.20%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                         | NRTH Commercial Mortgage Trust 2025-PARK                                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3364000 | PA      | $3361899.85   | 0.08%             | 2040-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                              | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151516.21    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                 | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    321000 | PA      | $311568.67    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                         | LABL Inc                                                                         | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $34400.00     | 0.00%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3281000 | PA      | $3336971.50   | 0.08%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2195425.42   | 0.05%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Liberty Funding Pty Limited                                      | Liberty Series 2025-1                                                            | CUSIP: 000000000<br>LEI: 984500D43B95D9404428 | Long             | ABS-MBS          | CORP              | AU        |    389641 | PA      | $280681.98    | 0.01%             | 2056-09-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |     99974 | PA      | $136079.18    | 0.00%             | 2066-12-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2025-HOME1                                                                 | CUSIP: 69382FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5059594 | PA      | $5081272.48   | 0.12%             | 2060-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                                   | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-MBS          | CORP              | GB        |    145870 | PA      | $202130.74    | 0.00%             | 2057-03-22      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Domi                                                             | Domi 2026-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500UGS8H72UZHQ412 | Long             | ABS-MBS          | CORP              | NL        |    581000 | PA      | $678476.92    | 0.02%             | 2057-02-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $99224.72     | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108911 | PA      | $108960.18    | 0.00%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                     | Post CLO 2024-1 Ltd                                                              | CUSIP: 73743EAA6<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001421.70   | 0.02%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71784.78     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Diameter Capital CLO                                             | Diameter Capital CLO 5 Ltd                                                       | CUSIP: 25255RAL3<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1802515.14   | 0.04%             | 2039-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2576776.21   | 0.06%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    206000 | PA      | $204470.51    | 0.00%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    981000 | PA      | $979528.75    | 0.02%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2026-NQM1 Trust                                                             | CUSIP: 74391DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3672470 | PA      | $3663921.58   | 0.08%             | 2071-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3304154.56   | 0.08%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2543254.10   | 0.06%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Commercial Mortgage Trust 2026-AZURE                                        | CUSIP: 03990QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1178000 | PA      | $1178000.00   | 0.03%             | 2038-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    477000 | PA      | $485868.86    | 0.01%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123897.17    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                             | New Mountain CLO 6 Ltd                                                           | CUSIP: 647908AA0<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $360764.28    | 0.01%             | 2037-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Regatta 36 Funding Ltd                                           | Regatta 36 Funding Ltd                                                           | CUSIP: 75904PAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.01%             | 2039-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    187000 | PA      | $185251.01    | 0.00%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| BMO Mortgage Trust                                               | BMO 2025-5C9 Mortgage Trust                                                      | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1379480 | PA      | $1429389.86   | 0.03%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125193.00    | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |    664534 | PA      | $903829.83    | 0.02%             | 2035-02-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2562000 | PA      | $2659802.94   | 0.06%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5188486.49   | 0.12%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                         | FS 2026-ORL                                                                      | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999893.20    | 0.02%             | 2041-02-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6460000 | PA      | $6555247.53   | 0.15%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                 | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     63000 | PA      | $55855.94     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1619675.85   | 0.04%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1067918.20   | 0.02%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                   | BSTN Commercial Mortgage Trust 2025-HUB                                          | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1497555.45   | 0.03%             | 2041-04-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136347.53    | 0.00%             | 2067-09-22      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2021-1                                                    | CUSIP: 81747KAA1<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   7149174 | PA      | $5914247.01   | 0.14%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    609000 | PA      | $603131.58    | 0.01%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3740945.49   | 0.09%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                      | Point Broadband Funding LLC                                                      | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1033000 | PA      | $1037327.24   | 0.02%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC Trust 2015-3                                                                | CUSIP: 12649XAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    595515 | PA      | $560140.95    | 0.01%             | 2045-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sunrise Srl                                                      | Sunrise Spv 98 Srl                                                               | CUSIP: 000000000<br>LEI: 81560036AE47FD868675 | Long             | ABS-O            | CORP              | IT        |    528000 | PA      | $620760.34    | 0.01%             | 2051-04-27      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6083192 | PA      | $5356389.26   | 0.12%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210375.00    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    256000 | PA      | $350985.47    | 0.01%             | 2032-07-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                 | Empower CLO 2022-1 Ltd                                                           | CUSIP: 29246AAL4<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   1895000 | PA      | $1898856.89   | 0.04%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |     31821 | PA      | $43335.28     | 0.00%             | 2031-09-16      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102777.63    | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAQ4<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   4615000 | PA      | $4623163.47   | 0.11%             | 2038-01-19      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-841.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6598000 | PA      | $6424342.95   | 0.15%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2030000 | PA      | $2036172.22   | 0.05%             | 2039-11-09      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                             | Birch Grove CLO 16 Ltd                                                           | CUSIP: 090971AG7<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   1045000 | PA      | $1045000.00   | 0.02%             | 2039-04-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2026-NQM4 Mortgage Trust                                                   | CUSIP: 22758FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3830000 | PA      | $3842470.86   | 0.09%             | 2071-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | Sasol Financing USA LLC                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1593560.00   | 0.04%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18870000 | PA      | $18645918.75  | 0.43%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |    275007 | PA      | $323746.71    | 0.01%             | 2034-10-18      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| LQR Trust                                                        | LQR Trust 2025-CALI                                                              | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2377000 | PA      | $2376976.21   | 0.05%             | 2043-01-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1641025.00   | 0.04%             | 2035-06-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7119000 | PA      | $7257047.45   | 0.17%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1086558.54   | 0.03%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                             | Tower Bridge Funding 2024-2 PLC                                                  | CUSIP: 000000000<br>LEI: 635400KGPH6QBBQEL802 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $136434.21    | 0.00%             | 2066-05-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $137044.64    | 0.00%             | 2031-08-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Sirius Logistics                                                 | Sirius Logistics 2026-1 UK DAC                                                   | CUSIP: 000000000<br>LEI: 9845000F71BA3AD49D17 | Long             | ABS-MBS          | CORP              | IE        |   3786000 | PA      | $5141530.90   | 0.12%             | 2035-11-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2025-VIS2                                               | CUSIP: 46659RAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   3472544 | PA      | $3482061.16   | 0.08%             | 2055-12-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                      | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    112000 | PA      | $105669.32    | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2228006.64   | 0.05%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgages No.1                                           | Jupiter Mortgage NO 1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |    213000 | PA      | $291677.86    | 0.01%             | 2055-07-20      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594244.20    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $335665.41    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $216449.18    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $2129385.65   | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust 2025-8                                         | CUSIP: 16162UBA0<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   2238940 | PA      | $2245235.85   | 0.05%             | 2056-06-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7334000 | PA      | $7226629.29   | 0.17%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 140000000 | PA      | $138490625.00 | 3.20%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     46000 | PA      | $47129.12     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $98663.15     | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES                   | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  12130000 | NS      | $12130000.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10255000 | PA      | $10324128.03  | 0.24%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1074482.67   | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | Florida Power & Light Co                                                         | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86373.21     | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-29362.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    169000 | PA      | $170669.55    | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    465000 | PA      | $461932.44    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-618639.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2025-2                                                    | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3003000 | PA      | $3005260.36   | 0.07%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2455307.03   | 0.06%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4712000 | PA      | $4686564.44   | 0.11%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    693000 | PA      | $682100.29    | 0.02%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust 2024-CES1                                       | CUSIP: 92839HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355000 | PA      | $1373747.92   | 0.03%             | 2054-05-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    267000 | PA      | $277779.59    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $288943.75    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAB8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    946000 | PA      | $935737.22    | 0.02%             | 2052-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                            | Aesir European Loan Conduit No 41 DAC                                            | CUSIP: 000000000<br>LEI: 635400BIYQM1LPPW1N05 | Long             | ABS-MBS          | CORP              | IE        |    475000 | PA      | $643310.49    | 0.01%             | 2036-01-23      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction                                   | Lanebrook Mortgage Transaction 2024-1 PLC                                        | CUSIP: 000000000<br>LEI: 635400BMFIJ9ARSOLL61 | Long             | ABS-MBS          | CORP              | GB        |    652980 | PA      | $889212.90    | 0.02%             | 2061-03-15      | Floating      | 4.55%                 | 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        |   4511000 | PA      | $4464288.32   | 0.10%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| SHRN Trust                                                       | SHRN Trust 2025-MF18                                                             | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3495629.20   | 0.08%             | 2040-10-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                                   | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-MBS          | CORP              | GB        |    253039 | PA      | $348120.71    | 0.01%             | 2057-03-22      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $192281.70    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                            | Onemain Direct Auto Receivables Trust 2022-1                                     | CUSIP: 68269DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164862 | PA      | $164932.12    | 0.00%             | 2029-03-14      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| East One                                                         | East One 2024-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PCKNACOVV1MZ66 | Long             | ABS-MBS          | CORP              | GB        |    588694 | PA      | $805143.09    | 0.02%             | 2055-12-27      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6763000 | PA      | $6742053.64   | 0.16%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                    | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1454997.19   | 0.03%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $8152710.25   | 0.19%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $298295.75    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DE9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   6710000 | PA      | $6663930.68   | 0.15%             | 2031-04-30      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| VELOCITY 2026-1 PLC                                              | Velocity 2026-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PL94CXWBF7SX91 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $136076.47    | 0.00%             | 2037-02-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                                     | AutoFlorence 2 Srl                                                               | CUSIP: 000000000<br>LEI: 815600C91B7AF7C88210 | Long             | ABS-O            | CORP              | IT        |    119913 | PA      | $140766.42    | 0.00%             | 2044-12-24      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1021000 | PA      | $1084011.02   | 0.03%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $137211.88    | 0.00%             | 2067-09-22      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 21 Ltd                                                                        | CUSIP: 78110TAQ2<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1001341.10   | 0.02%             | 2039-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| EdgeConnex Data Centers Europe                                   | EdgeConneX Data Centers Europe BV                                                | CUSIP: 000000000<br>LEI: 72450093DSNFE8T3IA66 | Long             | ABS-O            | CORP              | NL        |   1024000 | PA      | $1185472.56   | 0.03%             | 2056-04-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co                           | Prodigy Finance CM2021-1 DAC                                                     | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    287366 | PA      | $286679.47    | 0.01%             | 2051-07-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                                | Wellfleet CLO 2021-4 Ltd                                                         | CUSIP: 94951GAC0<br>LEI: 254900EH90TKUEDWUZ75 | Long             | ABS-CBDO         | CORP              | KY        |   1380000 | PA      | $1383291.44   | 0.03%             | 2038-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 66B Ltd                                               | CUSIP: 38181AAA6<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   1890000 | PA      | $1892690.60   | 0.04%             | 2038-07-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                        | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   4328755 | PA      | $4318008.81   | 0.10%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                         | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603000 | PA      | $597189.13    | 0.01%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   2988000 | PA      | $4051656.92   | 0.09%             | 2038-05-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                          | Bryant Park Funding 2023-21 Ltd                                                  | CUSIP: 117650AL5<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |   1690000 | PA      | $1694335.19   | 0.04%             | 2038-10-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                              | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93449.74     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                               | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    308000 | PA      | $322036.85    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                             | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    587000 | PA      | $609382.90    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | Ryder System Inc                                                                 | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    813000 | PA      | $820996.51    | 0.02%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HILL FL                                                          | Hill FL 2024-1BV                                                                 | CUSIP: 000000000<br>LEI: 7245006MK9ZZTYTYIQ03 | Long             | ABS-O            | CORP              | NL        |     57006 | PA      | $67211.23     | 0.00%             | 2032-02-18      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H3 Mortgage Trust                                                     | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4758745 | PA      | $4803202.15   | 0.11%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Lanark Master Issuer plc                                         | Lanark Master Issuer PLC                                                         | CUSIP: 000000000<br>LEI: 213800KIOPB5OYXIVY33 | Long             | ABS-MBS          | CORP              | GB        |    819327 | PA      | $1115031.28   | 0.03%             | 2069-12-22      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |    131816 | PA      | $178561.06    | 0.00%             | 2035-02-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2025-NQM2 Trust                                                              | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-MBS          | CORP              | US        |   2449757 | PA      | $2464995.32   | 0.06%             | 2070-05-27      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                       | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35755.21     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                       | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132638.50    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |    100000 | PA      | $116833.19    | 0.00%             | 2038-12-14      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** iShares U.S. ETF Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer