# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001752724-25-157842
**Filing Date:** 2025-6
**Character Count:** 544912
**Document Hash:** 41b1973126c3fc96e268fcbd4ca96667
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-157842.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-157842

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**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:** 251076916

**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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $3470371910.20

**Total Liabilities:** $241996488.55

**Net Assets:** $3228375421.65

**Delayed Delivery Securities:** $26815419.47

**Cash Not Reported:** $8916241.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 122727.37000000 | **1-Year:** 95633.53000000 | **5-Year:** 343307.40000000 | **10-Year:** 10736.35000000 | **30-Year:** 16930.68000000

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

- **3-Month:** 98.43000000 | **1-Year:** 6758.50000000 | **5-Year:** 49175.52000000 | **10-Year:** -13955.36000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113876 | 0.69%                | 0.36%                | 0.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $692265.05               | $11437916.48                               |
| Month 2  | $2522340.54              | $2845983.47                                |
| Month 3  | $3501910.27              | $11721811.12                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                               | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42386.12     | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62415.08     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    121000 | PA      | $116549.35    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust               | Volkswagen Auto Loan Enhanced Trust 2023-2                                       | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11746000 | PA      | $11942307.37  | 0.37%             | 2028-12-20      | Fixed         | 5.48%                 | 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      | $24950.64     | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| HERENS HOLDCO SARL                                | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $174450.94    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75032.85     | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                       | Oracle Corp                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1678351.07   | 0.05%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Winchester PLC                                    | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    331000 | PA      | $437998.14    | 0.01%             | 2056-10-21      | Floating      | 5.68%                 | 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   | 0.10%             | 2035-05-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   2095000 | PA      | $1853131.03   | 0.06%             | 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        |   4243000 | PA      | $4322069.83   | 0.13%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| GCI LLC                                           | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21758.93     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2025-NQM3                                        | CUSIP: 105927AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1126728 | PA      | $1130144.36   | 0.04%             | 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      | $45480.04     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4495134.35   | 0.14%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUND FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -73 | NC      | $-17333.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2296471.22   | 0.07%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                      | AutoFlorence 2 Srl                                                               | CUSIP: 000000000<br>LEI: 815600C91B7AF7C88210 | Long             | ABS-O            | CORP              | IT        |   2694583 | PA      | $3051918.90   | 0.09%             | 2044-12-24      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     26000 | PA      | $26962.64     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | 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      | $4305054.62   | 0.13%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3594280 | PA      | $3574319.35   | 0.11%             | 2069-04-15      | Floating      | 5.44%                 | 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      | $26729.22     | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $476148.48    | 0.01%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                               | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    423000 | PA      | $408146.27    | 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        |   1042000 | PA      | $1064257.73   | 0.03%             | 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      | $823675.96    | 0.03%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                              | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     66000 | PA      | $58740.00     | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172652.81    | 0.01%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10626000 | PA      | $10831249.90  | 0.34%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                           | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766CAA2<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   1440000 | PA      | $1442037.60   | 0.04%             | 2037-04-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                          | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $176448.00    | 0.01%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                          | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $176868.42    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                               | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2477.75      | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | 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      | $1697528.78   | 0.05%             | 2033-12-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2057000 | PA      | $2079430.17   | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22629.95     | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    428000 | PA      | $428028.69    | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| 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      | $679851.15    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY TRANSMISSION                          | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1294192.18   | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                             | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   4693000 | PA      | $4730337.98   | 0.15%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1583167.32   | 0.05%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                        | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3201000 | PA      | $3178192.55   | 0.10%             | 2033-03-10      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                       | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   4988000 | PA      | $4843726.89   | 0.15%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                     | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2265043.97   | 0.07%             | 2028-11-19      | Fixed         | 3.38%                 | 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      | $5193660.59   | 0.16%             | 2039-02-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3345304.60   | 0.10%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1622000 | PA      | $1552560.41   | 0.05%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                              | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10475.59     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2021-2                                                       | CUSIP: 74936RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8519282 | PA      | $7602036.01   | 0.24%             | 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      | $1999157.40   | 0.06%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 4.052180 15-NOV-2034 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  17127000 | OU      | $-625307.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    436000 | PA      | $406619.75    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TER FINANCE LTD JERSEY                            | TER Finance Jersey Ltd                                                           | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | SN               | CORP              | JE        |   4420000 | PA      | $4273808.50   | 0.13%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LVII Ltd                                                    | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1635000 | PA      | $1635000.00   | 0.05%             | 2034-07-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25717.00     | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                          | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     92000 | PA      | $84180.00     | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2201000 | PA      | $2193803.57   | 0.07%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| VIAVI SOLUTIONS INC                               | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10994.93     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    783000 | PA      | $795030.01    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-33586.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                             | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    677000 | PA      | $673661.92    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1301307.43   | 0.04%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-92854.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3213871.32   | 0.10%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 164100000 | PA      | $166849956.62 | 5.17%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                          | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28613.36     | 0.00%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                  | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38452.88     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8798000 | PA      | $8841404.93   | 0.27%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                             | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198035.26    | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $14808.01     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2161000 | PA      | $2186740.90   | 0.07%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                     | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    137000 | PA      | $120919.76    | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10209000 | PA      | $10373395.73  | 0.32%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7364000 | PA      | $7368018.53   | 0.23%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    394000 | PA      | $389239.26    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                     | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27264.74     | 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        |   5383000 | PA      | $5228274.28   | 0.16%             | 2029-12-01      | Fixed         | 4.63%                 | 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        |   5205352 | PA      | $5884708.39   | 0.18%             | 2038-09-23      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96421.94     | 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      | $76776.65     | 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        |    758000 | PA      | $1009151.72   | 0.03%             | 2069-12-22      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2024-1                                                  | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2170634 | PA      | $2210236.10   | 0.07%             | 2049-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                           | HCA Inc                                                                          | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8195000 | PA      | $8216018.37   | 0.25%             | 2026-02-15      | Fixed         | 5.88%                 | 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      | $153988.23    | 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      | $131775.98    | 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        |   4395000 | PA      | $4220139.78   | 0.13%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                       | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    645000 | PA      | $616177.40    | 0.02%             | 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      | $2718408.51   | 0.08%             | 2030-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    663000 | PA      | $621970.38    | 0.02%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46738.73     | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $67948.57     | 0.00%             | 2028-02-15      | 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      | $1442193.02   | 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        |    100000 | PA      | $114004.18    | 0.00%             | 2034-03-21      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    726000 | PA      | $737528.42    | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    591000 | PA      | $590102.34    | 0.02%             | 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        |   3648707 | PA      | $3587467.43   | 0.11%             | 2059-09-25      | Variable      | 3.26%                 | 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        |    100000 | PA      | $113673.62    | 0.00%             | 2034-10-18      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                       | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |   1823327 | PA      | $2432701.92   | 0.08%             | 2060-04-28      | Floating      | 5.49%                 | 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      | $147264.76    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                          | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277000 | PA      | $279608.18    | 0.01%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282623.02    | 0.01%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Youni Italy                                       | Youni Italy 2024-1 Srl                                                           | CUSIP: 000000000<br>LEI: 8156008D82FF6A71F833 | Long             | ABS-O            | CORP              | IT        |   1127395 | PA      | $1277562.51   | 0.04%             | 2034-04-25      | Floating      | 3.01%                 | 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      | $2130094.37   | 0.07%             | 2026-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                                | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1236703.28   | 0.04%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                    | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $246000.94    | 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        |    503000 | PA      | $457749.62    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | 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      | $382105.47    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13785000 | PA      | $13832232.79  | 0.43%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2024-HYB1                                                 | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3153857 | PA      | $3141766.89   | 0.10%             | 2063-11-25      | Variable      | 4.56%                 | 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        |   2707497 | PA      | $2718724.23   | 0.08%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (CDX.NA.IG.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  16820000 | OU      | $-267830.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD            | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1423069.36   | 0.04%             | 2034-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                              | Halseypoint Clo 6 Ltd                                                            | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1493526.15   | 0.05%             | 2038-01-20      | Floating      | 5.62%                 | 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        |    116000 | PA      | $114413.20    | 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: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $50337.00     | 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      | $7365493.09   | 0.23%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6310000 | PA      | $6694295.78   | 0.21%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-1                                                  | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   5915809 | PA      | $5898196.18   | 0.18%             | 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      | $2384402.21   | 0.07%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co                                                            | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   5038000 | PA      | $5133013.35   | 0.16%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                           | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $93726.07     | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| GREAT AMERICA LEASING RECEIVABLES                 | GreatAmerica Leasing Receivables Funding LLC Series 2024-2                       | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1762000 | PA      | $1769427.53   | 0.05%             | 2027-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                              | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25427.80     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America Inc                                                   | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $2427397.89   | 0.08%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2023-REV2                                           | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7052000 | PA      | $7255813.38   | 0.22%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $189844.75    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                        | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    136000 | PA      | $127514.32    | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| SLM CORP                                          | SLM Corp                                                                         | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40684.19     | 0.00%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7328617 | PA      | $7347522.36   | 0.23%             | 2054-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2023-NQM8                                        | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112492 | PA      | $1121019.02   | 0.03%             | 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        |    680000 | PA      | $653957.84    | 0.02%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                        | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |     91073 | PA      | $104192.62    | 0.00%             | 2041-06-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    187000 | PA      | $189071.40    | 0.01%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                     | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119687.72    | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| AXALTA COATING SYSTEMS                            | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    153000 | PA      | $141712.18    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2799336.58   | 0.09%             | 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        |    211000 | PA      | $225729.49    | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    270000 | PA      | $272424.60    | 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      | $1015319.27   | 0.03%             | 2041-09-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust         | SFS Auto Receivables Securitization Trust 2025-1                                 | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3839000 | PA      | $3871654.53   | 0.12%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793000 | PA      | $870710.04    | 0.03%             | 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      | $138355.54    | 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      | $4057833.36   | 0.13%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors Inc                                                                | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44318.65     | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                         | Golden Bar Securitisation Srl                                                    | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |    258877 | PA      | $294817.20    | 0.01%             | 2043-09-22      | Floating      | 3.89%                 | 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        |    641248 | PA      | $726146.81    | 0.02%             | 2057-12-27      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210250.00    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                          | Korn Ferry                                                                       | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73538.03     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                               | Citadel Finance LLC                                                              | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2304005.29   | 0.07%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496000 | PA      | $495380.00    | 0.02%             | 2041-12-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                    | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    209000 | PA      | $214534.74    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5609000 | PA      | $5518560.48   | 0.17%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1553636.29   | 0.05%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                         | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |    161000 | PA      | $213408.53    | 0.01%             | 2056-04-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    294000 | PA      | $295539.97    | 0.01%             | 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      | $679710.31    | 0.02%             | 2038-12-14      | Floating      | 0.00%                 | 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      | $689866.24    | 0.02%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                   | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $169107.50    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                             | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    169000 | PA      | $171230.97    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   3481000 | PA      | $3480896.96   | 0.11%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9313000 | PA      | $9427857.97   | 0.29%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                             | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     22015 | PA      | $21703.61     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89974.08     | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2023-1 LLC                                            | CUSIP: 29375CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7150000 | PA      | $7237760.53   | 0.22%             | 2029-10-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7079000 | PA      | $7230920.51   | 0.22%             | 2029-04-25      | Fixed         | 5.20%                 | 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      | $212224.32    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    738000 | PA      | $740846.94    | 0.02%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2021-1 Ltd                                                     | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2195000 | PA      | $2174154.09   | 0.07%             | 2038-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                           | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $58990.48     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                          | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3031183.30   | 0.09%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4120000 | PA      | $4176201.29   | 0.13%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495899.90    | 0.02%             | 2037-07-23      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2023-4 Ltd                                                     | CUSIP: 696924AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3965200.00   | 0.12%             | 2037-10-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Auto ABS                                          | Auto ABS Spanish Loans 2024-1 FT                                                 | CUSIP: 000000000<br>LEI: 9598007LTXPL84RD7W58 | Long             | ABS-O            | CORP              | ES        |   2056940 | PA      | $2332769.19   | 0.07%             | 2038-09-28      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1212212.89   | 0.04%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM3 Trust                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |   1423943 | PA      | $1430123.21   | 0.04%             | 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        |    500000 | PA      | $479816.04    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                 | Eversource Energy                                                                | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    238000 | PA      | $235127.67    | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1874263.57   | 0.06%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                  | Vital Energy Inc                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84716.93     | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                           | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    217000 | PA      | $224105.07    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2410000 | PA      | $2412610.27   | 0.07%             | 2030-09-11      | Fixed         | 5.00%                 | 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      | $1075532.90   | 0.03%             | 2056-11-15      | Variable      | 7.30%                 | 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      | $1530782.57   | 0.05%             | 2041-10-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                             | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1527522.05   | 0.05%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7433000 | PA      | $7216909.16   | 0.22%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                         | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3184084.52   | 0.10%             | 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      | $524603.15    | 0.02%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9320000 | PA      | $9427044.67   | 0.29%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NORTHERN OIL & GAS INC                            | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    293000 | PA      | $289263.72    | 0.01%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                         | LBA Trust 2024-7IND                                                              | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4370000 | PA      | $4367268.75   | 0.14%             | 2041-10-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    479000 | PA      | $466418.93    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1399512.11   | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    441000 | PA      | $436119.91    | 0.01%             | 2025-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC              | Sofi Professional Loan Program 2018-B Trust                                      | CUSIP: 83404RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241260 | PA      | $239772.89    | 0.01%             | 2047-08-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $25848.32     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | 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      | $153843.12    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2742000 | PA      | $2742877.44   | 0.08%             | 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      | $291890.24    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                             | Nabors Industries Inc                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     91000 | PA      | $85802.96     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                     | UK Logistics 2024-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | GB        |    360000 | PA      | $478589.15    | 0.01%             | 2034-05-17      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    741000 | PA      | $745176.22    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| KKR Financial CLO Ltd                             | KKR CLO 35 Ltd                                                                   | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1487871.45   | 0.05%             | 2038-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4840000 | PA      | $4717264.67   | 0.15%             | 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      | $1001737.80   | 0.03%             | 2037-04-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| LABL INC                                          | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    165000 | PA      | $136454.64    | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | 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      | $111552.13    | 0.00%             | 2057-12-27      | Floating      | 4.35%                 | 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        |    723817 | PA      | $815052.96    | 0.03%             | 2040-10-28      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd                                | Elmwood CLO 26 Ltd                                                               | CUSIP: 29004CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3740000 | PA      | $3740000.37   | 0.12%             | 2037-04-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction                    | Lanebrook Mortgage Transaction 2023-1 PLC                                        | CUSIP: 000000000<br>LEI: 2138005714CA9TQPDX90 | Long             | ABS-MBS          | CORP              | GB        |    713632 | PA      | $955788.04    | 0.03%             | 2060-08-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Polaris                                           | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $131829.56    | 0.00%             | 2068-02-26      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                       | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    173000 | PA      | $166406.57    | 0.01%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                           | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     59000 | PA      | $55430.79     | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $2681441.39   | 0.08%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                              | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3013000 | PA      | $3065898.91   | 0.09%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                        | Regatta XXVII Funding Ltd                                                        | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1501488.30   | 0.05%             | 2037-04-26      | Floating      | 5.81%                 | 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      | $2285272.12   | 0.07%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                 | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $185243.21    | 0.01%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2588251.01   | 0.08%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                   | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26255.33     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498554 | PA      | $485246.32    | 0.02%             | 2057-06-25      | Variable      | 2.75%                 | 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      | $112654.39    | 0.00%             | 2057-12-27      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                    | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1020000 | PA      | $998757.58    | 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: N/A                  | Long             | ABS-O            | CORP              | GB        |    102000 | PA      | $135996.10    | 0.00%             | 2032-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                 | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35664.94     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $192375.20    | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 124600000 | PA      | $122312421.25 | 3.79%             | 2026-05-31      | Fixed         | 2.13%                 | 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      | $1913025.89   | 0.06%             | 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      | $3971277.31   | 0.12%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                  | Carlyle Global Market Strategies CLO 2014-1 Ltd                                  | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1209959 | PA      | $1209958.98   | 0.04%             | 2031-04-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    182000 | PA      | $188113.79    | 0.01%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: —       |
| SABRE GLBL INC                                    | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    121000 | PA      | $115252.50    | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Tower Bridge Funding                              | Tower Bridge Funding 2024-2 PLC                                                  | CUSIP: 000000000<br>LEI: 635400KGPH6QBBQEL802 | Long             | ABS-MBS          | CORP              | GB        |    168000 | PA      | $223044.27    | 0.01%             | 2066-05-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   4660000 | PA      | $4706005.34   | 0.15%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Polaris                                           | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |   1006000 | PA      | $1339121.63   | 0.04%             | 2061-02-26      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $336998.31    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                            | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27732.27     | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Thunder Logistics                                 | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |   1205605 | PA      | $1376963.63   | 0.04%             | 2036-11-17      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance                            | Dutch Property Finance 2022-1 BV                                                 | CUSIP: 000000000<br>LEI: 724500CYSYRT8MQXXN91 | Long             | ABS-MBS          | CORP              | NL        |   5889483 | PA      | $6669642.00   | 0.21%             | 2059-10-28      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3079017.34   | 0.10%             | 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      | $63016.43     | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97069.83     | 0.00%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LABL INC                                          | LABL Inc                                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    102000 | PA      | $83385.00     | 0.00%             | 2031-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    216000 | PA      | $209318.02    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65124.22     | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | 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        |    300000 | PA      | $339006.88    | 0.01%             | 2038-01-14      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $298819.73    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5312609.50   | 0.16%             | 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      | $607578.02    | 0.02%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                           | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50291.08     | 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      | $30750.53     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-PAT                                                                | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $797749.36    | 0.02%             | 2041-03-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136AJSC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6442656 | PA      | $6121665.79   | 0.19%             | 2034-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96672.21     | 0.00%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust                                                       | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1683330 | PA      | $1692400.30   | 0.05%             | 2072-03-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ATI INC                                           | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    458000 | PA      | $476333.28    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252000 | PA      | $235948.03    | 0.01%             | 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      | $2881062.30   | 0.09%             | 2028-10-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| HSBC Bank PLC                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $21215.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                  | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $68512.62     | 0.00%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    206000 | PA      | $204820.28    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust 2025-3                                         | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |   4998119 | PA      | $4957430.97   | 0.15%             | 2056-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2025-1 LLC                                            | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1424000 | PA      | $1440430.97   | 0.04%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM6 Trust                                                              | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   2558818 | PA      | $2572095.96   | 0.08%             | 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      | $119111.19    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    990000 | PA      | $945943.08    | 0.03%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-PAT                                                                | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1970000 | PA      | $1975225.03   | 0.06%             | 2041-03-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1077769.12   | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    782000 | PA      | $791987.23    | 0.02%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                          | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    201000 | PA      | $204100.43    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1944638.21   | 0.06%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1671200.08   | 0.05%             | 2027-04-15      | Fixed         | 4.20%                 | 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      | $388375.83    | 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        |   2594000 | PA      | $2635092.31   | 0.08%             | 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: N/A                  | Long             | DBT              | CORP              | XX        |    287000 | PA      | $265655.81    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |   1492000 | PA      | $1990033.90   | 0.06%             | 2033-04-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $192126.49    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                     | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1524000 | PA      | $1507974.07   | 0.05%             | 2042-02-15      | Floating      | 5.53%                 | 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      | $653096.72    | 0.02%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                      | TICP CLO VII Ltd                                                                 | CUSIP: 87248TAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    885000 | PA      | $882522.18    | 0.03%             | 2033-04-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    536000 | PA      | $549447.70    | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ATI INC                                           | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     98000 | PA      | $92750.62     | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    265000 | PA      | $247197.09    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                              | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     76000 | PA      | $66500.00     | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                               | CNH Equipment Trust 2024-A                                                       | CUSIP: 18978FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3033639 | PA      | $3051083.94   | 0.09%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                             | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399490.58    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1878634.15   | 0.06%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                               | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    814000 | PA      | $796076.05    | 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        |   3013000 | PA      | $2790525.96   | 0.09%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    314000 | PA      | $312149.79    | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                       | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132212.98    | 0.00%             | 2060-04-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-RCF1 LLC                                                               | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689562 | PA      | $673803.50    | 0.02%             | 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      | $1754758.82   | 0.05%             | 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      | $948644.18    | 0.03%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| EDISON INTERNATIONAL                              | Edison International                                                             | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97361.48     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CITADEL PLC                                       | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132667.69    | 0.00%             | 2060-04-28      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4454000 | PA      | $4529904.31   | 0.14%             | 2031-01-28      | Fixed         | 5.21%                 | 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        |    279000 | PA      | $254372.51    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | 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      | $1177050.00   | 0.04%             | 2041-11-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                         | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |    165000 | PA      | $218682.47    | 0.01%             | 2056-04-21      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223000 | PA      | $227150.72    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | 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      | $272000.00    | 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        |   2714085 | PA      | $2645226.98   | 0.08%             | 2039-06-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $25679.95     | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                            | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $56265.57     | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | 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      | $2827594.88   | 0.09%             | 2035-04-18      | Floating      | 3.05%                 | 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        |   1191000 | PA      | $1189841.28   | 0.04%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97228.73     | 0.00%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                         | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198405.30    | 0.01%             | 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        |   1406955 | PA      | $1873918.71   | 0.06%             | 2061-04-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                             | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100756.80    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Motorola Solutions Inc                            | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119028.41    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2015-P1                                      | CUSIP: 17324DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1218950 | PA      | $1212933.02   | 0.04%             | 2048-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59456.70     | 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        |    598000 | PA      | $563693.71    | 0.02%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3207813 | PA      | $3216755.51   | 0.10%             | 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      | $91544.45     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                 | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |     79228 | PA      | $89981.29     | 0.00%             | 2036-11-17      | Floating      | 4.61%                 | 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      | $377851.16    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              |  | US        |   7653000 | PA      | $7632423.38   | 0.24%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2025-1                                              | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2618000 | PA      | $2617881.67   | 0.08%             | 2027-07-22      | Fixed         | 4.68%                 | 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        |   1007955 | PA      | $1003663.14   | 0.03%             | 2033-06-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2074000 | PA      | $2066078.15   | 0.06%             | 2041-11-25      | Floating      | 6.97%                 | 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      | $926857.77    | 0.03%             | 2041-09-25      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    507000 | PA      | $509706.37    | 0.02%             | 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        |    742000 | PA      | $666778.71    | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| METRO Finance Trust                               | Metro Finance 2024-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |    426128 | PA      | $273385.02    | 0.01%             | 2030-09-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                  | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    218000 | PA      | $199046.93    | 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      | $1824131.56   | 0.06%             | 2047-02-10      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                          | Beacon Roofing Supply Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    424000 | PA      | $425096.65    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | 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        |    365000 | PA      | $352762.90    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| NETFLIX INC                                       | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2324968.06   | 0.07%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                 | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   3542000 | PA      | $3736136.84   | 0.12%             | 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      | $247775.05    | 0.01%             | 2037-07-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91592.57     | 0.00%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B3SN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6404404 | PA      | $6300848.26   | 0.20%             | 2048-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 77 CLO Ltd                                                                | CUSIP: 26252VAQ4<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |     78125 | PA      | $78114.91     | 0.00%             | 2034-05-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                               | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45733.18     | 0.00%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Rad CLO Ltd                                       | Rad CLO 7 Ltd                                                                    | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1570000 | PA      | $1570000.00   | 0.05%             | 2036-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    604000 | PA      | $618709.82    | 0.02%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                              | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5654000 | PA      | $5562489.90   | 0.17%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                           | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14635.50     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                       | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    485000 | PA      | $484504.05    | 0.02%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                    | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132269.08    | 0.00%             | 2056-10-21      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   9919000 | PA      | $9767299.81   | 0.30%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    159000 | PA      | $163190.00    | 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        |    945000 | PA      | $865454.72    | 0.03%             | 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        |    107000 | PA      | $97220.93     | 0.00%             | 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      | $8123015.12   | 0.25%             | 2037-03-15      | Floating      | 5.24%                 | 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      | $2001658.60   | 0.06%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                  | TCI-Symphony CLO 2017-1 Ltd                                                      | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1747317 | PA      | $1744365.23   | 0.05%             | 2030-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2338000 | PA      | $2371805.89   | 0.07%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |         1 | NC      | $-34696.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    840000 | PA      | $845268.46    | 0.03%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                            | John Deere Owner Trust 2024                                                      | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9312000 | PA      | $9413816.48   | 0.29%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SASU                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    802000 | PA      | $845975.26    | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                             | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    146000 | PA      | $148644.09    | 0.00%             | 2030-04-15      | Fixed         | 6.63%                 | 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      | $1165416.95   | 0.04%             | 2033-08-15      | Floating      | 5.22%                 | 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        |   2437115 | PA      | $2453976.82   | 0.08%             | 2069-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  20440000 | PA      | $20626259.09  | 0.64%             | 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      | $131717.57    | 0.00%             | 2061-09-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                        | PSMC 2021-1 Trust                                                                | CUSIP: 693650AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7130773 | PA      | $5804716.24   | 0.18%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2023-NQM6 Trust                                                              | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3153528 | PA      | $3175271.11   | 0.10%             | 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      | $202382.42    | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | 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      | $888785.79    | 0.03%             | 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      | $976472.00    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| FORTRESS TRANS & INFRAST                          | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   9758000 | PA      | $9921758.76   | 0.31%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| GREAT CANADIAN GAMING CO                          | Great Canadian Gaming Corp                                                       | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    123000 | PA      | $121890.69    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2455920 | PA      | $2455151.70   | 0.08%             | 2039-08-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                      | Enbridge Inc                                                                     | CUSIP: 2929Z6E93<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $3624002.61   | 0.11%             | 2025-05-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                           | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $111446.32    | 0.00%             | 2026-11-01      | Fixed         | 4.63%                 | 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      | $152651.82    | 0.00%             | 2055-08-20      | Floating      | 6.17%                 | 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        |    137282 | PA      | $136152.26    | 0.00%             | 2051-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                           | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |   1259000 | PA      | $1336787.32   | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2021-3 Ltd                                                     | CUSIP: 69688FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500137.75    | 0.02%             | 2035-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2025-A                                                 | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3583000 | PA      | $3548643.69   | 0.11%             | 2057-03-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2023-2 Mortgage Loan Trust                                                  | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |   3662747 | PA      | $3689005.22   | 0.11%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    710000 | PA      | $719159.60    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | 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        |    100000 | PA      | $113808.31    | 0.00%             | 2039-11-15      | Floating      | 3.46%                 | 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      | $498743.45    | 0.02%             | 2037-07-18      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3866000 | PA      | $3900663.14   | 0.12%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                            | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    322000 | PA      | $356423.91    | 0.01%             | 2030-11-15      | Fixed         | 9.75%                 | 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      | $2652157.43   | 0.08%             | 2042-04-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2188380 | PA      | $2185930.20   | 0.07%             | 2054-12-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    693000 | PA      | $697437.90    | 0.02%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                               | Churchill Downs Inc                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    171000 | PA      | $165707.02    | 0.01%             | 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        |    636745 | PA      | $849196.61    | 0.03%             | 2031-01-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | AIMCO CLO 23 Ltd                                                                 | CUSIP: 00901JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1005237.54   | 0.03%             | 2038-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ARX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6571341 | PA      | $6297961.08   | 0.20%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                          | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $193429.84    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    313000 | PA      | $304947.22    | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-19608.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coast Investment Grade                            | COAST Commercial Mortgage Trust 2023-2HTL                                        | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3988542.80   | 0.12%             | 2036-08-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4710732.08   | 0.15%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2467406.45   | 0.08%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2022-D                                          | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13337118 | PA      | $13512867.81  | 0.42%             | 2058-10-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $95653.71     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    960000 | PA      | $941381.39    | 0.03%             | 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        |   1745000 | PA      | $1782924.28   | 0.06%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137H0A40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239332 | PA      | $232323.60    | 0.01%             | 2044-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  26925000 | PA      | $27306062.52  | 0.85%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 43 Senior Loan Fund                                                       | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   2225000 | PA      | $2210690.58   | 0.07%             | 2034-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                             | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2048000 | PA      | $2085611.11   | 0.06%             | 2031-12-22      | Fixed         | 4.83%                 | 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      | $2461091.75   | 0.08%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                             | Reynolds American Inc                                                            | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    464000 | PA      | $463746.28    | 0.01%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10290000 | PA      | $10854167.36  | 0.34%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                    | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1097181.77   | 0.03%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $54435.42     | 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        |     38000 | PA      | $36868.58     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                         | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    172000 | PA      | $174516.48    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | 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      | $1930.17      | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    222000 | PA      | $228148.96    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1295222.13   | 0.04%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2908715.93   | 0.09%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33457.10     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                       | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |   1504000 | PA      | $2002243.24   | 0.06%             | 2029-07-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                               | BlackRock Cash Funds: Institutional, SL Agency Shares                            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  56237875 | NS      | $56260370.32  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     27000 | PA      | $26485.89     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    277000 | PA      | $281444.63    | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | 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      | $4462920.12   | 0.14%             | 2027-03-05      | Fixed         | 5.80%                 | 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      | $1137562.37   | 0.04%             | 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        |    262000 | PA      | $270656.48    | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    542000 | PA      | $556081.70    | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | 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      | $563871.24    | 0.02%             | 2035-04-18      | Floating      | 3.35%                 | 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      | $112828.06    | 0.00%             | 2035-04-18      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                  | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    871000 | PA      | $803166.87    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    533000 | PA      | $565252.30    | 0.02%             | 2031-03-15      | Fixed         | 8.63%                 | 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      | $113177.43    | 0.00%             | 2038-05-14      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -80 | NC      | $-46379.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                         | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44546.88     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Dutch Property Finance                            | Dutch Property Finance 2021-2 BV                                                 | CUSIP: 000000000<br>LEI: 724500HXDVQPC2FOAA29 | Long             | ABS-MBS          | CORP              | NL        |   3509697 | PA      | $3976705.85   | 0.12%             | 2059-04-28      | Floating      | 2.86%                 | 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      | $-60966.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)JUN25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -367 | NC      | $-517267.63   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-55001.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26223.53     | 0.00%             | 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      | $3791142.48   | 0.12%             | 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        |   3840000 | PA      | $3812187.26   | 0.12%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1149475.67   | 0.04%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                           | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $92381.47     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | 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        |   1580742 | PA      | $1395290.65   | 0.04%             | 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: N/A                  | Long             | ABS-O            | CORP              | US        |   4751097 | PA      | $4797924.04   | 0.15%             | 2052-11-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                | Seagate HDD Cayman                                                               | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    171000 | PA      | $182920.41    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HILL FL                                           | Hill FL 2024-1BV                                                                 | CUSIP: 000000000<br>LEI: 7245006MK9ZZTYTYIQ03 | Long             | ABS-O            | CORP              | NL        |     93136 | PA      | $107065.21    | 0.00%             | 2032-02-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                    | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251437.40    | 0.01%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1878000 | PA      | $1827650.82   | 0.06%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                         | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |    628000 | PA      | $832091.89    | 0.03%             | 2056-04-21      | Floating      | 5.77%                 | 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        |    322000 | PA      | $325120.50    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                  | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |   1146034 | PA      | $1523112.88   | 0.05%             | 2067-09-22      | Floating      | 5.31%                 | 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      | $3500000.00   | 0.11%             | 2037-07-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1962350.34   | 0.06%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                    | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   5440000 | PA      | $5515736.77   | 0.17%             | 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      | $322448.96    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                              | CITGO Petroleum Corp                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    182000 | PA      | $182088.45    | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  10055000 | PA      | $10125290.18  | 0.31%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    110000 | PA      | $148557.67    | 0.00%             | 2032-03-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7122000 | PA      | $7125140.80   | 0.22%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    891000 | PA      | $912066.17    | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CONSTELLIUM SE                                    | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    655000 | PA      | $601907.47    | 0.02%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CA MAGNUM HOLDINGS                                | CA Magnum Holdings                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $194750.00    | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                 | BA Credit Card Trust                                                             | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   4705000 | PA      | $4762057.06   | 0.15%             | 2028-11-15      | Fixed         | 4.98%                 | 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      | $325590.09    | 0.01%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |     90000 | PA      | $88318.54     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                      | Navient Corp                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    350000 | PA      | $372157.10    | 0.01%             | 2030-07-25      | Fixed         | 9.38%                 | 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      | $132169.40    | 0.00%             | 2056-09-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8584000 | PA      | $8350404.12   | 0.26%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Elstree Funding                                   | Elstree Funding No 4 PLC                                                         | CUSIP: 000000000<br>LEI: 635400JAGLODYUGMIF69 | Long             | ABS-MBS          | CORP              | GB        |    935586 | PA      | $1250208.27   | 0.04%             | 2055-10-21      | Floating      | 5.59%                 | 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      | $144620.28    | 0.00%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2023-PL1                                               | CUSIP: 64034UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1041452 | PA      | $1074875.57   | 0.03%             | 2053-11-25      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                       | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    105000 | PA      | $98383.78     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492000 | PA      | $502771.65    | 0.02%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding L Ltd                                                       | CUSIP: 55821FAA5<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498915.50    | 0.02%             | 2034-04-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112111 | PA      | $988654.12    | 0.03%             | 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      | $295898.07    | 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        |  13226000 | PA      | $12981855.84  | 0.40%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4943000 | PA      | $4693660.10   | 0.15%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                          | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      5000 | PA      | $4780.05      | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                          | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                    | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $63716.41     | 0.00%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| BLOCK INC                                         | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    183000 | PA      | $178619.07    | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    580000 | PA      | $595720.32    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    239000 | PA      | $242737.37    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| WRANGLER HOLDCO CORP                              | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $144740.45    | 0.00%             | 2032-04-01      | Fixed         | 6.63%                 | 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        |   1131064 | PA      | $1112714.37   | 0.03%             | 2058-11-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                   | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    649000 | PA      | $656671.72    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    482000 | PA      | $474802.45    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | 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        |   1100000 | PA      | $1247503.82   | 0.04%             | 2034-02-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                             | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108431.77    | 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        |   1478000 | PA      | $1340280.05   | 0.04%             | 2030-03-01      | Fixed         | 2.65%                 | 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      | $565427.81    | 0.02%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1154962.25   | 0.04%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                       | PCL Funding VIII PLC                                                             | CUSIP: 000000000<br>LEI: 21380059YXNYYIS74Q45 | Long             | ABS-O            | CORP              | GB        |    592000 | PA      | $794950.98    | 0.02%             | 2028-05-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                             | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  11907000 | PA      | $11940490.82  | 0.37%             | 2028-12-20      | Fixed         | 5.00%                 | 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        |    323000 | PA      | $328162.51    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dowson                                            | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |    117000 | PA      | $154744.69    | 0.00%             | 2031-08-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25362.97     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    516000 | PA      | $453022.79    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                    | ANGI Group LLC                                                                   | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $24607.46     | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Vita Scientia                                     | Vita Scientia 2022-1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400JHBEHLCY2DZM20 | Long             | ABS-MBS          | CORP              | IE        |   9030939 | PA      | $10172050.90  | 0.32%             | 2033-02-27      | Floating      | 3.83%                 | 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      | $1320974.99   | 0.04%             | 2055-07-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                         | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |   1549680 | PA      | $2065200.28   | 0.06%             | 2056-04-21      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2025-1                                              | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2997000 | PA      | $2996666.73   | 0.09%             | 2031-02-24      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   2345000 | PA      | $2218282.88   | 0.07%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9571024 | PA      | $9590814.52   | 0.30%             | 2054-12-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5986000 | PA      | $6103255.92   | 0.19%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                  | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4471000 | PA      | $4498142.01   | 0.14%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2025-INV2                                                                   | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3626598 | PA      | $3626530.55   | 0.11%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    118000 | PA      | $117582.99    | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | 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      | $1607459.61   | 0.05%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                      | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $78752.60     | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                               | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $317302.93    | 0.01%             | 2033-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                          | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |     89312 | PA      | $101832.39    | 0.00%             | 2036-12-29      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                          | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    187000 | PA      | $184928.90    | 0.01%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    277000 | PA      | $260188.54    | 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: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $935953.21    | 0.03%             | 2041-08-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                          | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29214.14     | 0.00%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195876.00    | 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        |    244115 | PA      | $280692.18    | 0.01%             | 2046-12-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                   | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $93483.75     | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    861000 | PA      | $854843.74    | 0.03%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $104881.24    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                | Camelot Finance SA                                                               | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    160000 | PA      | $157649.63    | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    308000 | PA      | $300912.33    | 0.01%             | 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      | $1607588.92   | 0.05%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $128385.51    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16595000 | PA      | $16190655.86  | 0.50%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                     | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |     99899 | PA      | $132204.45    | 0.00%             | 2061-09-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72235.67     | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2579000 | PA      | $2586383.42   | 0.08%             | 2038-03-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                          | Italian Stella Loans Srl                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |    100000 | PA      | $113402.75    | 0.00%             | 2039-05-27      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                       | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132670.36    | 0.00%             | 2060-04-28      | Floating      | 6.22%                 | 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      | $1760794.53   | 0.05%             | 2031-11-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust       | Porsche Financial Auto Securitization Trust 2023-2                               | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4325407 | PA      | $4349413.29   | 0.13%             | 2029-01-22      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                             | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $719920.00    | 0.02%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27429.87     | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                           | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3981000 | PA      | $4077951.12   | 0.13%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1092000 | PA      | $1121899.39   | 0.03%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90939.88     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NEW HOME CO INC/THE                               | New Home Co Inc/The                                                              | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39210.68     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2023-B                                              | CUSIP: 344930AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150126 | PA      | $150138.25    | 0.00%             | 2026-06-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                     | Stratton Mortgage Funding 2024-2 PLC                                             | CUSIP: 000000000<br>LEI: 635400BEV82LZKPTAB28 | Long             | ABS-MBS          | CORP              | GB        |    181000 | PA      | $240017.80    | 0.01%             | 2050-06-28      | Floating      | 5.98%                 | 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      | $553956.16    | 0.02%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| ENCOMPASS HEALTH CORP                             | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    156000 | PA      | $153789.82    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                    | Galaxy XV CLO Ltd                                                                | CUSIP: 36318WAK6<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-CBDO         | CORP              | KY        |     11962 | PA      | $11962.37     | 0.00%             | 2030-10-15      | Floating      | 5.49%                 | 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      | $3968840.26   | 0.12%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25399.63     | 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        |   4891000 | PA      | $4820976.53   | 0.15%             | 2028-07-01      | Fixed         | 4.50%                 | 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      | $134348.90    | 0.00%             | 2034-03-28      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                          | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1532689.78   | 0.05%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| London Cards Plc                                  | London Cards No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 635400SWIULSFYESTP47 | Long             | ABS-O            | CORP              | GB        |    904000 | PA      | $1215938.05   | 0.04%             | 2034-03-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                           | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $164384.26    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1338593.43   | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    496000 | PA      | $513386.78    | 0.02%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Polaris                                           | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |    336000 | PA      | $444585.32    | 0.01%             | 2068-02-26      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109539.36    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                              | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25611.39     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    690000 | PA      | $670229.71    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     27000 | PA      | $28337.23     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6803000 | PA      | $6907551.02   | 0.21%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   5170000 | PA      | $5055484.76   | 0.16%             | 2027-03-15      | Fixed         | 3.20%                 | 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      | $113285.16    | 0.00%             | 2038-05-14      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                  | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    313000 | PA      | $322447.59    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2494000 | PA      | $2556551.47   | 0.08%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2580000 | PA      | $2584031.25   | 0.08%             | 2028-03-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                             | Holcim Finance US LLC                                                            | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   7321000 | PA      | $7346709.45   | 0.23%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     27000 | PA      | $26630.73     | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4046640 | PA      | $4002606.11   | 0.12%             | 2060-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  16474000 | PA      | $16609285.48  | 0.51%             | 2029-12-01      | Fixed         | 5.13%                 | 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      | $792613.66    | 0.02%             | 2035-03-15      | Floating      | 5.82%                 | 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        |    100000 | PA      | $113367.30    | 0.00%             | 2042-10-27      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                     | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    697000 | PA      | $659582.46    | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    364000 | PA      | $353014.44    | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2023-C                                              | CUSIP: 344940AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9198000 | PA      | $9322494.01   | 0.29%             | 2028-09-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3072046 | PA      | $3074165.61   | 0.10%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                               | PFS Financing Corp                                                               | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $630963.88    | 0.02%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HILL FL                                           | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |   1500000 | PA      | $1697746.42   | 0.05%             | 2032-10-18      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3441396.08   | 0.11%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2023-2                                                | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1323088 | PA      | $1325588.33   | 0.04%             | 2068-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3316617.42   | 0.10%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                             | ARI Fleet Lease Trust 2024-B                                                     | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    787854 | PA      | $792501.89    | 0.02%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                   | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59817.20     | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | 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        |    210000 | PA      | $238102.49    | 0.01%             | 2034-11-14      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                          | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $42635.15     | 0.00%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1304085.96   | 0.04%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                              | Mariner CLO 2016-3 LLC                                                           | CUSIP: 82672NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    680000 | PA      | $680790.70    | 0.02%             | 2037-01-23      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8965.68      | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $574689.15    | 0.02%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71671.09     | 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      | $2861553.00   | 0.09%             | 2029-11-15      | Fixed         | 4.73%                 | 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      | $26838.12     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2021-4 Ltd                                               | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   1510000 | PA      | $1503470.46   | 0.05%             | 2034-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                         | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2963628 | PA      | $2947502.15   | 0.09%             | 2062-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                       | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |   3867376 | PA      | $3878063.64   | 0.12%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                    | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200050.44    | 0.01%             | 2032-03-31      | 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        |   3171290 | PA      | $3175869.16   | 0.10%             | 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      | $134036.11    | 0.00%             | 2061-02-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7629876 | PA      | $7630922.18   | 0.24%             | 2054-04-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                  | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |    541000 | PA      | $716888.66    | 0.02%             | 2067-09-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    934000 | PA      | $937522.97    | 0.03%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6788000 | PA      | $7163614.39   | 0.22%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Domivest B.V.                                     | Domi 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 72450072GIRER22FKI26 | Long             | ABS-O            | CORP              | NL        |   1229000 | PA      | $1393573.67   | 0.04%             | 2057-04-16      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                          | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2209000 | PA      | $2108775.90   | 0.07%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52991.79     | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | 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      | $418507.30    | 0.01%             | 2055-07-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                              | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  64810000 | PA      | $62811961.49  | 1.95%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    138000 | PA      | $135639.48    | 0.00%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC              | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    568022 | PA      | $561802.13    | 0.02%             | 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        |   6757002 | PA      | $6553225.88   | 0.20%             | 2039-06-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60132.74     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                               | PFS Financing Corp                                                               | CUSIP: 69335PFA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11549000 | PA      | $11569310.07  | 0.36%             | 2027-08-15      | Floating      | 5.49%                 | 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      | $814846.90    | 0.03%             | 2031-08-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                     | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26841.85     | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Polaris                                           | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $131818.63    | 0.00%             | 2068-02-26      | Floating      | 5.87%                 | 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      | $4003188.75   | 0.12%             | 2042-03-15      | Floating      | 5.67%                 | 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      | $4159261.26   | 0.13%             | 2037-10-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                               | Churchill Downs Inc                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108935.23    | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                            | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   4132000 | PA      | $4142909.06   | 0.13%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co                           | Central Garden & Pet Co                                                          | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96876.09     | 0.00%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57498.91     | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    592000 | PA      | $592681.48    | 0.02%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2235000 | PA      | $2237368.43   | 0.07%             | 2037-04-16      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                               | Buckeye Partners LP                                                              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51095.70     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4031000 | PA      | $4071528.00   | 0.13%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7217000 | PA      | $7211989.67   | 0.22%             | 2025-09-04      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SMRT                                              | SMRT 2022-MINI                                                                   | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3570000 | PA      | $3552150.00   | 0.11%             | 2039-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                               | Cbam 2018-7 Ltd                                                                  | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |    370825 | PA      | $370825.23    | 0.01%             | 2031-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                          | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |     89312 | PA      | $101473.51    | 0.00%             | 2036-12-29      | Floating      | 4.45%                 | 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      | $2682050.00   | 0.08%             | 2036-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD              | Octagon Investment Partners XVII Ltd                                             | CUSIP: 67590GBG3<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    301951 | PA      | $302142.57    | 0.01%             | 2031-01-25      | Floating      | 5.54%                 | 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      | $4354494.86   | 0.13%             | 2037-04-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1556383 | PA      | $1525498.60   | 0.05%             | 2062-04-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy                            | Red & Black Auto Italy Srl                                                       | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |    100000 | PA      | $113522.50    | 0.00%             | 2036-07-28      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares LVI CLO Ltd                                                                 | CUSIP: 04018NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $397646.08    | 0.01%             | 2038-01-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                            | Mueller Water Products Inc                                                       | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33799.26     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2023-B                                          | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5530744 | PA      | $5625408.67   | 0.17%             | 2056-10-16      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust         | SFS Auto Receivables Securitization Trust 2023-1                                 | CUSIP: 78398AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213926 | PA      | $214063.23    | 0.01%             | 2027-03-22      | Fixed         | 5.89%                 | 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        |   4324238 | PA      | $4241730.16   | 0.13%             | 2038-12-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                  | TCI-Symphony CLO 2016-1 Ltd                                                      | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |   3097580 | PA      | $3091418.59   | 0.10%             | 2032-10-13      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    352000 | PA      | $343049.80    | 0.01%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1089561 | PA      | $1090053.07   | 0.03%             | 2037-06-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                     | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |    197800 | PA      | $262100.36    | 0.01%             | 2061-09-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4732000 | PA      | $5046457.06   | 0.16%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Polaris                                           | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |    106000 | PA      | $141029.38    | 0.00%             | 2061-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    631000 | PA      | $617524.04    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                          | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    118000 | PA      | $112800.80    | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                      | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2669000 | PA      | $2700062.01   | 0.08%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5318000 | PA      | $5430881.78   | 0.17%             | 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        |   1453000 | PA      | $1505646.48   | 0.05%             | 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      | $134269.47    | 0.00%             | 2094-03-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| UKG INC                                           | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1843598.85   | 0.06%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Sapphire Trust                                    | SAPPHIRE XXXII SERIES 2025-1 TRUST                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   5000000 | PA      | $3181068.16   | 0.10%             | 2066-06-14      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD                                      | Voya 2012-4 Ltd                                                                  | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3013072 | PA      | $3007046.23   | 0.09%             | 2030-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    441000 | PA      | $458419.83    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                               | OMERS Finance Trust                                                              | CUSIP: 68218TAA9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   4795000 | PA      | $4865231.45   | 0.15%             | 2030-03-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                          | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8971.23      | 0.00%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                               | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    113000 | PA      | $104911.14    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                          | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1890514.74   | 0.06%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Chicago Board of Trade                            | US 10YR ULTRA FUT JUN25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -380 | NC      | $-592631.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |     48000 | PA      | $46958.28     | 0.00%             | 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        |   1046702 | PA      | $1396667.85   | 0.04%             | 2094-03-25      | Floating      | 5.36%                 | 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        |   2771000 | PA      | $3140509.99   | 0.10%             | 2034-11-14      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2013-IV Ltd                                                         | CUSIP: 12549FBS7<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |   2658585 | PA      | $2650976.34   | 0.08%             | 2031-04-27      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96901.17     | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2024-NQM2                                        | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6728129 | PA      | $6780502.11   | 0.21%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5058000 | PA      | $5072296.39   | 0.16%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203782.23    | 0.01%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Pony                                              | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $113476.73    | 0.00%             | 2033-01-14      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                            | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    318000 | PA      | $302787.34    | 0.01%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-405.63      | -0.00%            |  |  |  | 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      | $6975750.00   | 0.22%             | 2034-09-15      | Floating      | 5.48%                 | 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      | $132739.13    | 0.00%             | 2094-03-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                          | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    291000 | PA      | $281034.88    | 0.01%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2355196.19   | 0.07%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BX Trust                                          | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6929000 | PA      | $6793772.25   | 0.21%             | 2030-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                 | Park Blue CLO 2025-VII Ltd                                                       | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1972033.40   | 0.06%             | 2038-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                         | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    730000 | PA      | $728833.33    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                              | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64655.13     | 0.00%             | 2029-04-15      | Fixed         | 4.13%                 | 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      | $1250000.00   | 0.04%             | 2037-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust          | GM Financial Revolving Receivables Trust 2024-1                                  | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2233000 | PA      | $2283218.38   | 0.07%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6643000 | PA      | $6731134.34   | 0.21%             | 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      | $2228037.30   | 0.07%             | 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: N/A                  | Long             | ABS-O            | CORP              | US        |   3570530 | PA      | $3261435.94   | 0.10%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                          | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $142798.87    | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                         | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143650.74    | 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        |    186000 | PA      | $175635.44    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    189000 | PA      | $182315.07    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                  | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    596000 | PA      | $588099.04    | 0.02%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                            | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28968.04     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                        | 3M Co                                                                            | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $2099526.69   | 0.07%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    357000 | PA      | $358040.66    | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | 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      | $132802.16    | 0.00%             | 2049-06-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | VOYA CLO 2017-2                                                                  | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    675250 | PA      | $675250.44    | 0.02%             | 2030-06-07      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2024-REV1                                           | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2368000 | PA      | $2409427.69   | 0.07%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                         | Enpro Inc                                                                        | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60695.68     | 0.00%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| East One                                          | East One 2024-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PCKNACOVV1MZ66 | Long             | ABS-MBS          | CORP              | GB        |    172000 | PA      | $229414.56    | 0.01%             | 2055-12-27      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                               | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31239.01     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    399000 | PA      | $407978.42    | 0.01%             | 2032-04-15      | 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        |   1171180 | PA      | $1559944.67   | 0.05%             | 2061-09-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    323000 | PA      | $288797.77    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-NQM2 Trust                                                             | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    774734 | PA      | $790969.41    | 0.02%             | 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: N/A                  | Long             | ABS-O            | CORP              | GB        |    146000 | PA      | $193798.16    | 0.01%             | 2032-11-15      | Floating      | 6.07%                 | 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        |   1200000 | PA      | $1355907.87   | 0.04%             | 2038-01-14      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                          | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $193669.75    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO XXI Ltd                                              | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750000.00   | 0.05%             | 2034-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2443051 | PA      | $2463623.12   | 0.08%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4774435.55   | 0.15%             | 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        |    110000 | PA      | $110377.19    | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-4                                     | CUSIP: 96041AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10297000 | PA      | $10390199.18  | 0.32%             | 2027-07-15      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32422.78     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1518000 | PA      | $1538894.97   | 0.05%             | 2028-08-21      | Fixed         | 4.98%                 | 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        |    260000 | PA      | $264498.00    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    438000 | PA      | $465910.67    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $457336.40    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ACN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5594222 | PA      | $5496756.27   | 0.17%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENT Trust 2023-CITY                              | CENT Trust 2023-CITY                                                             | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3012271 | PA      | $3010388.33   | 0.09%             | 2038-09-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $162307.34    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4083000 | PA      | $4173584.62   | 0.13%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                  | CUSIP: 46593EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3540000 | PA      | $3537787.50   | 0.11%             | 2039-03-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170300.78    | 0.01%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                  | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3936000 | PA      | $3890510.66   | 0.12%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                 | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3312000 | PA      | $3359466.89   | 0.10%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                               | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4341000 | PA      | $4433705.53   | 0.14%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust      | American Express Credit Account Master Trust                                     | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   5770000 | PA      | $5952323.92   | 0.18%             | 2030-09-15      | Fixed         | 5.15%                 | 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      | $1500000.15   | 0.05%             | 2037-07-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1232000 | PA      | $1253934.63   | 0.04%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2790000 | PA      | $3233865.34   | 0.10%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2749000 | PA      | $2714832.35   | 0.08%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2484000 | PA      | $2533775.91   | 0.08%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6860000 | PA      | $6983887.69   | 0.22%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2022-INV2                                             | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1631918 | PA      | $1633398.94   | 0.05%             | 2067-10-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust               | Homeward Opportunities Fund I Trust 2020-2                                       | CUSIP: 43789XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560843 | PA      | $1540780.88   | 0.05%             | 2065-05-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Auburn Securities PLC                             | Auburn 15 PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |   1764852 | PA      | $2353379.45   | 0.07%             | 2045-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   5803550 | PA      | $5835332.10   | 0.18%             | 2070-05-25      | Variable      | 5.62%                 | 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      | $384435.32    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                 | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |    172622 | PA      | $195596.92    | 0.01%             | 2038-07-20      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                          | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25554.24     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    483000 | PA      | $480739.99    | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    109000 | PA      | $106324.03    | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $116360.85    | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| CARPENTER TECHNOLOGY                              | Carpenter Technology Corp                                                        | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12009.31     | 0.00%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                    | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |    285505 | PA      | $380367.47    | 0.01%             | 2031-09-16      | Floating      | 5.47%                 | 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      | $1462654.27   | 0.05%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| WYNN LAS VEGAS LLC/CORP                           | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84128.60     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $284150.90    | 0.01%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                               | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $118156.61    | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | 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      | $469865.18    | 0.01%             | 2049-06-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $3812483.59   | 0.12%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    935000 | PA      | $934460.74    | 0.03%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4013000 | PA      | $4072017.02   | 0.13%             | 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        |   3183960 | PA      | $3183960.04   | 0.10%             | 2039-08-15      | Floating      | 6.01%                 | 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        |    301000 | PA      | $310014.95    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | 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      | $133029.84    | 0.00%             | 2066-12-20      | Floating      | 6.38%                 | 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        |   1596737 | PA      | $1606693.53   | 0.05%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    215000 | PA      | $191901.15    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    323000 | PA      | $309079.31    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                            | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1320930.83   | 0.04%             | 2029-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                             | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    341000 | PA      | $340664.42    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    560000 | PA      | $559649.16    | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                          | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $306946.51    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1856745 | PA      | $1641693.81   | 0.05%             | 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      | $94044.70     | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                  | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4187659.26   | 0.13%             | 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        |     95000 | PA      | $91315.33     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    116000 | PA      | $155408.77    | 0.00%             | 2032-07-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                            | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80138.64     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                           | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    498000 | PA      | $505534.74    | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| SOTHEBY'S                                         | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    461000 | PA      | $432676.99    | 0.01%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $-4687.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | CUSIP: 94989MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1106015 | PA      | $1098450.81   | 0.03%             | 2058-07-15      | Variable      | 3.77%                 | 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      | $354528.89    | 0.01%             | 2031-08-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                        | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89300.78     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| American Money Management Corporation             | AMMC CLO 21 LTD                                                                  | CUSIP: 00178LAC3<br>LEI: 549300DYK366J47FIO80 | Long             | ABS-CBDO         | CORP              | KY        |    705000 | PA      | $705565.13    | 0.02%             | 2030-11-02      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| HILL FL                                           | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |    100000 | PA      | $113260.02    | 0.00%             | 2032-10-18      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3986000 | PA      | $4028969.24   | 0.12%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                               | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60566.15     | 0.00%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                       | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399999.21    | 0.01%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: —       |
| GATES CORPORATION/DE                              | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93345.87     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2006000 | PA      | $1912075.79   | 0.06%             | 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        |   3728000 | PA      | $3516771.52   | 0.11%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25071.77     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50138.25     | 0.00%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 21 Ltd                                                                   | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | KY        |   1909097 | PA      | $1906357.32   | 0.06%             | 2031-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                    | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $133140.40    | 0.00%             | 2031-09-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                          | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $35300.39     | 0.00%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    290000 | PA      | $279069.38    | 0.01%             | 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      | $1696195.43   | 0.05%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden XXVI Senior Loan Fund                                                     | CUSIP: 26250UAS4<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600240.00    | 0.02%             | 2029-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                           | HCA Inc                                                                          | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1124115.02   | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12560.66     | 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      | $5210840.54   | 0.16%             | 2028-03-15      | Fixed         | 4.20%                 | 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      | $269612.86    | 0.01%             | 2031-08-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    503000 | PA      | $499133.94    | 0.02%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                 | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49135.25     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -4247 | NC      | $-8152044.26  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SASU                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202438.40    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1813572.86   | 0.06%             | 2030-01-25      | Fixed         | 5.90%                 | 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      | $2244364.88   | 0.07%             | 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        |    371000 | PA      | $348669.96    | 0.01%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    178000 | PA      | $169555.54    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   3091000 | PA      | $3120399.24   | 0.10%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                               | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    274000 | PA      | $276733.70    | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137H5ZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14193774 | PA      | $13398228.71  | 0.42%             | 2033-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                      | TICP CLO XI Ltd                                                                  | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1130000 | PA      | $1131086.16   | 0.04%             | 2037-04-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4998000 | PA      | $4758857.70   | 0.15%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $289140.98    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5606000 | PA      | $5863899.83   | 0.18%             | 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      | $1814006.74   | 0.06%             | 2038-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-SCHATZ FUT JUN25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -33 | NC      | $-21899.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6415000 | PA      | $6585502.75   | 0.20%             | 2029-07-20      | Fixed         | 5.45%                 | 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      | $3232962.10   | 0.10%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  26286000 | PA      | $26291857.57  | 0.81%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-63606.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK Logisitics                                     | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |    824000 | PA      | $1096958.32   | 0.03%             | 2035-05-17      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| ATI INC                                           | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    268000 | PA      | $267360.18    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                        | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   3110000 | PA      | $3101474.46   | 0.10%             | 2031-02-09      | Fixed         | 4.50%                 | 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        |   3235832 | PA      | $3265998.51   | 0.10%             | 2050-05-16      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    224000 | PA      | $227791.42    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | 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      | $2466336.48   | 0.08%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                   | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    927000 | PA      | $922077.63    | 0.03%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     23000 | PA      | $23003.15     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    302000 | PA      | $275740.59    | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91000000 | PA      | $93136366.96  | 2.88%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   3444000 | PA      | $3331606.92   | 0.10%             | 2026-05-15      | Fixed         | 1.45%                 | 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      | $2439351.43   | 0.08%             | 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        |    247127 | PA      | $283610.51    | 0.01%             | 2040-01-26      | Floating      | 4.13%                 | 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        |   1097400 | PA      | $1466098.11   | 0.05%             | 2064-08-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    909000 | PA      | $863220.60    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Vasco Finance                                     | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |    100000 | PA      | $113366.16    | 0.00%             | 2042-10-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    278000 | PA      | $280864.16    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| EFESTO BIDCO SPA/US LLC                           | EFESTO BIDCO SPA/US LLC                                                          | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    604000 | PA      | $599234.44    | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2023-B                                            | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255026 | PA      | $256745.73    | 0.01%             | 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      | $373758.86    | 0.01%             | 2055-12-27      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42600000 | PA      | $42487842.29  | 1.32%             | 2026-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     49000 | PA      | $48942.81     | 0.00%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Bank5                                             | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7730000 | PA      | $7913522.57   | 0.25%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2037076.97  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                              | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     65000 | PA      | $63728.82     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany UG                       | Red & Black Auto Germany 8 UG                                                    | CUSIP: 000000000<br>LEI: 391200E3OPA9K4R22Z70 | Long             | ABS-O            | CORP              | DE        |    113288 | PA      | $128336.67    | 0.00%             | 2030-09-15      | Floating      | 3.05%                 | 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      | $2211031.50   | 0.07%             | 2036-09-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                          | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24811.58     | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                            | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    297000 | PA      | $321077.61    | 0.01%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3408000 | PA      | $3332876.67   | 0.10%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                       | PCL Funding VIII PLC                                                             | CUSIP: 000000000<br>LEI: 21380059YXNYYIS74Q45 | Long             | ABS-O            | CORP              | GB        |   3193000 | PA      | $4265028.36   | 0.13%             | 2028-05-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2184916.59   | 0.07%             | 2026-03-25      | Fixed         | 1.65%                 | 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      | $1576457.91   | 0.05%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1138076.31   | 0.04%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                       | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2873329 | PA      | $2903224.40   | 0.09%             | 2058-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    884000 | PA      | $944855.48    | 0.03%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    132000 | PA      | $122294.62    | 0.00%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                             | Sixth Street CLO XX Ltd                                                          | CUSIP: 83012QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998800.00    | 0.03%             | 2034-10-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                        | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53188.89     | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Noria                                             | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |    100000 | PA      | $112601.94    | 0.00%             | 2043-02-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                          | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     14476 | PA      | $14340.87     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance                            | Dutch Property Finance 2023-1 BV                                                 | CUSIP: 000000000<br>LEI: 72450018DWAQNJ1JEW75 | Long             | ABS-MBS          | CORP              | NL        |    290094 | PA      | $328796.83    | 0.01%             | 2064-04-28      | Floating      | 3.06%                 | 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      | $577439.19    | 0.02%             | 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      | $60743.31     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                         | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   9680000 | PA      | $9462736.47   | 0.29%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                          | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1126612.02   | 0.03%             | 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        |    142000 | PA      | $138288.65    | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM 29 Ltd                                                                       | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1436305 | PA      | $1435722.76   | 0.04%             | 2031-04-15      | Floating      | 5.59%                 | 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      | $2001000.00   | 0.06%             | 2037-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                              | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16487.78     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| DELAMARE CARDS                                    | Delamare Cards MTN Issuer PLC                                                    | CUSIP: 000000000<br>LEI: 635400IAJKM25WRCSE95 | Long             | ABS-O            | CORP              | GB        |   3610000 | PA      | $4814220.17   | 0.15%             | 2031-04-19      | Floating      | 5.27%                 | 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      | $769759.38    | 0.02%             | 2041-11-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Azure Finance 1                                   | Azure Finance NO 3 PLC                                                           | CUSIP: 000000000<br>LEI: 635400QCNQ4CJGRWYC88 | Long             | ABS-O            | CORP              | GB        |    119953 | PA      | $159934.66    | 0.00%             | 2034-06-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95000000 | PA      | $91875391.10  | 2.85%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-4 LLC                                            | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177000 | PA      | $178613.74    | 0.01%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                       | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    196000 | PA      | $200704.64    | 0.01%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  29760000 | OU      | $1250546.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                              | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63997.11     | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                      | CUSIP: 61690QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9973170.00   | 0.31%             | 2050-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                               | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    943000 | PA      | $889829.34    | 0.03%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-INV2 Mortgage Loan Trust                                               | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |   1604249 | PA      | $1612006.81   | 0.05%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                          | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38039.44     | 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      | $133155.06    | 0.00%             | 2061-02-26      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    155000 | PA      | $208028.03    | 0.01%             | 2032-03-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6475719 | PA      | $6440747.97   | 0.20%             | 2062-04-20      | Floating      | 5.21%                 | 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      | $5933500.50   | 0.18%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                             | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    620000 | PA      | $618667.25    | 0.02%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| TELEFLEX INC                                      | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    108000 | PA      | $103406.68    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2025-NQM4                                        | CUSIP: 10570QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3796941 | PA      | $3796906.83   | 0.12%             | 2065-05-25      | 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        |    250000 | PA      | $330960.24    | 0.01%             | 2035-02-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                          | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80528.64     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                          | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115220.26    | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3533584 | PA      | $3528873.15   | 0.11%             | 2062-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   4976617 | PA      | $4987957.48   | 0.15%             | 2069-02-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   4076000 | PA      | $4103300.31   | 0.13%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77949.56     | 0.00%             | 2027-02-15      | Fixed         | 5.63%                 | 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      | $15952476.10  | 0.49%             | 2034-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                          | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    179000 | PA      | $187214.13    | 0.01%             | 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        |     88141 | PA      | $100854.74    | 0.00%             | 2034-02-18      | Floating      | 4.50%                 | 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      | $107608.48    | 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        |   1907000 | PA      | $1927521.23   | 0.06%             | 2027-02-01      | Fixed         | 5.75%                 | 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        |    100000 | PA      | $114236.53    | 0.00%             | 2034-03-21      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 104300000 | PA      | $105155585.42 | 3.26%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust 2019-ATR2                                      | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857888 | PA      | $815538.33    | 0.03%             | 2049-07-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                              | Tower Bridge Funding 2024-2 PLC                                                  | CUSIP: 000000000<br>LEI: 635400KGPH6QBBQEL802 | Long             | ABS-MBS          | CORP              | GB        |    638517 | PA      | $850540.73    | 0.03%             | 2066-05-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                          | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22400.35     | 0.00%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    233000 | PA      | $223776.98    | 0.01%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                       | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |    106000 | PA      | $141091.54    | 0.00%             | 2029-07-16      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2852000 | PA      | $2799384.08   | 0.09%             | 2028-07-21      | Fixed         | 3.59%                 | 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        |   3498375 | PA      | $3498324.97   | 0.11%             | 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        |   1385000 | PA      | $1329384.58   | 0.04%             | 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        |   1273000 | PA      | $1301892.71   | 0.04%             | 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      | $190388.00    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  96805000 | PA      | $96596019.30  | 2.99%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |   2465000 | PA      | $2452931.85   | 0.08%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| GCAT                                              | GCAT 2022-NQM1 Trust                                                             | CUSIP: 36168VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8551503 | PA      | $8140194.92   | 0.25%             | 2067-02-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                         | Chesapeake Funding II LLC                                                        | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   3311040 | PA      | $3342210.58   | 0.10%             | 2036-05-15      | Fixed         | 5.52%                 | 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      | $2910720.38   | 0.09%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                       | Acushnet Co                                                                      | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27939.17     | 0.00%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2687000 | PA      | $2609946.38   | 0.08%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2022-B                                          | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9955309 | PA      | $10021612.03  | 0.31%             | 2055-02-16      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Rialto Real Estate Fund LP                        | RIAL 2022-FL8 Issuer Ltd                                                         | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1500000 | PA      | $1493198.85   | 0.05%             | 2037-01-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2635000 | PA      | $2615230.65   | 0.08%             | 2029-07-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital CLO 7 Ltd                                                      | CUSIP: 03328TBS3<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   8625000 | PA      | $8625000.00   | 0.27%             | 2037-04-28      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                 | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |    172622 | PA      | $195139.71    | 0.01%             | 2038-07-20      | Floating      | 3.91%                 | 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      | $694820.51    | 0.02%             | 2029-09-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Octagon 55 Ltd                                    | Octagon 55 Ltd                                                                   | CUSIP: 67577AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2694573.27   | 0.08%             | 2034-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    721000 | PA      | $735487.77    | 0.02%             | 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        |   1428000 | PA      | $1450310.06   | 0.04%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Together Asset Backed Securitisation              | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    344000 | PA      | $455687.82    | 0.01%             | 2056-09-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                 | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $96442.32     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                    | Transocean Inc                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     56800 | PA      | $55521.45     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Polaris                                           | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |   1360056 | PA      | $1817045.98   | 0.06%             | 2061-02-26      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                   | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4110000 | PA      | $4073311.26   | 0.13%             | 2038-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                      | Enerflex Ltd                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $39888.26     | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | 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        |     84000 | PA      | $74498.43     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5737000 | PA      | $5721167.31   | 0.18%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2177678.16   | 0.07%             | 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        |     85461 | PA      | $97293.91     | 0.00%             | 2034-04-25      | Floating      | 3.83%                 | 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        |    992000 | PA      | $1006778.18   | 0.03%             | 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      | $133376.16    | 0.00%             | 2055-08-20      | Floating      | 6.97%                 | 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      | $2764625.20   | 0.09%             | 2042-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2623196 | PA      | $2643611.63   | 0.08%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1498492.99   | 0.05%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                           | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $38452.88     | 0.00%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4314000 | PA      | $4513288.81   | 0.14%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Loan Trust 2018-B                                      | CUSIP: 63940QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    907243 | PA      | $907398.83    | 0.03%             | 2059-12-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $103812.29    | 0.00%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $35237.41     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                          | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $139779.85    | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| EMRLD BOR / EMRLD CO-ISS                          | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1475528.60   | 0.05%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    214000 | PA      | $187062.56    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                             | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75420.35     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| 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      | $348163.25    | 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        |   4857000 | PA      | $4530897.86   | 0.14%             | 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      | $209085.32    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2017-A                                          | CUSIP: 78448WAC9<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |    758715 | PA      | $758949.78    | 0.02%             | 2034-09-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                          | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25698.35     | 0.00%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                              | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    272000 | PA      | $267611.14    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   5371507 | PA      | $5314978.87   | 0.16%             | 2052-01-15      | Fixed         | 4.30%                 | 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      | $2502764.25   | 0.08%             | 2037-04-21      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $4258942.66   | 0.13%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18280.40     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20200000 | PA      | $19752601.51  | 0.61%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                          | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $53336.87     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                          | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $136067.14    | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                          | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186099.52    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                     | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $145602.53    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                          | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3424288 | PA      | $3050307.66   | 0.09%             | 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      | $186274.06    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2016-2                                                 | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1799255 | PA      | $1766424.42   | 0.05%             | 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        |   3022133 | PA      | $3025926.33   | 0.09%             | 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      | $136049.40    | 0.00%             | 2031-01-17      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                             | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96938.83     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                          | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   4648000 | PA      | $4442301.13   | 0.14%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                          | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1084151.62   | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-36767.14    | -0.00%            |  |  |  | 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      | $1648239.00   | 0.05%             | 2058-02-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                             | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    387000 | PA      | $395354.56    | 0.01%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                       | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1703214.89   | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2494997.63  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXI Ltd                                                     | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5090621 | PA      | $5090621.03   | 0.16%             | 2032-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                   | Golub Capital Partners CLO 77 B Ltd                                              | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1165000 | PA      | $1152988.97   | 0.04%             | 2038-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $215985.61    | 0.01%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2023-NQM2 Trust                                                             | CUSIP: 74390KAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1053469 | PA      | $1057590.90   | 0.03%             | 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      | $602558.33    | 0.02%             | 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        |   1122671 | PA      | $1121267.54   | 0.03%             | 2039-02-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1230094.80   | 0.04%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                               | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |   2495000 | PA      | $1588184.06   | 0.05%             | 2033-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3342000 | PA      | $3331332.60   | 0.10%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dilosk RMBS                                       | Dilosk Rmbs NO 9 Dac                                                             | CUSIP: 000000000<br>LEI: 635400EER3OFDNYI7P30 | Long             | ABS-MBS          | CORP              | IE        |    725476 | PA      | $819857.94    | 0.03%             | 2063-01-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-96815.33    | -0.00%            |  |  |  | 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      | $97286.02     | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                            | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90455.39     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                     | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   4496000 | PA      | $4609315.34   | 0.14%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $331947.51    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Marzio Finance                                    | Marzio Finance Srl                                                               | CUSIP: 000000000<br>LEI: 8156009FC13322D4B035 | Long             | ABS-O            | CORP              | IT        |    905747 | PA      | $1027616.41   | 0.03%             | 2049-05-28      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1472039.11   | 0.05%             | 2029-03-01      | Fixed         | 6.38%                 | 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        |     92000 | PA      | $91310.00     | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2015-GC32                                           | CUSIP: 36250PAD7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |   1942503 | PA      | $1937562.57   | 0.06%             | 2048-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                   | OHA Credit Funding 3 LTD                                                         | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750000.00    | 0.02%             | 2038-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4530392.84   | 0.14%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division  | LONG GILT FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        68 | NC      | $104704.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                           | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3857234.80   | 0.12%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1537883.66   | 0.05%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                                   | Carlyle C17 CLO Ltd                                                              | CUSIP: 14307PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    231071 | PA      | $231070.81    | 0.01%             | 2031-04-30      | Floating      | 5.57%                 | 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        |   1851209 | PA      | $1856519.96   | 0.06%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3804123.97   | 0.12%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                             | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    854000 | PA      | $807350.93    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ABC SUPPLY CO INC                                 | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35077.43     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3942555.03   | 0.12%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                                | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   3208000 | PA      | $3185360.82   | 0.10%             | 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      | $306709.31    | 0.01%             | 2062-04-28      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1457429.06   | 0.05%             | 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      | $567150.00    | 0.02%             | 2041-11-15      | Floating      | 6.16%                 | 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      | $2053975.67   | 0.06%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44831.90     | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | 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      | $2824358.06   | 0.09%             | 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      | $1934243.15   | 0.06%             | 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      | $556655.03    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270923.63    | 0.01%             | 2027-06-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                  | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    349000 | PA      | $339868.00    | 0.01%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| COLT Funding LLC                                  | COLT 2025-4 Mortgage Loan Trust                                                  | CUSIP: 12674HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4559137 | PA      | $4600459.88   | 0.14%             | 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        |    435000 | PA      | $402975.39    | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321174.56    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Winchester PLC                                    | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    792997 | PA      | $1056974.04   | 0.03%             | 2056-10-21      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| LT Autorahoitus                                   | Lt Autorahoitus IV DAC                                                           | CUSIP: 000000000<br>LEI: 635400KKBO3HTOD1TP83 | Long             | ABS-O            | CORP              | IE        |     54046 | PA      | $61311.54     | 0.00%             | 2033-07-18      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Domivest B.V.                                     | Domi 2023-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500Q9WQ341T63UP90 | Long             | ABS-MBS          | CORP              | NL        |   2385098 | PA      | $2721151.07   | 0.08%             | 2055-02-15      | Floating      | 3.68%                 | 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      | $575486.84    | 0.02%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162521.69    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                    | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1282925.36   | 0.04%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust       | Porsche Financial Auto Securitization Trust 2024-1                               | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10716000 | PA      | $10761959.85  | 0.33%             | 2030-01-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation              | Together Asset Backed Securitisation 2021-1st1 PLC                               | CUSIP: 000000000<br>LEI: 635400SL9S6ASYM6DX74 | Long             | ABS-MBS          | CORP              | GB        |    882591 | PA      | $1175690.69   | 0.04%             | 2063-07-12      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                     | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |     71272 | PA      | $95396.88     | 0.00%             | 2033-04-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                              | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3265000 | PA      | $3192283.94   | 0.10%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86300000 | PA      | $86980960.51  | 2.69%             | 2026-07-15      | Fixed         | 4.50%                 | 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      | $132051.19    | 0.00%             | 2056-09-12      | Floating      | 5.97%                 | 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      | $8975483.37   | 0.28%             | 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: N/A                  | Long             | ABS-O            | CORP              | GB        |    113000 | PA      | $150766.72    | 0.00%             | 2033-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Trinity Square                                    | Trinity Square 2021-1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354001L6FRKQUMWRQ12 | Long             | ABS-MBS          | CORP              | GB        |   1457562 | PA      | $1943331.09   | 0.06%             | 2059-07-15      | Floating      | 5.38%                 | 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      | $41741.28     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $3672774.15   | 0.11%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2888000 | PA      | $2934238.73   | 0.09%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                       | HOMES 2023-NQM1 Trust                                                            | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3482702 | PA      | $3480967.94   | 0.11%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust          | GM Financial Revolving Receivables Trust 2023-2                                  | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5289000 | PA      | $5534095.96   | 0.17%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     27000 | PA      | $28274.86     | 0.00%             | 2029-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3194000 | PA      | $2981187.49   | 0.09%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                 | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141117.90    | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    187000 | PA      | $170176.06    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119665.54    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     23000 | PA      | $23613.64     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | 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      | $787239.91    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132J4RB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7311967 | PA      | $7147001.82   | 0.22%             | 2035-02-01      | Fixed         | 3.50%                 | 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        |  11930000 | NS      | $11930000.00  | 0.37%             |  |  |  | No            |                  1 | 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      | $1214084.01   | 0.04%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust       | Navistar Financial Dealer Note Master Owner Trust                                | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2921000 | PA      | $2945224.44   | 0.09%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                    | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $131849.02    | 0.00%             | 2056-10-21      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81840.02     | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | 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        |    176282 | PA      | $200536.23    | 0.01%             | 2034-02-18      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corportation Trust 2021-IP                                | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4385000 | PA      | $4344016.04   | 0.13%             | 2036-10-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1894182 | PA      | $1887079.11   | 0.06%             | 2039-12-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                             | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   3973000 | PA      | $4015584.60   | 0.12%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-2                                                  | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   4527493 | PA      | $4552499.53   | 0.14%             | 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: N/A                  | Long             | ABS-O            | CORP              | US        |   1370000 | PA      | $1379386.42   | 0.04%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                              | Tower Bridge Funding 2024-1 PLC                                                  | CUSIP: 000000000<br>LEI: 635400DWOSLQW6GG6T02 | Long             | ABS-MBS          | CORP              | GB        |    113000 | PA      | $152109.87    | 0.00%             | 2066-01-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $268370.08    | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | 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      | $2557216.00   | 0.08%             | 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      | $23548.67     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2155000 | PA      | $2237935.39   | 0.07%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                           | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $89359.83     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |    132000 | PA      | $135630.01    | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3123530.00   | 0.10%             | 2027-10-15      | Fixed         | 4.45%                 | 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      | $138666.43    | 0.00%             | 2057-01-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                     | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |     81250 | PA      | $107983.42    | 0.00%             | 2033-04-21      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| SCF Rahoituspalvelut DAC                          | SCF Rahoituspalvelut XIII DAC                                                    | CUSIP: 000000000<br>LEI: 875500BJTX1DZ2QIPK23 | Long             | ABS-O            | CORP              | IE        |    100000 | PA      | $112951.88    | 0.00%             | 2034-06-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | PETROLEOS MEXICANOS                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3200000 | PA      | $3136000.00   | 0.10%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust         | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3375000 | PA      | $3349687.50   | 0.10%             | 2039-12-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                 | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $194210.97    | 0.01%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $702062.65    | 0.02%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2767024 | PA      | $2769923.55   | 0.09%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust          | GM Financial Revolving Receivables Trust 2024-2                                  | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2443000 | PA      | $2456241.30   | 0.08%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17317.73     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | 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      | $1052283.20   | 0.03%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                          | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $285764.34    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    313000 | PA      | $319239.97    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    967000 | PA      | $1026058.56   | 0.03%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| ASBURY AUTOMOTIVE GROUP                           | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33667.02     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |   2830454 | PA      | $2830408.43   | 0.09%             | 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        |     39000 | PA      | $39923.70     | 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      | $1036110.69   | 0.03%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                              | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |   3965184 | PA      | $4466630.21   | 0.14%             | 2031-08-17      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   8370000 | PA      | $8455415.35   | 0.26%             | 2028-07-14      | Fixed         | 4.97%                 | 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        |  20123000 | PA      | $20231664.20  | 0.63%             | 2029-05-14      | Floating      | 5.21%                 | 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        |   4757899 | PA      | $4638527.97   | 0.14%             | 2039-12-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-RPL2 Trust                                                             | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772107 | PA      | $742543.18    | 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      | $1130491.83   | 0.04%             | 2038-01-15      | Floating      | 5.44%                 | 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        |    755551 | PA      | $1008152.46   | 0.03%             | 2056-09-12      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Satus PLC                                         | Satus 2024-1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800P7IESQH1HBW693 | Long             | ABS-O            | CORP              | GB        |    337000 | PA      | $448446.47    | 0.01%             | 2031-01-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                              | Kaiser Aluminum Corp                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $334828.05    | 0.01%             | 2028-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                    | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48248.83     | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | 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        |    100000 | PA      | $113853.18    | 0.00%             | 2034-03-21      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                    | William Carter Co/The                                                            | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35048.75     | 0.00%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| RR Ltd                                            | RR 36 LTD                                                                        | CUSIP: 74989AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1485000 | PA      | $1483208.79   | 0.05%             | 2040-01-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                             | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2267413.20   | 0.07%             | 2030-06-15      | 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        |    363000 | PA      | $358634.96    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                | Seagate HDD Cayman                                                               | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     83000 | PA      | $88991.69     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| KINETIK HOLDINGS LP                               | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27197.34     | 0.00%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                       | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   4734000 | PA      | $4804819.03   | 0.15%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                       | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2663315.94   | 0.08%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas CLO XXIII Ltd                                                           | CUSIP: 89642TAA1<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |    970000 | PA      | $971944.75    | 0.03%             | 2036-10-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2021-LBA                                                                | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7350833 | PA      | $7286513.21   | 0.23%             | 2036-02-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2709156.96   | 0.08%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                               | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2259643.55   | 0.07%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust               | Toyota Auto Receivables 2023-D Owner Trust                                       | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7030000 | PA      | $7128469.91   | 0.22%             | 2028-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418AAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4154054 | PA      | $4088602.20   | 0.13%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                             | Endo Finance Holdings Inc                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $204827.80    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $24699.45     | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1067978 | PA      | $1033120.95   | 0.03%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                          | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89262.27     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   9711000 | PA      | $9486790.88   | 0.29%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                             | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    577000 | PA      | $589824.98    | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                     | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1005183.27   | 0.03%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brignole CO                                       | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |     70806 | PA      | $80485.26     | 0.00%             | 2042-02-24      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3078000 | PA      | $3127802.90   | 0.10%             | 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      | $26510.64     | 0.00%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems PLC                                                                  | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2669000 | PA      | $2703968.22   | 0.08%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                            | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    103000 | PA      | $98178.51     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $187884.77    | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4099000 | PA      | $4159540.34   | 0.13%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust          | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QHW7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  11535000 | PA      | $11583154.01  | 0.36%             | 2028-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CART                                              | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1432793.52   | 0.04%             | 2041-08-15      | Floating      | 5.96%                 | 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      | $4291544.06   | 0.13%             | 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      | $63195.26     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    437000 | PA      | $435395.99    | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | NEW Residential Mortgage Loan Trust 2025-Nqm2                                    | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |   2487161 | PA      | $2503347.96   | 0.08%             | 2065-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4051000 | PA      | $3747804.85   | 0.12%             | 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      | $3623197.59   | 0.11%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    189000 | PA      | $161245.81    | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $170091.71    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55528.06     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | 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      | $134697.13    | 0.00%             | 2034-03-28      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                              | BWX Technologies Inc                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    183000 | PA      | $175799.54    | 0.01%             | 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      | $465612.93    | 0.01%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                     | Stratton Mortgage Funding 2024-2 PLC                                             | CUSIP: 000000000<br>LEI: 635400BEV82LZKPTAB28 | Long             | ABS-MBS          | CORP              | GB        |   1008552 | PA      | $1344702.82   | 0.04%             | 2050-06-28      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS HO                           | Lindblad Expeditions Holdings Inc                                                | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2055.42      | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4332000 | PA      | $4388738.41   | 0.14%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13754.18     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   7781000 | PA      | $7320445.49   | 0.23%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10820000 | PA      | $10530426.72  | 0.33%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1719302.76   | 0.05%             | 2028-08-15      | Fixed         | 1.65%                 | 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      | $-42895.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3282854.43   | 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      | $1383791.16   | 0.04%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    415816 | PA      | $265402.66    | 0.01%             | 2056-02-18      | Floating      | 5.13%                 | 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        |    481000 | PA      | $435285.78    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    158000 | PA      | $154971.14    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-443.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2024-H1 Mortgage Trust                                                     | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3294739 | PA      | $3310327.26   | 0.10%             | 2068-12-25      | Variable      | 6.09%                 | 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      | $1302258.82   | 0.04%             | 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        |    501000 | PA      | $489196.19    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1791199.53   | 0.06%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                          | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   3720000 | PA      | $3668622.52   | 0.11%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827000 | PA      | $797986.44    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                              | Tower Bridge Funding 2024-1 PLC                                                  | CUSIP: 000000000<br>LEI: 635400DWOSLQW6GG6T02 | Long             | ABS-MBS          | CORP              | GB        |    113000 | PA      | $152316.63    | 0.00%             | 2066-01-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                          | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    244000 | PA      | $230671.13    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                  | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    321000 | PA      | $303334.73    | 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      | $69899.28     | 0.00%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38107.93     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3781000 | PA      | $3857093.80   | 0.12%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |     46000 | PA      | $44813.69     | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO VIII Ltd                                             | CUSIP: 08180XAN2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |    169350 | PA      | $169367.72    | 0.01%             | 2031-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                          | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     99000 | PA      | $92938.89     | 0.00%             | 2029-10-30      | Fixed         | 5.00%                 | 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      | $132736.86    | 0.00%             | 2066-12-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                          | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    706000 | PA      | $745010.74    | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                       | PRKCM 2025-HOME1                                                                 | CUSIP: 69382FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6333251 | PA      | $6358674.27   | 0.20%             | 2060-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                        | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   4187000 | PA      | $4253411.26   | 0.13%             | 2027-01-15      | Fixed         | 5.40%                 | 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      | $193813.40    | 0.01%             | 2057-03-22      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                      | Post CLO 2024-1 Ltd                                                              | CUSIP: 73743EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001313.90   | 0.03%             | 2037-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                          | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70474.02     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                        | Intel Corp                                                                       | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2273422.62   | 0.07%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2612457.34   | 0.08%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    186000 | PA      | $183159.78    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    981000 | PA      | $981085.45    | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      6270 | NC      | $13078879.77  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONA                          | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $89208.56     | 0.00%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    812000 | PA      | $832064.88    | 0.03%             | 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      | $2555135.69   | 0.08%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    477000 | PA      | $483346.01    | 0.01%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 128100000 | PA      | $123811652.66 | 3.84%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                          | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123363.22    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| K HOVNANIAN ENTERPRISES                           | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    415000 | PA      | $439680.05    | 0.01%             | 2029-09-30      | Fixed         | 11.75%                | 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      | $1437953.95   | 0.04%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                       | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |   1565000 | PA      | $2076946.02   | 0.06%             | 2035-02-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $2030488.54   | 0.06%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4728203.20   | 0.15%             | 2029-04-25      | Fixed         | 4.73%                 | 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        |   9960000 | PA      | $10177987.55  | 0.32%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                  | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132230.97    | 0.00%             | 2067-09-22      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2021-1                                                    | CUSIP: 81747KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7657036 | PA      | $6244887.00   | 0.19%             | 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      | $598317.84    | 0.02%             | 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      | $3716812.78   | 0.12%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   2518000 | PA      | $2482630.89   | 0.08%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $177779.01    | 0.01%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63511.29     | 0.00%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Social Professional Loan Program LLC              | SoFi Professional Loan Program 2017-D LLC                                        | CUSIP: 78471CAB5<br>LEI: 549300RC6OGKQI1MHM67 | Long             | ABS-O            | CORP              | US        |    365645 | PA      | $360538.25    | 0.01%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                    | Romark WM-R Ltd                                                                  | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1773465 | PA      | $1773465.00   | 0.05%             | 2031-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    419000 | PA      | $404048.37    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6688329 | PA      | $5771773.17   | 0.18%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                             | GYP Holdings III Corp                                                            | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29152.03     | 0.00%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    158000 | PA      | $146563.96    | 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: N/A                  | Long             | ABS-O            | CORP              | GB        |    256000 | PA      | $344010.96    | 0.01%             | 2032-07-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                    | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $133256.21    | 0.00%             | 2031-09-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4615000 | PA      | $4594028.06   | 0.14%             | 2038-01-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4868000 | PA      | $4772968.95   | 0.15%             | 2026-11-19      | Fixed         | 1.05%                 | 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      | $2048866.68   | 0.06%             | 2039-11-09      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1963034.14   | 0.06%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    406000 | PA      | $405695.24    | 0.01%             | 2026-08-15      | Fixed         | 4.54%                 | 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        |    400000 | PA      | $454656.87    | 0.01%             | 2034-10-18      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7119000 | PA      | $7258375.85   | 0.22%             | 2029-07-12      | Fixed         | 5.05%                 | 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      | $133063.91    | 0.00%             | 2066-05-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Dowson                                            | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $132252.56    | 0.00%             | 2031-08-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                 | Japan Tobacco Inc                                                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2920000 | PA      | $3019566.34   | 0.09%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $43263.91     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    627000 | PA      | $593003.49    | 0.02%             | 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      | $284857.93    | 0.01%             | 2055-07-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    921000 | PA      | $873336.04    | 0.03%             | 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      | $307735.43    | 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      | $215201.49    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    285000 | PA      | $318487.50    | 0.01%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2947000 | PA      | $2948057.59   | 0.09%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                            | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    247000 | PA      | $273454.55    | 0.01%             | 2030-12-15      | Fixed         | 10.75%                | 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      | $7092420.68   | 0.22%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1143766.94   | 0.04%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     46000 | PA      | $46266.94     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                 | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |     79228 | PA      | $89999.15     | 0.00%             | 2036-11-17      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10255000 | PA      | $10374566.53  | 0.32%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                         | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86787.43     | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2446148.90   | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4712000 | PA      | $4602822.58   | 0.14%             | 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        |   1031000 | PA      | $1038566.51   | 0.03%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23941.30     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | 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        |    373000 | PA      | $384773.37    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| Lanebrook Mortgage Transaction                    | Lanebrook Mortgage Transaction 2024-1 PLC                                        | CUSIP: 000000000<br>LEI: 635400BMFIJ9ARSOLL61 | Long             | ABS-MBS          | CORP              | GB        |    701358 | PA      | $933634.17    | 0.03%             | 2061-03-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT JUN25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $43007.70     | 0.00%             |  |  |  | No            |                  1 | 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      | $4374961.32   | 0.14%             | 2029-10-20      | Fixed         | 5.02%                 | 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      | $334889.72    | 0.01%             | 2057-03-22      | Floating      | 6.43%                 | 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      | $190023.86    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2289000 | PA      | $2212997.81   | 0.07%             | 2027-07-22      | Fixed         | 1.73%                 | 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        |   3738992 | PA      | $3750652.39   | 0.12%             | 2029-03-14      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| East One                                          | East One 2024-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PCKNACOVV1MZ66 | Long             | ABS-MBS          | CORP              | GB        |    929605 | PA      | $1244485.74   | 0.04%             | 2055-12-27      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust/Ford Credit                                         | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5736000 | PA      | $5834213.51   | 0.18%             | 2037-08-15      | Variable      | 4.86%                 | 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      | $1410649.64   | 0.04%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                    | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48832.50     | 0.00%             | 2027-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $137201.79    | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37100000 | PA      | $37495636.63  | 1.16%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                      | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4356000 | PA      | $4352900.97   | 0.13%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2025-2 LLC                                            | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2981000 | PA      | $2980822.03   | 0.09%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                      | AutoFlorence 2 Srl                                                               | CUSIP: 000000000<br>LEI: 815600C91B7AF7C88210 | Long             | ABS-O            | CORP              | IT        |    234471 | PA      | $264108.21    | 0.01%             | 2044-12-24      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1021000 | PA      | $1094012.73   | 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      | $132130.08    | 0.00%             | 2067-09-22      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                            | RR 21 Ltd                                                                        | CUSIP: 78110TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1000100.00   | 0.03%             | 2039-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                   | CFCRE Commercial Mortgage Trust 2016-C3                                          | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4555000 | PA      | $4514607.63   | 0.14%             | 2048-01-10      | Fixed         | 3.87%                 | 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        |    420482 | PA      | $420071.90    | 0.01%             | 2051-07-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                             | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54413.20     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                           | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22134.71     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CHOBANI LLC/FINANCE CORP                          | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603000 | PA      | $592870.50    | 0.02%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| PATTERN ENERGY OP LP/PAT                          | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $90268.18     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                          | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1609687.73   | 0.05%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                          | Kimmeridge Texas Gas LLC                                                         | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    259000 | PA      | $248677.37    | 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      | $609005.73    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4303000 | PA      | $4339917.50   | 0.13%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2024-A                                            | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7120000 | PA      | $7193593.03   | 0.22%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C8 Mortgage Trust                                                      | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3070000 | PA      | $3178402.31   | 0.10%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| HILL FL                                           | Hill FL 2024-1BV                                                                 | CUSIP: 000000000<br>LEI: 7245006MK9ZZTYTYIQ03 | Long             | ABS-O            | CORP              | NL        |     93136 | PA      | $105999.36    | 0.00%             | 2032-02-18      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128321.31    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Cross Mortgage Trust                              | Cross 2025-H3 Mortgage Trust                                                     | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6375000 | PA      | $6418526.97   | 0.20%             | 2070-05-25      | 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        |   1038940 | PA      | $1383423.43   | 0.04%             | 2069-12-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                     | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    155000 | PA      | $208921.43    | 0.01%             | 2035-02-17      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    551000 | PA      | $533420.35    | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                        | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34433.19     | 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      | $131596.61    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | 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        |    100000 | PA      | $113398.36    | 0.00%             | 2038-12-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer