# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001126
**Filing Date:** 2025-8
**Character Count:** 759040
**Document Hash:** 7bee99c7339a44b1e7422f5515d2beaf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001126.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001126

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251265998

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/DOUBLELINE CORE FIXED INCOME FUND (Series ID: S000001736)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000004643 | JNL/DOUBLELINE CORE FIXED INCOME FUND (A) |  |
| C000067976 | JNL/DOUBLELINE CORE FIXED INCOME FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/DoubleLine Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000001736

- **c. LEI of Series:** MB7NZP6EO4DC5ZJFI334

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2676988745.90

**Total Liabilities:** $26328015.31

**Net Assets:** $2650660730.59

**Cash Not Reported:** $11325742.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -473.248552956105 | **1-Year:** -20345.026451239090 | **5-Year:** -125061.023930043358 | **10-Year:** -220112.666466120376 | **30-Year:** -359830.618713713793

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

- **3-Month:** -1257.946950720225 | **1-Year:** -18582.113424430254 | **5-Year:** -56396.025460374182 | **10-Year:** -66776.074655775378 | **30-Year:** -31182.510530989451

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004643 | 0.38%                | -0.52%               | 1.58%                |
| Class ID C000067976 | 0.41%                | -0.55%               | 1.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2738497.58             | $-4923929.95                               |
| Month 2  | $-4114589.75             | $-13146462.38                              |
| Month 3  | $-943562.90              | $29333170.67                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    670000 | PA      | $700421.20    | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OC3                                                          | Alternative Loan Trust 2006-OC3                                                          | CUSIP: 021464AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4852194 | PA      | $4165610.81   | 0.16%             | 2036-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-19CB                                                         | Alternative Loan Trust 2006-19CB                                                         | CUSIP: 02147QAE2<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |   3139159 | PA      | $1702685.93   | 0.06%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-25CB                                                         | Alternative Loan Trust 2006-25CB                                                         | CUSIP: 02147VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3344655 | PA      | $1731663.76   | 0.07%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-9T1                                                          | Alternative Loan Trust 2007-9T1                                                          | CUSIP: 02150JAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5998649 | PA      | $2594922.62   | 0.10%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-16CB                                                         | Alternative Loan Trust 2007-16CB                                                         | CUSIP: 02152AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2969824 | PA      | $2217065.67   | 0.08%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                    | Altice Financing S.A.                                                                    | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    245000 | PA      | $184442.62    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                               | Altice France Holding S.A.                                                               | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |    470000 | PA      | $389389.43    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                     | Amentum Escrow Corp.                                                                     | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $210619.74    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corporation                                                                       | Ameren Corporation                                                                       | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4980856.00   | 0.19%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Company                                                                  | Ameren Illinois Company                                                                  | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1520806.80   | 0.06%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    285000 | PA      | $298628.69    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| American Axle & Manufacturing, Inc.                                                      | American Axle & Manufacturing, Inc.                                                      | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    210000 | PA      | $192248.41    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| American Equity Investment Life Holding Company                                          | American Equity Investment Life Holding Company                                          | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    851000 | PA      | $871500.33    | 0.03%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Equity Investment Life Holding Company                                          | American Equity Investment Life Holding Company                                          | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2652000 | PA      | $2663539.22   | 0.10%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                 | American Express Company                                                                 | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4257000 | PA      | $4345848.27   | 0.16%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                              | American Homes 4 Rent, L.P.                                                              | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   2857000 | PA      | $2901926.90   | 0.11%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                       | American International Group, Inc.                                                       | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    817000 | PA      | $836572.05    | 0.03%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    720000 | PA      | $526734.00    | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1026346.48   | 0.04%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                                                           | Intelsat Jackson Holdings S.A.                                                           | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239685.14    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Invesco U.S. CLO 2023-3, Ltd.                                                            | Invesco U.S. CLO 2023-3, Ltd.                                                            | CUSIP: 46091RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.04%             | 2036-07-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Invesco U.S. CLO 2023-3, Ltd.                                                            | Invesco U.S. CLO 2023-3, Ltd.                                                            | CUSIP: 46091RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500000.00    | 0.02%             | 2036-07-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                                              | Intuit Inc.                                                                              | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1691193.42   | 0.06%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1420109.07   | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                               | IQVIA Inc.                                                                               | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348934.01    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                               | Iron Mountain Incorporated                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    405000 | PA      | $418919.73    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                               | Iron Mountain Incorporated                                                               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102803.71    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2017-A                                              | Navient Private Education Loan Trust 2017-A                                              | CUSIP: 63939XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3768645 | PA      | $3736265.41   | 0.14%             | 2025-09-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                             | NetApp, Inc.                                                                             | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1006868.17   | 0.04%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                            | Netflix, Inc.                                                                            | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1445376.31   | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-NQM1                                            | New Residential Mortgage Loan Trust 2020-NQM1                                            | CUSIP: 64830VAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3074562.36   | 0.12%             | 2060-01-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                      | Newmont Corporation                                                                      | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1951761.08   | 0.07%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                                    | NextEra Energy Capital Holdings, Inc.                                                    | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    939000 | PA      | $975667.95    | 0.04%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NiSource Inc.                                                                            | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $2015229.30   | 0.08%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NiSource Inc.                                                                            | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1053737.78   | 0.04%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NiSource Inc.                                                                            | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1705069.08   | 0.06%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201645.04    | 0.01%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |    215000 | PA      | $196130.66    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2467051.86   | 0.09%             | 2029-01-12      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                             | Norfolk Southern Corporation                                                             | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    850000 | PA      | $855984.43    | 0.03%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                             | Northrop Grumman Corporation                                                             | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $1913977.00   | 0.07%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    435000 | PA      | $416987.42    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                      | Novelis Corporation                                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196455.39    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                   | NSTAR Electric Company                                                                   | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4922808.50   | 0.19%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics, L.P.                                                                   | NuStar Logistics, L.P.                                                                   | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512006.95    | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                | O'Reilly Automotive, Inc.                                                                | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1041726.76   | 0.04%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust 2007-CP1                                                  | Option One Mortgage Loan Trust 2007-CP1                                                  | CUSIP: 68402YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1148608 | PA      | $1115728.96   | 0.04%             | 2037-03-25      | Floating      | 1.18%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust 2007-6                                                    | Option One Mortgage Loan Trust 2007-6                                                    | CUSIP: 68403KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    565215 | PA      | $349290.33    | 0.01%             | 2037-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                                  | SMB Private Education Loan Trust 2018-B                                                  | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |    522769 | PA      | $520719.96    | 0.02%             | 2028-03-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Company                                                                        | SM Energy Company                                                                        | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310754.06    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Swf Holdings I Corp.                                                                     | Swf Holdings I Corp.                                                                     | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $37334.04     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia S.a r.l.                                                                   | Saavi Energia S.a r.l.                                                                   | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $312096.34    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63474.94     | 0.00%             | 2027-06-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    201000 | PA      | $206634.75    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Sabra Health Care Limited Partnership                                                    | Sabra Health Care Limited Partnership                                                    | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $893875.48    | 0.03%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                             | Santander Holdings USA, Inc.                                                             | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1336111.99   | 0.05%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance II Limited                                                     | Sapphire Aviation Finance II Limited                                                     | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1526639 | PA      | $1455650.12   | 0.05%             | 2027-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                  | Sasol Financing USA LLC                                                                  | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195773.08    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MATIV Holdings, Inc.                                                                     | MATIV Holdings, Inc.                                                                     | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108765.19    | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Light & Wonder, Inc.                                                                     | Light & Wonder, Inc.                                                                     | CUSIP: 80874DAA4<br>LEI: 529900JXALYBOHXKFM62 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211931.98    | 0.01%             | 2030-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                                     | Light and Wonder International, Inc.                                                     | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252360.62    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Scotiabank Peru S.A.A.                                                                   | Scotiabank Peru S.A.A.                                                                   | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203088.77    | 0.01%             | 2035-10-01      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corporation                                                                   | Sealed Air Corporation                                                                   | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    515000 | PA      | $541770.85    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Seaspan Corporation                                                                      | Seaspan Corporation                                                                      | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | US        |    330000 | PA      | $312826.19    | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2007-HE1                                  | Securitized Asset Backed Receivables LLC Trust 2007-HE1                                  | CUSIP: 81377JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208819 | PA      | $41932.42     | 0.00%             | 2036-12-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2007-BR2                                  | Securitized Asset Backed Receivables LLC Trust 2007-BR2                                  | CUSIP: 81378PAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12363829 | PA      | $5216928.70   | 0.20%             | 2037-02-25      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                               | Select Medical Corporation                                                               | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    385000 | PA      | $387324.63    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Sempra                                                                                   | Sempra                                                                                   | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4085199.20   | 0.15%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                 | Service Properties Trust                                                                 | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113774.78    | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Signal Rail I LLC                                                                        | Signal Rail I LLC                                                                        | CUSIP: 82667CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    847358 | PA      | $787604.16    | 0.03%             | 2051-08-18      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                     | Sirius XM Radio Inc.                                                                     | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    885000 | PA      | $878250.24    | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership, LP                                                | Sitio Royalties Operating Partnership, LP                                                | CUSIP: 82983MAB6<br>LEI: 549300QY3ULLB2FX0O13 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272181.72    | 0.01%             | 2028-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Operations Inc.                                                                | Six Flags Operations Inc.                                                                | CUSIP: 83001AAD4<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    520000 | PA      | $534300.00    | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                                                 | Smurfit Kappa Treasury Unlimited Company                                                 | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2008022.16   | 0.08%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2021-1 Trust                                                  | SoFi Consumer Loan Program 2021-1 Trust                                                  | CUSIP: 83406GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    291381 | PA      | $288796.78    | 0.01%             | 2030-05-25      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                                   | Sonic Automotive, Inc.                                                                   | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    290000 | PA      | $281193.47    | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Company                                                                  | Sonoco Products Company                                                                  | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1065174.79   | 0.04%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO 36 Ltd                                                                   | Sound Point CLO 36 Ltd                                                                   | CUSIP: 835938AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501194.00    | 0.02%             | 2036-07-28      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO 36 Ltd                                                                   | Sound Point CLO 36 Ltd                                                                   | CUSIP: 835938AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501575.50    | 0.02%             | 2036-07-28      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Sotera Health Holdings, LLC                                                              | Sotera Health Holdings, LLC                                                              | CUSIP: 83600WAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $296167.02    | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO IX Ltd                                                                   | Sound Point CLO IX Ltd                                                                   | CUSIP: 83609GBU8<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $968021.00    | 0.04%             | 2032-07-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XVIII Ltd                                                                | Sound Point CLO XVIII Ltd                                                                | CUSIP: 83609TAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $983917.00    | 0.04%             | 2031-01-21      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XX Ltd                                                                   | Sound Point CLO XX Ltd                                                                   | CUSIP: 83611JAE5<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500087.00    | 0.02%             | 2031-07-26      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIII                                                                    | Sound Point CLO XXIII                                                                    | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1946692.00   | 0.07%             | 2034-07-17      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIX Ltd                                                                 | Sound Point CLO XXIX Ltd                                                                 | CUSIP: 83614VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000445.00   | 0.04%             | 2034-04-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Unigel Luxembourg SA                                                                     | Unigel Luxembourg SA                                                                     | CUSIP: 904752AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42629 | PA      | $33966.87     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg SA                                                                     | Unigel Luxembourg SA                                                                     | CUSIP: 904752AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48718 | PA      | $13405.27     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1                                 | United Airlines Pass Through Certificates, Series 2015-1                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    580000 | PA      | $563008.90    | 0.02%             | 2029-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $351105.00    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |   2800000 | PA      | $2571951.20   | 0.10%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                               | United Natural Foods, Inc.                                                               | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    830000 | PA      | $819883.69    | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                             | United Overseas Bank Limited                                                             | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $871374.33    | 0.03%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  40000000 | PA      | $39861168.00  | 1.50%             | 2025-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1610000 | PA      | $773366.08    | 0.03%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1510000 | PA      | $744323.85    | 0.03%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 197500000 | PA      | $121339062.50 | 4.58%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13960000 | PA      | $8668287.50   | 0.33%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    710000 | PA      | $451959.38    | 0.02%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $134812.51    | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106400000 | PA      | $73120910.24  | 2.76%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61440000 | PA      | $40761600.00  | 1.54%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    840000 | PA      | $795637.50    | 0.03%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76690000 | PA      | $65977365.63  | 2.49%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $398640.64    | 0.02%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72320000 | PA      | $61669751.81  | 2.33%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    730000 | PA      | $677987.50    | 0.03%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 152990000 | PA      | $131236734.40 | 4.95%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    730000 | PA      | $678586.32    | 0.03%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $777255.09    | 0.03%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $741624.96    | 0.03%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57020000 | PA      | $52894956.52  | 2.00%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $295732.86    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100125.89    | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass-Through Trust Series 2021-St4                                               | Upstart Pass-Through Trust Series 2021-St4                                               | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211525 | PA      | $209557.29    | 0.01%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                                               | Upstart Pass-Through Trust                                                               | CUSIP: 91681MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1264 | PA      | $1237.61      | 0.00%             | 2027-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2021-4                                                      | Upstart Securitization Trust 2021-4                                                      | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750411 | PA      | $2724902.99   | 0.10%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VR Funding LLC                                                                           | VR Funding LLC                                                                           | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2107772 | PA      | $1968974.48   | 0.07%             | 2027-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII, LLC                                                                          | VOLT XCVII, LLC                                                                          | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115273 | PA      | $115252.08    | 0.00%             | 2051-04-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                                           | VT Topco, Inc.                                                                           | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    535000 | PA      | $568218.04    | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                        | Vale Overseas Ltd                                                                        | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | US        |    783000 | PA      | $766801.69    | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 91911XAW4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100197.12    | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Vallourec                                                                                | Vallourec                                                                                | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | US        |    535000 | PA      | $561420.28    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                       | Millicom International Cellular SA                                                       | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | US        |    360000 | PA      | $355500.00    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |   3900000 | PA      | $1140945.69   | 0.04%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fenix Power Peru S.A.                                                                    | Fenix Power Peru S.A.                                                                    | CUSIP: N/A<br>LEI: 549300VBTI7WLU4G4642       | Long             | DBT              | CORP              | US        |    342353 | PA      | $335235.42    | 0.01%             | 2027-09-20      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Urad Vlady Ceske Republiky                                                               | Urad Vlady Ceske Republiky                                                               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |   7400000 | PA      | $339922.73    | 0.01%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                             | AI Candelaria (Spain), S.L.U                                                             | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | US        |    487498 | PA      | $487497.98    | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Government of Ireland                                                                    | Government of Ireland                                                                    | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    720000 | PA      | $813860.24    | 0.03%             | 2029-05-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    290000 | PA      | $323705.55    | 0.01%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Banco Espirito Santo S.A.                                                                | Banco Espirito Santo S.A.                                                                | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |   1800000 | PA      | $402859.12    | 0.02%             | 2029-01-21      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Gold Fields Orogen Holding (BVI) Limited                                                 | Gold Fields Orogen Holding (BVI) Limited                                                 | CUSIP: N/A<br>LEI: 213800CLGJ2E9KGU2F20       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037934.00   | 0.04%             | 2029-05-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Republique Francaise Presidence                                                          | Republique Francaise Presidence                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    830000 | PA      | $909553.42    | 0.03%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Parliament                                                                   | New Zealand Parliament                                                                   | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   1000000 | PA      | $528275.25    | 0.02%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    700000 | PA      | $408097.22    | 0.02%             | 2031-06-21      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Canada, Government of                                                                    | Canada, Government of                                                                    | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    480000 | PA      | $351800.26    | 0.01%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |  13000000 | PA      | $708650.23    | 0.03%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Urad Vlady Ceske Republiky                                                               | Urad Vlady Ceske Republiky                                                               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |   6200000 | PA      | $330819.47    | 0.01%             | 2031-06-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    490000 | PA      | $684974.15    | 0.03%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Empresa Electrica Angamos S.p.A.                                                         | Empresa Electrica Angamos S.p.A.                                                         | CUSIP: N/A<br>LEI: 529900PQ7VWZL30RZ733       | Long             | DBT              | CORP              | US        |    451750 | PA      | $404316.25    | 0.02%             | 2029-05-25      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   1270000 | PA      | $740789.45    | 0.03%             | 2035-06-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Republique Francaise Presidence                                                          | Republique Francaise Presidence                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $440977.60    | 0.02%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                                 | Virgin Media Bristol LLC                                                                 | CUSIP: G9368PBH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328606 | PA      | $324051.65    | 0.01%             | 2031-03-06      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings Inc                                                                     | Fortrea Holdings Inc                                                                     | CUSIP: 34965PAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22998 | PA      | $20410.62     | 0.00%             | 2030-06-12      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                                    | Ontario Gaming GTA LP                                                                    | CUSIP: C6907UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190063 | PA      | $187983.50    | 0.01%             | 2030-07-11      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                                    | Ontario Gaming GTA LP                                                                    | CUSIP: C6907UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84241 | PA      | $83319.41     | 0.00%             | 2030-07-11      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Access CIG, LLC                                                                          | Access CIG, LLC                                                                          | CUSIP: 00435CAS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136629 | PA      | $137119.66    | 0.01%             | 2028-08-15      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                                | Bausch & Lomb Corporation                                                                | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235800 | PA      | $235505.25    | 0.01%             | 2028-09-14      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Pretium Packaging, LLC                                                                   | Pretium Packaging, LLC                                                                   | CUSIP: 74142KAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     96932 | PA      | $96482.31     | 0.00%             | 2028-10-01      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo XXXI Ltd                                                                 | Sound Point Clo XXXI Ltd                                                                 | CUSIP: 83615PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $957018.00    | 0.04%             | 2034-10-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2414770.00   | 0.09%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1415220.00   | 0.05%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                      | Southwestern Electric Power Company                                                      | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $961927.59    | 0.04%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                              | Southwestern Energy Company                                                              | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1001583.54   | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Residential Finance Trust, Series 2007-AB1                      | Specialty Underwriting & Residential Finance Trust, Series 2007-AB1                      | CUSIP: 84752CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5485929 | PA      | $2827446.57   | 0.11%             | 2037-03-25      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| Star Leasing Company, LLC                                                                | Star Leasing Company, LLC                                                                | CUSIP: 854938AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $262716.96    | 0.01%             | 2030-02-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    315000 | PA      | $299185.30    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368477.96    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166988.94    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2019-INV1                                            | Starwood Mortgage Residential Trust 2019-INV1                                            | CUSIP: 85572JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6721000 | PA      | $6441034.73   | 0.24%             | 2049-09-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Start Ltd                                                                                | Start Ltd                                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-CBDO         | CORP              | BM        |    616144 | PA      | $611091.13    | 0.02%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                                 | State Street Corporation                                                                 | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1628345.59   | 0.06%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                      | Station Casinos LLC                                                                      | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265919.05    | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd                                                                 | Storm King Park CLO, Ltd                                                                 | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2211360.80   | 0.08%             | 2037-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust 2005-4                                            | Structured Asset Investment Loan Trust 2005-4                                            | CUSIP: 86358EA97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    897994 | PA      | $850491.50    | 0.03%             | 2036-01-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments LLC                                                | Structured Asset Mortgage Investments LLC                                                | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1660 | PA      | $1608.38      | 0.00%             | 2032-09-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Inc.                                            | Structured Asset Mortgage Investments II Inc.                                            | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48206 | PA      | $45034.87     | 0.00%             | 2035-07-19      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC3                     | Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC3                     | CUSIP: 86359PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3057107 | PA      | $2052601.58   | 0.08%             | 2036-10-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust 2007-AR2                                  | Structured Asset Mortgage Investments II Trust 2007-AR2                                  | CUSIP: 86363DAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227485 | PA      | $79584.17     | 0.00%             | 2037-03-25      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                       | Subway Funding LLC                                                                       | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1990000 | PA      | $2037230.26   | 0.08%             | 2034-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners, L.P.                                                          | Suburban Propane Partners, L.P.                                                          | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274311.74    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                            | Sun Communities Operating Limited Partnership                                            | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   2351000 | PA      | $2082739.15   | 0.08%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                     | SunCoke Energy, Inc.                                                                     | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    475000 | PA      | $442424.75    | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sunnova Helios VII Issuer, LLC                                                           | Sunnova Helios VII Issuer, LLC                                                           | CUSIP: 86745RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3032519 | PA      | $1378226.28   | 0.05%             | 2028-10-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                | Sunoco LP                                                                                | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225057.61    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Atlas Issuer 2019-2, LLC                                                          | Sunrun Atlas Issuer 2019-2, LLC                                                          | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2479393 | PA      | $2347220.51   | 0.09%             | 2027-11-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                                   | Switch ABS Issuer, LLC                                                                   | CUSIP: 871044AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2046515.40   | 0.08%             | 2029-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                                   | Switch ABS Issuer, LLC                                                                   | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3026562.00   | 0.11%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                                                  | Trans-Allegheny Interstate Line Company                                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3801000 | PA      | $3868077.39   | 0.15%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Limited                                                            | TransCanada PipeLines Limited                                                            | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2878205.10   | 0.11%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    515000 | PA      | $534355.09    | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                           | TransDigm Inc.                                                                           | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492293.09    | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Transelec S.A.                                                                           | Transelec S.A.                                                                           | CUSIP: 89366LAE4<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2416107.50   | 0.09%             | 2029-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Transocean Inc                                                                           | Transocean Inc                                                                           | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |    154000 | PA      | $151667.82    | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean Poseidon Limited                                                              | Transocean Poseidon Limited                                                              | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220500 | PA      | $220867.96    | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO VI Ltd                                                                      | Trestles CLO VI Ltd                                                                      | CUSIP: 894940AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $997621.00    | 0.04%             | 2038-04-26      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd                                                                    | Trestles CLO VIII Ltd                                                                    | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000105.00   | 0.04%             | 2035-06-11      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                               | Trident TPI Holdings, Inc.                                                               | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    465000 | PA      | $495001.50    | 0.02%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Trimaran CAVU 2021-3, Ltd.                                                               | Trimaran CAVU 2021-3, Ltd.                                                               | CUSIP: 89624GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2254050.00   | 0.09%             | 2035-01-18      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2018 LLC                                                            | Trinity Rail Leasing 2018 LLC                                                            | CUSIP: 89657AAC0<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-CBDO         | CORP              | US        |   1662435 | PA      | $1482956.64   | 0.06%             | 2050-10-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                                   | Triton Container International Limited                                                   | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |    762000 | PA      | $661167.21    | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                           | Trivium Packaging Finance B.V.                                                           | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |    340000 | PA      | $359308.75    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    885000 | PA      | $957612.75    | 0.04%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $1975475.11   | 0.07%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                                   | 200 Park Funding Trust                                                                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2372091.26   | 0.09%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C5                                           | UBS-Barclays Commercial Mortgage Trust 2013-C5                                           | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2351000 | PA      | $2115094.31   | 0.08%             | 2046-03-12      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                                    | UBS Commercial Mortgage Trust 2017-C4                                                    | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478289 | PA      | $464968.17    | 0.02%             | 2027-08-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                                    | UBS Commercial Mortgage Trust 2018-C8                                                    | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1419379 | PA      | $1399390.56   | 0.05%             | 2028-01-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                                    | UBS Commercial Mortgage Trust 2017-C7                                                    | CUSIP: 90276WAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1888054.40   | 0.07%             | 2028-01-18      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                                 | UKG Inc.                                                                                 | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    255000 | PA      | $264628.55    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                                            | INEOS Quattro Holdings UK Ltd                                                            | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200050 | PA      | $185796.07    | 0.01%             | 2029-03-09      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                                                                  | ClubCorp Holdings, Inc.                                                                  | CUSIP: 18948TAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $19990.00     | 0.00%             | 2028-10-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                                                                  | ClubCorp Holdings, Inc.                                                                  | CUSIP: 18948TAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    303666 | PA      | $303514.33    | 0.01%             | 2028-10-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                                                                      | Veritiv Corporation                                                                      | CUSIP: 92338TAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134361 | PA      | $134730.30    | 0.01%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                          | TransDigm, Inc.                                                                          | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    914735 | PA      | $916290.29    | 0.03%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                             | Aspire Bakeries Holdings LLC                                                             | CUSIP: 02106XAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    292776 | PA      | $293233.10    | 0.01%             | 2030-12-16      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                                               | ADMI Corp.                                                                               | CUSIP: 00709LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    315200 | PA      | $304956.00    | 0.01%             | 2027-12-23      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                                          | NEP Group, Inc.                                                                          | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         2 | PA      | $1.63         | 0.00%             | 2026-08-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                                          | NEP Group, Inc.                                                                          | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370493 | PA      | $340623.49    | 0.01%             | 2026-08-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    260050 | PA      | $259849.26    | 0.01%             | 2029-03-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 55024EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150554 | PA      | $148541.54    | 0.01%             | 2029-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Par Petroleum, LLC                                                                       | Par Petroleum, LLC                                                                       | CUSIP: 69889PAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102901 | PA      | $101551.16    | 0.00%             | 2030-02-28      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                          | U.S. Foods Inc.                                                                          | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700836.68    | 0.03%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Limited                                                                   | Viking Cruises Limited                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |    240000 | PA      | $258651.65    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Brand Industrial Services Inc                                                            | Brand Industrial Services Inc                                                            | CUSIP: 10524MAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    291113 | PA      | $242496.85    | 0.01%             | 2030-08-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| LC AHAB US Bidco LLC                                                                     | LC AHAB US Bidco LLC                                                                     | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    303759 | PA      | $303190.64    | 0.01%             | 2031-04-14      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38000000 | PA      | $37061875.00  | 1.40%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vine Energy Holdings LLC                                                                 | Vine Energy Holdings LLC                                                                 | CUSIP: 92735LAA0<br>LEI: 254900PNIMG4CPJH6R25 | Long             | DBT              | CORP              | US        |    620000 | PA      | $627996.76    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                      | Virginia Electric and Power Company                                                      | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    747000 | PA      | $722381.79    | 0.03%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                                                      | Six Flags Entertainment Corporation                                                      | CUSIP: 15018LAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $60000.00     | 0.00%             | 2031-04-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                               | United Natural Foods, Inc.                                                               | CUSIP: 91116KAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157850 | PA      | $158639.25    | 0.01%             | 2031-04-25      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    305000 | PA      | $324063.05    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    315000 | PA      | $329348.91    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1067429.66   | 0.04%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327TAA9<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    196000 | PA      | $207669.27    | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC                                                      | Waterbridge Midstream Operating LLC                                                      | CUSIP: 94120YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193538 | PA      | $192771.09    | 0.01%             | 2029-05-07      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54725 | PA      | $46242.63     | 0.00%             | 2031-05-05      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Vortex Opco LLC                                                                          | Vortex Opco LLC                                                                          | CUSIP: 92905YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12240 | PA      | $12159.92     | 0.00%             | 2030-04-30      | Variable      | 11.26%                | Yes           |                  2 | On Loan: No      |
| Voya CLO 2014-1, Ltd.                                                                    | Voya CLO 2014-1, Ltd.                                                                    | CUSIP: 92915PAR6<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000930.00   | 0.04%             | 2031-04-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                         | Uniti Group Inc.                                                                         | CUSIP: 91327TAC5<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207142.38    | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Empresa Electrica Cochrane SpA                                                           | Empresa Electrica Cochrane SpA                                                           | CUSIP: N/A<br>LEI: 5493000S11JF8TJHYT07       | Long             | DBT              | CORP              | US        |    279270 | PA      | $275779.13    | 0.01%             | 2027-05-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                                         | CPI Holdco B LLC                                                                         | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $89685.00     | 0.00%             | 2031-05-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                                         | CPI Holdco B LLC                                                                         | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143912 | PA      | $143408.81    | 0.01%             | 2031-05-10      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | US        |    200000 | PA      | $199500.00    | 0.01%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   1000000 | PA      | $1092030.93   | 0.04%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2018-2 Ltd                                                                      | Voya CLO 2018-2 Ltd                                                                      | CUSIP: 92917JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998671.00    | 0.04%             | 2031-07-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                                      | Voyager Parent, LLC                                                                      | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $338733.12    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Kaseya Inc.                                                                              | Kaseya Inc.                                                                              | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    209475 | PA      | $210195.59    | 0.01%             | 2032-03-05      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276250 | PA      | $274133.93    | 0.01%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Assembleia da Republica                                                                  | Assembleia da Republica                                                                  | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |    400000 | PA      | $427369.92    | 0.02%             | 2030-10-18      | Fixed         | 0.48%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 130000000 | PA      | $719163.92    | 0.03%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                                | Madison Safety & Flow LLC                                                                | CUSIP: 55822DAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203512 | PA      | $203766.63    | 0.01%             | 2031-09-26      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Brazos Delaware II, LLC                                                                  | Brazos Delaware II, LLC                                                                  | CUSIP: 10620UAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14588 | PA      | $14598.80     | 0.00%             | 2030-02-11      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                           | Estado Espanol                                                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    860000 | PA      | $923363.47    | 0.03%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                               | Bundesrepublik Deutschland                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   1350000 | PA      | $1426296.22   | 0.05%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                                          | Natgasoline LLC                                                                          | CUSIP: 63232EAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124219 | PA      | $123131.84    | 0.00%             | 2030-03-25      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165000 | PA      | $158786.10    | 0.01%             | 2030-09-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Banco Espirito Santo S.A.                                                                | Banco Espirito Santo S.A.                                                                | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |   4600000 | PA      | $1137900.33   | 0.04%             | 2500-12-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Fermaca Enterprises S. de R.L. de C.V.                                                   | Fermaca Enterprises S. de R.L. de C.V.                                                   | CUSIP: N/A<br>LEI: 549300HYMZDEHWD3X752       | Long             | DBT              | CORP              | US        |   3661073 | PA      | $3556571.81   | 0.13%             | 2038-03-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR17 Trust                           | WaMu Mortgage Pass-Through Certificates Series 2002-AR17 Trust                           | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8238 | PA      | $7587.97      | 0.00%             | 2042-11-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                            | WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                            | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14394 | PA      | $13680.06     | 0.00%             | 2045-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                     | Urzad Rady Ministrow                                                                     | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    800000 | PA      | $178739.58    | 0.01%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canada, Government of                                                                    | Canada, Government of                                                                    | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $338241.23    | 0.01%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                           | Opal Bidco SAS                                                                           | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    575000 | PA      | $576978.00    | 0.02%             | 2032-03-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                          | Madison IAQ LLC                                                                          | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180000 | PA      | $180379.80    | 0.01%             | 2032-03-26      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                            | WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                            | CUSIP: 92922F8M3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116935 | PA      | $105937.90    | 0.00%             | 2036-01-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                            | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                            | CUSIP: 92925VAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735501 | PA      | $651497.43    | 0.02%             | 2037-02-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                                                  | QXO Inc                                                                                  | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69889 | PA      | $70305.43     | 0.00%             | 2032-04-23      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                                                            | Castle US Holding Corporation                                                            | CUSIP: 14852DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129358 | PA      | $70014.90     | 0.00%             | 2027-01-23      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                       | Voyager Parent LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    735000 | PA      | $726628.35    | 0.03%             | 2032-05-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                              | Grant Thornton Advisors LLC                                                              | CUSIP: 38821UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $125125.00    | 0.00%             | 2031-05-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MV24 Capital B.V.                                                                        | MV24 Capital B.V.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2050496 | PA      | $1987633.47   | 0.07%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                                         | Mong Duong Finance Holdings B.V.                                                         | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | US        |    847001 | PA      | $825375.96    | 0.03%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Unigel Netherlands Holding Corporation B.V.                                              | Unigel Netherlands Holding Corporation B.V.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    262805 | PA      | $6415.59      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| Banco Continental S.A.E.C.A.                                                             | Banco Continental S.A.E.C.A.                                                             | CUSIP: N/A<br>LEI: 8945005Q0D60A6FCEM55       | Long             | DBT              | CORP              | US        |    450000 | PA      | $445635.00    | 0.02%             | 2025-12-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Banco De Bogota                                                                          | Banco De Bogota                                                                          | CUSIP: N/A<br>LEI: 549300LYHE7LWSKDZT53       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002415.47   | 0.04%             | 2026-05-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver           | Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver           | CUSIP: N/A<br>LEI: 4469000001BLWI4LQJ08       | Long             | DBT              | CORP              | US        |    695975 | PA      | $705162.10    | 0.03%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Banco GNB Sudameris S.A.                                                                 | Banco GNB Sudameris S.A.                                                                 | CUSIP: N/A<br>LEI: 549300SO7QUETMQD9D84       | Long             | DBT              | CORP              | US        |    150000 | PA      | $148045.66    | 0.01%             | 2031-04-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Internacional Del Peru S.A.A. - Interbank                                          | Banco Internacional Del Peru S.A.A. - Interbank                                          | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2394843.36   | 0.09%             | 2030-07-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Industrial S.A.                                                                    | Banco Industrial S.A.                                                                    | CUSIP: N/A<br>LEI: 529900GF99QF67JEQU85       | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1788456.49   | 0.07%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional De Comercio Exterior, S.N.C.                                              | Banco Nacional De Comercio Exterior, S.N.C.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    300000 | PA      | $283871.35    | 0.01%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico           | BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico           | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | US        |    300000 | PA      | $294675.00    | 0.01%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                            | Sandor-Palota                                                                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        | 122100000 | PA      | $357150.06    | 0.01%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ministry of Finance                                                                      | Ministry of Finance                                                                      | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |   1500000 | PA      | $436021.14    | 0.02%             | 2026-02-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                             | United Overseas Bank Limited                                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1176828.00   | 0.04%             | 2031-03-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Republique Francaise Presidence                                                          | Republique Francaise Presidence                                                          | CUSIP: N/A<br>LEI: 9695006J0AWHMYNZAL19       | Long             | DBT              | NUSS              | FR        |    540000 | PA      | $814686.71    | 0.03%             | 2030-07-25      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                               | Bundesrepublik Deutschland                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    750000 | PA      | $781688.05    | 0.03%             | 2031-02-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Avation PLC                                                                              | Avation PLC                                                                              | CUSIP: N/A<br>LEI: 213800KA972GUP1B6I78       | Long             | EC               | CORP              | GB        |      9800 | NS      | $5380.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexion Holdings Corporation                                                              | Hexion Holdings Corporation                                                              | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    355479 | PA      | $354515.90    | 0.01%             | 2029-03-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| GNL Quintero S.A                                                                         | GNL Quintero S.A                                                                         | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | US        |   1588800 | PA      | $1578982.80   | 0.06%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Gouvernement De France                                                                   | Gouvernement De France                                                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    850000 | PA      | $999956.42    | 0.04%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MH Sub I, LLC                                                                            | MH Sub I, LLC                                                                            | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145000 | PA      | $125667.15    | 0.00%             | 2031-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                                            | MH Sub I, LLC                                                                            | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    257688 | PA      | $223330.59    | 0.01%             | 2031-12-11      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                                  | Braskem Idesa, S.A.P.I.                                                                  | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | US        |    600000 | PA      | $417355.76    | 0.02%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., I.B.M., Grupo Financiero Santander Mexico                  | Banco Santander Mexico, S.A., I.B.M., Grupo Financiero Santander Mexico                  | CUSIP: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1347418.93   | 0.05%             | 2039-01-08      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| AllSpring Buyer LLC                                                                      | AllSpring Buyer LLC                                                                      | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    657594 | PA      | $660881.74    | 0.02%             | 2030-11-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                                           | VT Topco, Inc.                                                                           | CUSIP: 91838LAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192461 | PA      | $192726.55    | 0.01%             | 2030-08-12      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Cencosud S.A.                                                                            | Cencosud S.A.                                                                            | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | US        |    200000 | PA      | $198279.20    | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                     | CEMEX S.A.B. de C.V.                                                                     | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | US        |    500000 | PA      | $494205.56    | 0.02%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| RealPage, Inc                                                                            | RealPage, Inc                                                                            | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144638 | PA      | $144637.50    | 0.01%             | 2028-04-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| EG Group Limited                                                                         | EG Group Limited                                                                         | CUSIP: N2820EAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263818 | PA      | $264665.20    | 0.01%             | 2028-02-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Cap S.A.                                                                                 | Cap S.A.                                                                                 | CUSIP: N/A<br>LEI: 54930079GPG23NTBB003       | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1130256.92   | 0.04%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                 | Comision Federal De Electricidad, E.P.E.                                                 | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | US        |    200000 | PA      | $176084.60    | 0.01%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Whatabrands LLC                                                                          | Whatabrands LLC                                                                          | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    585233 | PA      | $585261.83    | 0.02%             | 2028-08-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                     | Olympus Water US Holding Corporation                                                     | CUSIP: 68163YAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    585582 | PA      | $578063.50    | 0.02%             | 2031-06-23      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                  | Corporacion Nacional del Cobre de Chile                                                  | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1068440.34   | 0.04%             | 2033-02-02      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Credito Real, S.A.B. De C.V., Sofom, E.N.R.                                              | Credito Real, S.A.B. De C.V., Sofom, E.N.R.                                              | CUSIP: N/A<br>LEI: 549300W2IL7TPPCTKL39       | Long             | DBT              | CORP              | US        |   1100000 | PA      | $7854.00      | 0.00%             | 2500-12-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |    550000 | PA      | $547937.50    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GCC, S.A.B. de C.V                                                                       | GCC, S.A.B. de C.V                                                                       | CUSIP: N/A<br>LEI: 254900WY9XL8033CKX68       | Long             | DBT              | CORP              | US        |    300000 | PA      | $263689.20    | 0.01%             | 2032-04-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                              | Grant Thornton Advisors LLC                                                              | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    382004 | PA      | $381335.78    | 0.01%             | 2031-05-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                              | Grant Thornton Advisors LLC                                                              | CUSIP: 38821UAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10326 | PA      | $10308.02     | 0.00%             | 2031-06-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Grupo Kuo, S.A.B. De C.V.                                                                | Grupo Kuo, S.A.B. De C.V.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    700000 | PA      | $689565.07    | 0.03%             | 2027-07-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Patrimonio en Fideicomiso D.S. N 093-2002-EF-InRetail Consumer                           | Patrimonio en Fideicomiso D.S. N 093-2002-EF-InRetail Consumer                           | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1944425.00   | 0.07%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Patrimonio en Fideicomiso D.S. 093-2002 - EF Inretail Shopping Malls                     | Patrimonio en Fideicomiso D.S. 093-2002 - EF Inretail Shopping Malls                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1046452.38   | 0.04%             | 2028-04-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Intergroup Financial Services Corp.                                                      | Intergroup Financial Services Corp.                                                      | CUSIP: N/A<br>LEI: 5299004181WFTEWB1398       | Long             | DBT              | CORP              | US        |    600000 | PA      | $583382.89    | 0.02%             | 2027-10-19      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                            | Starwood Property Trust, Inc.                                                            | CUSIP: 85570DAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151870 | PA      | $152155.96    | 0.01%             | 2030-01-02      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                          | ABG Intermediate Holdings 2 LLC                                                          | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39700 | PA      | $39647.20     | 0.00%             | 2028-12-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Mexico Generadora De Energia, S. De R.L. De C.V.                                         | Mexico Generadora De Energia, S. De R.L. De C.V.                                         | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    548590 | PA      | $544506.84    | 0.02%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                                    | Compania de Minas Buenaventura S.A.A.                                                    | CUSIP: N/A<br>LEI: 529900WQB1ZU9KB6EL71       | Long             | DBT              | CORP              | US        |    500000 | PA      | $498081.52    | 0.02%             | 2026-07-23      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    456243 | PA      | $454613.97    | 0.02%             | 2030-11-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                                              | McAfee, LLC                                                                              | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    495563 | PA      | $480592.26    | 0.02%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Minsur S.A.                                                                              | Minsur S.A.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    800000 | PA      | $741988.87    | 0.03%             | 2031-10-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de La Republica del Paraguay                                                    | Gobierno de La Republica del Paraguay                                                    | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | US        |    686000 | PA      | $684285.00    | 0.03%             | 2027-03-27      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| PERU LNG                                                                                 | PERU LNG                                                                                 | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | US        |    166680 | PA      | $156621.98    | 0.01%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Prumo Participacoes E Investimentos SA                                                   | Prumo Participacoes E Investimentos SA                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1838272 | PA      | $1863947.50   | 0.07%             | 2031-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| San Miguel Industrias Pet S.A.                                                           | San Miguel Industrias Pet S.A.                                                           | CUSIP: N/A<br>LEI: 529900U7G8NTVARTF926       | Long             | DBT              | CORP              | US        |    200000 | PA      | $187003.47    | 0.01%             | 2028-08-02      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay S.A.E.                                                   | Telefonica Celular del Paraguay S.A.E.                                                   | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | US        |    287000 | PA      | $286393.19    | 0.01%             | 2027-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Canacol Energy Ltd.                                                                      | Canacol Energy Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | DBT              | CORP              | US        |   1400000 | PA      | $494072.71    | 0.02%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                                                                    | NBM US Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    600000 | PA      | $602981.30    | 0.02%             | 2029-08-06      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Periama Holdings, LLC                                                                    | Periama Holdings, LLC                                                                    | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |    500000 | PA      | $499832.72    | 0.02%             | 2026-04-19      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Wipro IT Services, LLC                                                                   | Wipro IT Services, LLC                                                                   | CUSIP: N/A<br>LEI: 549300S6XZZ65F0EJS98       | Long             | DBT              | CORP              | US        |    200000 | PA      | $194080.28    | 0.01%             | 2026-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $188000.00    | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | US        |    300000 | PA      | $252750.00    | 0.01%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Morocco, Kingdom of                                                                      | Morocco, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | US        |    300000 | PA      | $307125.00    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| OCP S.A.                                                                                 | OCP S.A.                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1555560.00   | 0.06%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Office Cherifien Des Phosphates SA                                                       | Office Cherifien Des Phosphates SA                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    400000 | PA      | $398195.25    | 0.02%             | 2025-10-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                            | Adani Ports and Special Economic Zone Limited                                            | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |    800000 | PA      | $750431.36    | 0.03%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Adani Ports and Special Economic Zone Limited                                            | Adani Ports and Special Economic Zone Limited                                            | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |    300000 | PA      | $253810.98    | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| BPRL International Singapore PTE. Ltd.                                                   | BPRL International Singapore PTE. Ltd.                                                   | CUSIP: N/A<br>LEI: 875500AQ853IMLV4TX18       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $497751.55    | 0.02%             | 2027-01-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CommScope, Inc.                                                                          | CommScope, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    105000 | PA      | $106148.70    | 0.00%             | 2029-12-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                          | CommScope, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    304853 | PA      | $308188.34    | 0.01%             | 2029-12-15      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition, LLC                                                                   | Tiger Acquisition, LLC                                                                   | CUSIP: 88675UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347663 | PA      | $348327.38    | 0.01%             | 2028-06-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                               | iHeartCommunications, Inc.                                                               | CUSIP: 45174UAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104475 | PA      | $84885.94     | 0.00%             | 2029-05-01      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| GBT US III LLC                                                                           | GBT US III LLC                                                                           | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238800 | PA      | $239014.92    | 0.01%             | 2031-07-28      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                                      | CNT Holdings I Corp                                                                      | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    385445 | PA      | $386208.31    | 0.01%             | 2032-11-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                   | GFL Environmental Inc.                                                                   | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    525000 | PA      | $524564.25    | 0.02%             | 2032-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                                                            | Focus Financial Partners, LLC                                                            | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $119715.60    | 0.00%             | 2031-09-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Private Limited                                   | Adani International Container Terminal Private Limited                                   | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | US        |    720000 | PA      | $633001.25    | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Adani Energy Solutions Limited                                                           | Adani Energy Solutions Limited                                                           | CUSIP: N/A<br>LEI: 549300PLH866JQ6LXE52       | Long             | DBT              | CORP              | US        |    764500 | PA      | $647557.95    | 0.02%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Adani Renewable Energy (RJ) Limited                                                      | Adani Renewable Energy (RJ) Limited                                                      | CUSIP: N/A<br>LEI: 335800DKCLYHG21PBG55       | Long             | DBT              | CORP              | US        |    584500 | PA      | $471210.47    | 0.02%             | 2039-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Limited                                                         | Adani Electricity Mumbai Limited                                                         | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | US        |    400000 | PA      | $357624.88    | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Limited                                                         | Adani Electricity Mumbai Limited                                                         | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | US        |   1100000 | PA      | $940714.17    | 0.04%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                   | DBS Group Holdings Ltd                                                                   | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1863847.56   | 0.07%             | 2031-03-10      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| JSW Infrastructure Limited                                                               | JSW Infrastructure Limited                                                               | CUSIP: N/A<br>LEI: 3358003E3YFK92C9WX80       | Long             | DBT              | CORP              | US        |    700000 | PA      | $682955.76    | 0.03%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JSW Energy Limited                                                                       | JSW Energy Limited                                                                       | CUSIP: N/A<br>LEI: 3358001ZFBW2VIMBMI85       | Long             | DBT              | CORP              | US        |   1065000 | PA      | $975041.71    | 0.04%             | 2031-05-18      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Medco Laurel Tree Pte. Ltd.                                                              | Medco Laurel Tree Pte. Ltd.                                                              | CUSIP: N/A<br>LEI: 254900SX7FFGRREZD046       | Long             | DBT              | CORP              | US        |    400000 | PA      | $397299.07    | 0.01%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Ongc Videsh Vankorneft Pte. Ltd.                                                         | Ongc Videsh Vankorneft Pte. Ltd.                                                         | CUSIP: N/A<br>LEI: 254900FXH0X0S4UIS503       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $396497.24    | 0.01%             | 2026-07-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Reliance Industries Limited                                                              | Reliance Industries Limited                                                              | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | US        |    500000 | PA      | $490788.65    | 0.02%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| PT Bank Negara Indonesia (Persero), Tbk.                                                 | PT Bank Negara Indonesia (Persero), Tbk.                                                 | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | US        |    900000 | PA      | $889227.71    | 0.03%             | 2026-03-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418WUF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       296 | PA      | $295.25       | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418XU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6604 | PA      | $6540.04      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418XX60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       135 | PA      | $134.45       | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V15 Mortgage Trust                                                        | Benchmark 2025-V15 Mortgage Trust                                                        | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1306000 | PA      | $1369962.39   | 0.05%             | 2030-05-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                         | Benchmark 2024-V8 Mortgage Trust                                                         | CUSIP: 08190AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2386000 | PA      | $2480495.14   | 0.09%             | 2029-05-17      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                         | Benchmark 2024-V8 Mortgage Trust                                                         | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1963000 | PA      | $2070658.58   | 0.08%             | 2029-06-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B38 Mortgage Trust                                                        | Benchmark 2023-B38 Mortgage Trust                                                        | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1717780.52   | 0.06%             | 2033-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HKV76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  15229011 | PA      | $15162237.93  | 0.57%             | 2054-09-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137HKVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  15283383 | PA      | $15217203.10  | 0.57%             | 2055-04-25      | Floating      | 5.51%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A1B34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3150 | PA      | $3119.38      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A1L33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       224 | PA      | $223.03       | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A2UF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    333068 | PA      | $329765.00    | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A36C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       603 | PA      | $600.73       | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A3ZV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       179 | PA      | $177.95       | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A45R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       734 | PA      | $730.42       | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A5EU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1870 | PA      | $1864.51      | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A6FW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1110 | PA      | $1105.28      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A6TG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7280 | PA      | $7246.87      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A7G69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       195 | PA      | $194.12       | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A7T24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4605 | PA      | $4582.77      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A7ZR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11708 | PA      | $11609.39     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A8AB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6469 | PA      | $6437.98      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A8KY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       386 | PA      | $384.30       | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138A8SR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8712 | PA      | $8672.24      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AAHP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1275 | PA      | $1272.16      | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AARR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3243 | PA      | $3207.72      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AATL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4766 | PA      | $4744.09      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                  | Service Public Federal Chancellerie Du Premier Ministre                                  | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    570000 | PA      | $659614.67    | 0.02%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Ministry of Finance                                                                      | Ministry of Finance                                                                      | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |    500000 | PA      | $151916.40    | 0.01%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Parliament                                                                   | New Zealand Parliament                                                                   | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   1490000 | PA      | $904789.58    | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                               | Bundesrepublik Deutschland                                                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    860000 | PA      | $969902.42    | 0.04%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                                                        | Alera Group, Inc.                                                                        | CUSIP: 01451PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265000 | PA      | $265728.75    | 0.01%             | 2032-05-21      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                                                        | Alera Group, Inc.                                                                        | CUSIP: 01451PAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $101833.00    | 0.00%             | 2033-05-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                                                 | Pregis TopCo Corporation                                                                 | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    336199 | PA      | $336871.57    | 0.01%             | 2029-02-28      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Flutter Financing B.V.                                                                   | Flutter Financing B.V.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    105000 | PA      | $104868.75    | 0.00%             | 2032-05-22      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| GG Ferry Acquisition I Inc                                                               | GG Ferry Acquisition I Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    303229 | PA      | $297543.62    | 0.01%             | 2032-06-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GG Ferry Acquisition I Inc                                                               | GG Ferry Acquisition I Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51771 | PA      | $50735.41     | 0.00%             | 2032-06-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Compass Power Generation LLC                                                             | Compass Power Generation LLC                                                             | CUSIP: 20451VAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    504236 | PA      | $506126.81    | 0.02%             | 2029-04-14      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| United Talent Agency, LLC                                                                | United Talent Agency, LLC                                                                | CUSIP: 91301QAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148500 | PA      | $148685.63    | 0.01%             | 2032-06-02      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00488PAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175000 | PA      | $174781.25    | 0.01%             | 2032-06-07      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $97050.00     | 0.00%             | 2030-09-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                     | Alpha Generation LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    215000 | PA      | $214193.75    | 0.01%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                                   | Colossus Acquireco LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    700000 | PA      | $694925.00    | 0.03%             | 2032-06-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                                         | Trucordia Insurance Holdings LLC                                                         | CUSIP: 89783WAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    315000 | PA      | $315393.75    | 0.01%             | 2032-06-12      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror, LLC                                                          | Hamilton Projects Acquiror, LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75000 | PA      | $75219.00     | 0.00%             | 2031-05-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch Lomb Corp                                                                         | Bausch Lomb Corp                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    585000 | PA      | $585368.55    | 0.02%             | 2030-12-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sazerac Co Inc                                                                           | Sazerac Co Inc                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110000 | PA      | $109862.50    | 0.00%             | 2032-06-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Beach Acquistion Bidco LLC                                                               | Beach Acquistion Bidco LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    155000 | PA      | $155775.00    | 0.01%             | 2032-06-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                   | Radiology Partners Inc                                                                   | CUSIP: 75041EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $396500.00    | 0.01%             | 2032-06-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                         | Braskem Netherlands Finance B.V.                                                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | US        |    500000 | PA      | $387972.55    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $537233.65    | 0.02%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Emirates Sembcorp Water & Power Company P.J.S.C.                                         | Emirates Sembcorp Water & Power Company P.J.S.C.                                         | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937546.90    | 0.04%             | 2035-08-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                                            | Empresa de Transporte de Pasajeros Metro S.A.                                            | CUSIP: 29246QAB1<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $945874.69    | 0.04%             | 2047-01-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Empower CLO 2023-2 Ltd                                                                   | Empower CLO 2023-2 Ltd                                                                   | CUSIP: 29247BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501544.00    | 0.02%             | 2036-07-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Empower CLO 2023-2 Ltd                                                                   | Empower CLO 2023-2 Ltd                                                                   | CUSIP: 29247BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501959.00    | 0.02%             | 2036-07-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                          | Enel Finance International N.V.                                                          | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |    782000 | PA      | $796718.96    | 0.03%             | 2029-06-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corporation                                                                      | Entergy Corporation                                                                      | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1015103.60   | 0.04%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas, LLC                                                                    | Entergy Arkansas, LLC                                                                    | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1031481.19   | 0.04%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                        | Enterprise Products Operating LLC                                                        | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $1911006.32   | 0.07%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                                              | Evergy Kansas Central, Inc.                                                              | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $2034514.78   | 0.08%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                       | Exelon Corporation                                                                       | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $4030540.90   | 0.15%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| USQ Rail I LLC                                                                           | USQ Rail I LLC                                                                           | CUSIP: 90352WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       255 | PA      | $239.19       | 0.00%             | 2051-02-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-1                                               | Exeter Automobile Receivables Trust 2021-1                                               | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46669 | PA      | $46592.40     | 0.00%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-1                                               | Exeter Automobile Receivables Trust 2021-1                                               | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2850000 | PA      | $2828998.07   | 0.11%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2234000 | PA      | $2222844.52   | 0.08%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                  | Uber Technologies, Inc.                                                                  | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $1966395.53   | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| U.S. Auto Funding Trust 2021-1                                                           | U.S. Auto Funding Trust 2021-1                                                           | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1924504 | PA      | $1651913.31   | 0.06%             | 2026-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                                                         | Vantage Data Centers Issuer, LLC                                                         | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $234696.05    | 0.01%             | 2027-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust 2024-TI                                                                      | VEGAS Trust 2024-TI                                                                      | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1172000 | PA      | $1186615.78   | 0.04%             | 2027-11-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                      | Venture Global Plaquemines LNG, LLC                                                      | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96415.70     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    365000 | PA      | $376965.31    | 0.01%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244151.00    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $151188.69    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Veralto Corporation                                                                      | Veralto Corporation                                                                      | CUSIP: 92338CAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1994897.15   | 0.08%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser, LLC                                                                     | Verde Purchaser, LLC                                                                     | CUSIP: 92339LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $227449.04    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                           | VeriSign, Inc.                                                                           | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   2497000 | PA      | $2544513.67   | 0.10%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                      | Expedia Group, Inc.                                                                      | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2009824.93   | 0.08%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                   | Extra Space Storage LP                                                                   | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1973000 | PA      | $2002493.19   | 0.08%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                   | Verisk Analytics, Inc.                                                                   | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1983213.49   | 0.07%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco, Inc.                                                             | TK Elevator U.S. Newco, Inc.                                                             | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324176.44    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ExteNet Issuer LLC                                                                       | ExteNet Issuer LLC                                                                       | CUSIP: 30227XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1505761.07   | 0.06%             | 2029-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                                    | FMC GMSR Issuer Trust                                                                    | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3420000 | PA      | $3283490.36   | 0.12%             | 2026-10-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                                       | Verus Securitization Trust 2021-R2                                                       | CUSIP: 92538DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3017000 | PA      | $2661924.44   | 0.10%             | 2064-02-25      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                     | VICI Properties Inc.                                                                     | CUSIP: 92564RAB1<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $2015096.08   | 0.08%             | 2029-12-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                     | Meta Platforms, Inc.                                                                     | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $1879724.95   | 0.07%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12600403 | PA      | $11225992.48  | 0.42%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                                                      | Victra Holdings LLC                                                                      | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $434633.68    | 0.02%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Videotron Ltee                                                                           | Videotron Ltee                                                                           | CUSIP: 92660FAT1<br>LEI: 549300BBCGA0CYX8IL74 | Long             | DBT              | CORP              | US        |   1968000 | PA      | $1976108.16   | 0.07%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2006-Ar9 Trust         | Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2006-Ar9 Trust         | CUSIP: 939346AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1109386 | PA      | $979905.66    | 0.04%             | 2046-11-25      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                                  | Waste Connections, Inc.                                                                  | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1682272.48   | 0.06%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Watco Companies, L.L.C.                                                                  | Watco Companies, L.L.C.                                                                  | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |    520000 | PA      | $542901.69    | 0.02%             | 2032-08-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31348S2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         9 | PA      | $8.66         | 0.00%             | 2027-07-01      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BGHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  10859033 | PA      | $338915.86    | 0.01%             | 2051-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BTM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11980165 | PA      | $11935972.67  | 0.45%             | 2054-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corporation                                                                  | Aris Mining Corporation                                                                  | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611935.12    | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Company                                                           | Arizona Public Service Company                                                           | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1974000 | PA      | $2037402.91   | 0.08%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                  | Arrow Electronics, Inc.                                                                  | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1959000 | PA      | $1991283.93   | 0.08%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                   | Arsenal AIC Parent LLC                                                                   | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $160132.73    | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Artera Services, LLC                                                                     | Artera Services, LLC                                                                     | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49861.49     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                                | Arthur J. Gallagher & Co.                                                                | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1189124.39   | 0.04%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                                | Arthur J. Gallagher & Co.                                                                | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2436000 | PA      | $2437437.97   | 0.09%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                                    | Ashtead Capital, Inc.                                                                    | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1692701.14   | 0.06%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Ashton Woods USA L.L.C.                                                                  | Ashton Woods USA L.L.C.                                                                  | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $270952.90    | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Aspen Insurance Holdings Limited                                                         | Aspen Insurance Holdings Limited                                                         | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1739461.51   | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABFC 2007-WMC1 Trust                                                                     | ABFC 2007-WMC1 Trust                                                                     | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2304603 | PA      | $1662292.56   | 0.06%             | 2037-06-25      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ELG98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5289 | PA      | $5232.46      | 0.00%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EP6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1000127 | PA      | $1021353.10   | 0.04%             | 2036-01-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138WAMC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33353 | PA      | $33671.05     | 0.00%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138WBHY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32188 | PA      | $32474.21     | 0.00%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138WBRJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20951 | PA      | $21179.91     | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31394TUG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    904532 | PA      | $892372.70    | 0.03%             | 2034-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31394VL73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4595 | PA      | $4706.33      | 0.00%             | 2035-05-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31402LPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28412 | PA      | $28292.48     | 0.00%             | 2043-06-01      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31406P5X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     93676 | PA      | $95596.03     | 0.00%             | 2035-01-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140E9JL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6170 | PA      | $5862.10      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140L0PB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22899625 | PA      | $19330262.45  | 0.73%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140LFP32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11428200 | PA      | $10107100.08  | 0.38%             | 2032-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140LJEB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5576888 | PA      | $5706008.14   | 0.22%             | 2032-12-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NVDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8462181 | PA      | $8750532.91   | 0.33%             | 2040-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NVS40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7014000 | PA      | $7155736.11   | 0.27%             | 2031-07-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NYAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5467255 | PA      | $5807686.57   | 0.22%             | 2041-04-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NYDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4289000 | PA      | $4450540.04   | 0.17%             | 2030-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NYN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12431339 | PA      | $12714035.11  | 0.48%             | 2030-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140NYQC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3682000 | PA      | $3792774.07   | 0.14%             | 2030-03-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QR6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9398659 | PA      | $9632882.49   | 0.36%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QSU90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4068558 | PA      | $4063447.49   | 0.15%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QTCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14566718 | PA      | $14929735.26  | 0.56%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUUE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11201633 | PA      | $11331078.09  | 0.43%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416HWP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77390 | PA      | $78276.54     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416Q6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9800 | PA      | $9709.04      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416Q6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17053 | PA      | $16908.50     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416VB37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    139905 | PA      | $141485.27    | 0.01%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                                    | AssuredPartners, Inc.                                                                    | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399933.78    | 0.02%             | 2029-01-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: —       |
| BBCMS Mortgage Trust 2024-5C29                                                           | BBCMS Mortgage Trust 2024-5C29                                                           | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2369000 | PA      | $2413285.85   | 0.09%             | 2029-09-17      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416WDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11227 | PA      | $11118.41     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416WDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    177851 | PA      | $176173.69    | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                                     | BPCE                                                                                     | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2550389.28   | 0.10%             | 2036-01-14      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust 2021-TY                                                                        | BPR Trust 2021-TY                                                                        | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2462000 | PA      | $2458923.98   | 0.09%             | 2038-09-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416WYF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       712 | PA      | $709.27       | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416XLY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        93 | PA      | $92.72        | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416XYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5509 | PA      | $5483.58      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416YNQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6555 | PA      | $6481.52      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31416YU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       418 | PA      | $416.11       | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31417JV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33407 | PA      | $33129.07     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31417Y2A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       272 | PA      | $271.69       | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31417Y7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7379 | PA      | $7339.08      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31417YRC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        28 | PA      | $27.76        | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418AGV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2087 | PA      | $2061.38      | 0.00%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6399255 | PA      | $5108031.96   | 0.19%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15813979 | PA      | $13210683.43  | 0.50%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7697734 | PA      | $7594849.48   | 0.29%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418RMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2558 | PA      | $2534.58      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418RWX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3301 | PA      | $3269.93      | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QUUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2788948 | PA      | $2819433.95   | 0.11%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3806283 | PA      | $3383169.95   | 0.13%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X8CM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6703032 | PA      | $5670799.26   | 0.21%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564KUX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $10298709.00  | 0.39%             | 2042-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564NEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $4022537.20   | 0.15%             | 2044-08-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 35564NFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1898750 | PA      | $1898485.69   | 0.07%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6 Mortgage Trust                                                              | BMO 2024-5C6 Mortgage Trust                                                              | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2367000 | PA      | $2414948.32   | 0.09%             | 2029-09-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BSPRT 2023-FL10 Issuer LLC                                                               | BSPRT 2023-FL10 Issuer LLC                                                               | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2509902.25   | 0.09%             | 2028-08-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36225CUD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3639 | PA      | $3674.17      | 0.00%             | 2032-02-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622A23Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3627552 | PA      | $3341043.93   | 0.13%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2023-3, Limited                                                  | Bain Capital Credit CLO 2023-3, Limited                                                  | CUSIP: 05682CAE7<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004224.00   | 0.04%             | 2036-07-24      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2023-4 Ltd                                                       | Bain Capital Credit CLO 2023-4 Ltd                                                       | CUSIP: 05685EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502436.00    | 0.02%             | 2036-10-21      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                    | Foundry JV Holdco LLC                                                                    | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1578537.15   | 0.06%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                    | Foundry JV Holdco LLC                                                                    | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1265591.58   | 0.05%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2024-4 Ltd                                                       | Bain Capital Credit CLO 2024-4 Ltd                                                       | CUSIP: 05685VAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502132.00    | 0.02%             | 2037-10-23      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corp                                                             | Banc of America Funding Corp                                                             | CUSIP: 05946XQX4<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |    179082 | PA      | $168035.34    | 0.01%             | 2035-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda S A                                                                     | Banco Davivienda S A                                                                     | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355647.20    | 0.01%             | 2500-12-31      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Banco Davivienda S A                                                                     | Banco Davivienda S A                                                                     | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402037.08    | 0.02%             | 2035-07-02      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $722098.30    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Internacional Del Peru S.A.A. - Interbank                                          | Banco Internacional Del Peru S.A.A. - Interbank                                          | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612150.00    | 0.02%             | 2035-04-30      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Bancolombia SA                                                                           | Bancolombia SA                                                                           | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315355.61    | 0.01%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $191352.17    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $364953.76    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1116522.30   | 0.04%             | 2500-12-31      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                | Banco de Credito del Peru                                                                | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800000.00    | 0.03%             | 2030-07-01      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                            | Freedom Mortgage Holdings LLC                                                            | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317887.71    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                    | Freeport-McMoRan Inc.                                                                    | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304580.58    | 0.01%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10445509 | PA      | $9173305.61   | 0.35%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABGW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3573809 | PA      | $3027791.03   | 0.11%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12352668 | PA      | $10465389.16  | 0.39%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ABYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14636042 | PA      | $12848882.11  | 0.48%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                    | Freeport-McMoRan Inc.                                                                    | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199222.92    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                     | Frontier Communications Parent, Inc.                                                     | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130050.50    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                | Banco de Credito del Peru                                                                | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750000.00    | 0.03%             | 2030-07-01      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                | Banco de Credito del Peru                                                                | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1407373.48   | 0.05%             | 2031-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                              | Citigroup Commercial Mortgage Trust 2018-B2                                              | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2765780 | PA      | $2738834.73   | 0.10%             | 2028-01-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-555                                             | Citigroup Commercial Mortgage Trust 2020-555                                             | CUSIP: 17328EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1386938.15   | 0.05%             | 2029-12-12      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3622ACK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12718190 | PA      | $11693819.91  | 0.44%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                                                             | GS Mortgage Securities Corp.                                                             | CUSIP: 362341RX9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |     72363 | PA      | $68390.82     | 0.00%             | 2035-09-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver           | Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver           | CUSIP: 05974EAA8<br>LEI: 4469000001BLWI4LQJ08 | Long             | DBT              | CORP              | US        |   1093675 | PA      | $1108111.44   | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bank 2018-BNK14                                                                          | Bank 2018-BNK14                                                                          | CUSIP: 06035RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2591000 | PA      | $2557963.97   | 0.10%             | 2028-07-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                                                             | GS Mortgage Securities Corp.                                                             | CUSIP: 362341XG9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |     20703 | PA      | $18485.16     | 0.00%             | 2035-11-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust 2006-HE4                                                                     | GSAMP Trust 2006-HE4                                                                     | CUSIP: 362439AA9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-CBDO         | CORP              | US        |    251881 | PA      | $245604.81    | 0.01%             | 2036-06-25      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                                                    | Frontier Communications Holdings, LLC                                                    | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479026 | PA      | $484324.44    | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                                 | Full House Resorts, Inc.                                                                 | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198703.93    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| GS Mortgage Securities Trust 2015-GC32                                                   | GS Mortgage Securities Trust 2015-GC32                                                   | CUSIP: 36250PAM7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |   1969000 | PA      | $1867075.90   | 0.07%             | 2025-07-11      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                                    | GS Mortgage Securities Trust 2016-GS3                                                    | CUSIP: 36251PBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3413514.00   | 0.13%             | 2026-09-14      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp Trust 2018-RIVR                                              | GS Mortgage Securities Corp Trust 2018-RIVR                                              | CUSIP: 36255WAE5<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |   1898000 | PA      | $18980.00     | 0.00%             | 2035-07-16      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2006-OA1                                                         | GSR Mortgage Loan Trust 2006-OA1                                                         | CUSIP: 362631AA1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |  15461340 | PA      | $3247768.78   | 0.12%             | 2046-08-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                           | GS Mortgage Securities Corp II                                                           | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2285108.88   | 0.09%             | 2026-09-11      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36295PYS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328776 | PA      | $332301.50    | 0.01%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36296ANQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46286 | PA      | $46790.66     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36296QK32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59841 | PA      | $60488.81     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36296QLD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178747 | PA      | $180676.46    | 0.01%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36296QV55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1590 | PA      | $1607.63      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36297BXN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239060 | PA      | $241645.11    | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corporation De Securite Garda World                                                      | Corporation De Securite Garda World                                                      | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |    625000 | PA      | $621258.05    | 0.02%             | 2027-02-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Corporation De Securite Garda World                                                      | Corporation De Securite Garda World                                                      | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | US        |    480000 | PA      | $493279.18    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                 | Group 1 Automotive, Inc.                                                                 | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349920.58    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Guardian Life Insurance Co.                                                              | Guardian Life Insurance Co.                                                              | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1742987.95   | 0.07%             | 2030-04-28      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                    | Gulfport Energy Operating Corporation                                                    | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    505000 | PA      | $518040.35    | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corporation                                                                 | Chord Energy Corporation                                                                 | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    530000 | PA      | $542230.71    | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ocean Trails CLO V                                                                       | Ocean Trails CLO V                                                                       | CUSIP: 67515EAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000124.00   | 0.04%             | 2031-10-14      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                         | GATX Corporation                                                                         | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1185159.03   | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCI, LLC                                                                                 | GCI, LLC                                                                                 | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    380000 | PA      | $367504.99    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners XVI, Ltd.                                                    | Octagon Investment Partners XVI, Ltd.                                                    | CUSIP: 67590BAY6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501115.00    | 0.02%             | 2030-07-17      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 37 Ltd.                                                      | Octagon Investment Partners 37 Ltd.                                                      | CUSIP: 67591VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002246.00   | 0.04%             | 2030-07-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVT P 34 17 1A 144A                                                             | OCTAGON INVT P 34 17 1A 144A                                                             | CUSIP: 675922AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001114.00   | 0.04%             | 2030-01-22      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 40 Ltd.                                                      | Octagon Investment Partners 40 Ltd.                                                      | CUSIP: 67592BAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $965024.00    | 0.04%             | 2035-01-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                        | GGAM Finance Ltd.                                                                        | CUSIP: 36170JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $542564.55    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36178NFW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1132047 | PA      | $1059109.96   | 0.04%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16049349 | PA      | $14791783.25  | 0.56%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3617A0C87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43680 | PA      | $39076.95     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                         | Olin Corporation                                                                         | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182271.87    | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1070640.56   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3617A0RR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    271555 | PA      | $242746.37    | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36183FQ93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    374656 | PA      | $335767.93    | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1024325.45   | 0.04%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5193411.50   | 0.20%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36183WHM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214809 | PA      | $193089.16    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36202K2F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       650 | PA      | $649.63       | 0.00%             | 2026-05-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1030448.42   | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    630000 | PA      | $658281.99    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181157.23    | 0.01%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                        | 1261229 B.C. Ltd.                                                                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $403585.50    | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3620A2XZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14023 | PA      | $14175.76     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3620A6DC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    506407 | PA      | $511919.37    | 0.02%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36210B5G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1363047 | PA      | $1377865.59   | 0.05%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36225CBP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       158 | PA      | $157.97       | 0.00%             | 2027-02-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA Limited Partnership                                                   | Ontario Gaming GTA Limited Partnership                                                   | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301362.22    | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                           | Opal Bidco SAS                                                                           | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | US        |    540000 | PA      | $550413.86    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust 2005-3                                                    | Option One Mortgage Loan Trust 2005-3                                                    | CUSIP: 68389FHU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2198551 | PA      | $2127773.15   | 0.08%             | 2035-08-25      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $642142.35    | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36225CN28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       419 | PA      | $422.59       | 0.00%             | 2030-05-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36225CNP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       436 | PA      | $439.11       | 0.00%             | 2030-04-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 36225CUC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5267 | PA      | $5317.68      | 0.00%             | 2032-02-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Gates Corporation                                                                        | Gates Corporation                                                                        | CUSIP: 367398AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $358204.16    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming Inc.                                                                   | Genesee & Wyoming Inc.                                                                   | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1077923.26   | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Genuine Parts Company                                                                    | Genuine Parts Company                                                                    | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1974000 | PA      | $2005442.66   | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Genting New York LLC                                                                     | Genting New York LLC                                                                     | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $378819.39    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                    | Gilead Sciences, Inc.                                                                    | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1040214.10   | 0.04%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1186514.00   | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                 | Service Properties Trust                                                                 | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225998.57    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                     | Glencore Funding LLC                                                                     | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3396000 | PA      | $3482441.78   | 0.13%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1980468.57   | 0.07%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VI SRL                                                                 | Global SC Finance VI SRL                                                                 | CUSIP: 37959PAA5<br>LEI: 549300NP8065N4YHMG91 | Long             | ABS-CBDO         | CORP              | US        |    474676 | PA      | $449640.52    | 0.02%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Global Aviation Leasing Co., Ltd.                                                        | Global Aviation Leasing Co., Ltd.                                                        | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $881635.73    | 0.03%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                          | Goat Holdco LLC                                                                          | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $295233.67    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 15 Ltd                                                 | Goldentree Loan Management US Clo 15 Ltd                                                 | CUSIP: 38139BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005068.00   | 0.04%             | 2036-10-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470788.21    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306046.82    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1928390.63   | 0.07%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2020-1 Trust                                                                   | Goodgreen 2020-1 Trust                                                                   | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    477850 | PA      | $400258.55    | 0.02%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SRVM 191 A2 FIX                                                                          | SRVM 191 A2 FIX                                                                          | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3780000 | PA      | $3710641.16   | 0.14%             | 2026-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Shenton Aircraft Investment I Limited                                                    | Shenton Aircraft Investment I Limited                                                    | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-CBDO         | CORP              | KY        |   1470003 | PA      | $1429725.27   | 0.05%             | 2027-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228583.67    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3813000 | PA      | $3876322.49   | 0.15%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                       | The Goodyear Tire & Rubber Company                                                       | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225437.22    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GNMA Remic Trust 2019-052                                                                | GNMA Remic Trust 2019-052                                                                | CUSIP: 38381VUZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6588301 | PA      | $6423869.41   | 0.24%             | 2049-05-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                     | Siemens Funding B.V.                                                                     | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1215634.83   | 0.05%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1762372.95   | 0.07%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1972966.19   | 0.07%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382L2B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   8362995 | PA      | $994264.82    | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 38382XL37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |  10184610 | PA      | $1847412.97   | 0.07%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                                                          | Life Time, Inc.                                                                          | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    525000 | PA      | $533955.99    | 0.02%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Lifepoint Health, Inc.                                                                   | Lifepoint Health, Inc.                                                                   | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334993.05    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| GrafTech Finance Inc.                                                                    | GrafTech Finance Inc.                                                                    | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102837.09    | 0.00%             | 2029-12-23      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| Gran Tierra Energy Inc.                                                                  | Gran Tierra Energy Inc.                                                                  | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152383.90    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                         | Gray Media, Inc.                                                                         | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    265000 | PA      | $284755.24    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd.                                                                 | Greenwood Park CLO, Ltd.                                                                 | CUSIP: 39729RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001162.00   | 0.04%             | 2031-04-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                      | Lightning Power LLC                                                                      | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $321001.86    | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Lineage OP, LP                                                                           | Lineage OP, LP                                                                           | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1980085.47   | 0.07%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corporation                                                                      | Griffon Corporation                                                                      | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419572.25    | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Grifols Escrow Issuer S.A.                                                               | Grifols Escrow Issuer S.A.                                                               | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | US        |    635000 | PA      | $609301.76    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                          | Lions Gate Capital Holdings LLC                                                          | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54046.63     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                          | Live Nation Entertainment, Inc.                                                          | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263926.72    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                 | Group 1 Automotive, Inc.                                                                 | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265765.35    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                        | MF1 2024-FL14 LLC                                                                        | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2509376.75   | 0.09%             | 2039-03-19      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc.                                                                      | Central Parent Inc.                                                                      | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169148 | PA      | $140832.51    | 0.01%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                                                               | Broadstreet Partners, Inc.                                                               | CUSIP: 11132VAX7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    346016 | PA      | $346355.44    | 0.01%             | 2031-05-10      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Mach 1 Cayman Limited                                                                    | Mach 1 Cayman Limited                                                                    | CUSIP: 55446MAA5<br>LEI: 549300ODEK8HY3445C77 | Long             | ABS-CBDO         | CORP              | KY        |   2324858 | PA      | $2218146.89   | 0.08%             | 2026-08-17      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                                    | Macquarie Airfinance Holdings Limited                                                    | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1023501.51   | 0.04%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                                                               | Broadstreet Partners, Inc.                                                               | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35419 | PA      | $35453.69     | 0.00%             | 2031-05-10      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                            | Staples, Inc.                                                                            | CUSIP: 855031AU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158800 | PA      | $146208.75    | 0.01%             | 2029-08-22      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                                    | Macquarie Airfinance Holdings Limited                                                    | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |    215000 | PA      | $227440.48    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                                    | Macquarie Airfinance Holdings Limited                                                    | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |    259000 | PA      | $258992.57    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                                         | Proofpoint, Inc.                                                                         | CUSIP: 74345HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30003.30     | 0.00%             | 2028-08-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Homeserve USA Holding Corp                                                               | Homeserve USA Holding Corp                                                               | CUSIP: 43761EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202438 | PA      | $202459.77    | 0.01%             | 2030-10-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                                    | Macquarie Airfinance Holdings Limited                                                    | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1043604.63   | 0.04%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                          | Madison IAQ LLC                                                                          | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    785000 | PA      | $771378.66    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Magic Mergeco, Inc.                                                                      | Magic Mergeco, Inc.                                                                      | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    205000 | PA      | $164698.84    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MARBLE POINT CLO XXI LTD                                                                 | MARBLE POINT CLO XXI LTD                                                                 | CUSIP: 56606KAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1999884.00   | 0.08%             | 2034-10-17      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings, LLC                                                              | Sotera Health Holdings, LLC                                                              | CUSIP: 83600VAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    620312 | PA      | $622254.08    | 0.02%             | 2031-05-30      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                      | LBM Acquisition LLC                                                                      | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    592078 | PA      | $551372.20    | 0.02%             | 2031-06-06      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                                                       | Mars, Incorporated                                                                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $2077242.00   | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1968000 | PA      | $1993664.49   | 0.08%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                                 | Marvell Technology, Inc.                                                                 | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3737000 | PA      | $3947044.81   | 0.15%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Company                                              | Massachusetts Mutual Life Insurance Company                                              | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1312330.72   | 0.05%             | 2061-12-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| OVG Business Services, LLC                                                               | OVG Business Services, LLC                                                               | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249372 | PA      | $247501.57    | 0.01%             | 2031-06-13      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center, LLC                                                            | Edelman Financial Center, LLC                                                            | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205000 | PA      | $205256.25    | 0.01%             | 2028-10-23      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                             | Mitchell International, Inc.                                                             | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    356257 | PA      | $355687.41    | 0.01%             | 2031-06-05      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                             | Mitchell International, Inc.                                                             | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70000 | PA      | $68582.50     | 0.00%             | 2032-06-07      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                                             | MasTec, Inc.                                                                             | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   2014000 | PA      | $2085031.77   | 0.08%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust 2006-AM1                                             | MASTR Asset Backed Securities Trust 2006-AM1                                             | CUSIP: 57643LAM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    456859 | PA      | $439491.88    | 0.02%             | 2032-12-25      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188100 | PA      | $188250.48    | 0.01%             | 2031-06-06      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                                      | White Cap Buyer LLC                                                                      | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    343362 | PA      | $340958.74    | 0.01%             | 2029-10-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust 2007-HE2                                             | MASTR Asset Backed Securities Trust 2007-HE2                                             | CUSIP: 57646LAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3424805 | PA      | $2954003.99   | 0.11%             | 2037-08-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                | Matador Resources Company                                                                | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419980.58    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ECO Services Operations Corp                                                             | ECO Services Operations Corp                                                             | CUSIP: 27922JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    508961 | PA      | $505051.79    | 0.02%             | 2031-06-09      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ECO Services Operations Corp                                                             | ECO Services Operations Corp                                                             | CUSIP: 27922JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196313 | PA      | $194805.69    | 0.01%             | 2031-06-09      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                                                             | Match Group Holdings II, LLC                                                             | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    570000 | PA      | $566373.24    | 0.02%             | 2027-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mattamy Homes Limited                                                                    | Mattamy Homes Limited                                                                    | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | US        |    415000 | PA      | $398910.28    | 0.02%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                                  | OneDigital Borrower LLC                                                                  | CUSIP: 68252HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69687 | PA      | $69599.85     | 0.00%             | 2032-06-12      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                       | Alliant Holdings Intermediate, LLC                                                       | CUSIP: 01881UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    478956 | PA      | $479008.37    | 0.02%             | 2031-09-12      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MVC Acquisition Corp.                                                                    | MVC Acquisition Corp.                                                                    | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $281051.50    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp.                                                                             | McAfee Corp.                                                                             | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108561.09    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Burlington Coat Factory Warehouse Corporation                                            | Burlington Coat Factory Warehouse Corporation                                            | CUSIP: 121575AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74812 | PA      | $74437.50     | 0.00%             | 2031-09-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Curium BidCo S.a r.l.                                                                    | Curium BidCo S.a r.l.                                                                    | CUSIP: L2210TAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83538 | PA      | $83642.69     | 0.00%             | 2029-07-31      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Curium BidCo S.a r.l.                                                                    | Curium BidCo S.a r.l.                                                                    | CUSIP: L2210TAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56939 | PA      | $57010.61     | 0.00%             | 2029-07-31      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Curium BidCo S.a r.l.                                                                    | Curium BidCo S.a r.l.                                                                    | CUSIP: L2210TAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25300 | PA      | $25331.29     | 0.00%             | 2029-07-31      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                                   | McDonald's Corporation                                                                   | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2259000 | PA      | $1914167.26   | 0.07%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                              | McGraw-Hill Education, Inc.                                                              | CUSIP: 58064LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104311.50    | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                            | Citigroup Commercial Mortgage Trust 2019-GC41                                            | CUSIP: 17328FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1762000 | PA      | $1540489.47   | 0.06%             | 2029-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2021-JL1                                                   | Citigroup Mortgage Loan Trust 2021-JL1                                                   | CUSIP: 17329CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    451870 | PA      | $431108.93    | 0.02%             | 2062-02-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Mellon Residential Funding Corporation                                                   | Mellon Residential Funding Corporation                                                   | CUSIP: 585525DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6820 | PA      | $6751.53      | 0.00%             | 2029-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Menlo CLO I Ltd                                                                          | Menlo CLO I Ltd                                                                          | CUSIP: 586915AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2004222.00   | 0.08%             | 2038-01-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C                               | Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C                               | CUSIP: 589929R26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45785 | PA      | $43898.66     | 0.00%             | 2033-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans 2017-2 LLC                                                            | Mosaic Solar Loans 2017-2 LLC                                                            | CUSIP: 61946GAA1<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-CBDO         | CORP              | US        |   2394063 | PA      | $2250241.37   | 0.08%             | 2030-01-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                           | Mosaic Solar Loan Trust 2020-1                                                           | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    694212 | PA      | $618145.20    | 0.02%             | 2032-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI, Ltd                                                                    | Symphony CLO XVI, Ltd                                                                    | CUSIP: 87165VAR0<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998406.00    | 0.04%             | 2031-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                                  | Civitas Resources, Inc.                                                                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210155.47    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    530000 | PA      | $544070.19    | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding II LLC                                                                       | TIF Funding II LLC                                                                       | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3222917 | PA      | $2919094.37   | 0.11%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2229000 | PA      | $1490246.32   | 0.06%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4742664.50   | 0.18%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1203370.51   | 0.05%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    675000 | PA      | $701891.47    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corporation                                                   | Clarivate Science Holdings Corporation                                                   | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $216792.45    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1244058.62   | 0.05%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRTX 2021-FL4 Issuer, Ltd.                                                               | TRTX 2021-FL4 Issuer, Ltd.                                                               | CUSIP: 87276WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1452048 | PA      | $1448813.14   | 0.05%             | 2038-03-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $110961.14    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings, Inc.                                                     | Clear Channel Outdoor Holdings, Inc.                                                     | CUSIP: 18453HAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206420.23    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Tailwind 2019-1 Limited                                                                  | Tailwind 2019-1 Limited                                                                  | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2350618 | PA      | $2272577.78   | 0.09%             | 2026-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Takeda U.S. Financing, Inc.                                                              | Takeda U.S. Financing, Inc.                                                              | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   4767000 | PA      | $4784411.94   | 0.18%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                    | Cleveland-Cliffs Inc.                                                                    | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320032.17    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| The Cleveland Electric Illuminating Company                                              | The Cleveland Electric Illuminating Company                                              | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1460222.10   | 0.06%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                            | Tallgrass Energy Partners, LP                                                            | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272294.31    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                    | Targa Resources Corp.                                                                    | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    447000 | PA      | $448835.87    | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217724.24    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                    | Clydesdale Acquisition Holdings, Inc.                                                    | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    490000 | PA      | $502188.38    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TELUS Corporation                                                                        | TELUS Corporation                                                                        | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | US        |    509000 | PA      | $513377.44    | 0.02%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300374.56    | 0.01%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    530000 | PA      | $539200.13    | 0.02%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                             | Tenet Healthcare Corporation                                                             | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334947.27    | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   1300000 | PA      | $880750.00    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Departamento Administrativo De La Presidencia De La Republica                            | Departamento Administrativo De La Presidencia De La Republica                            | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   2700000 | PA      | $1539000.00   | 0.06%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                       | CyrusOne Data Centers Issuer I LLC                                                       | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1744442 | PA      | $1722993.64   | 0.07%             | 2028-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137ASFL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    128081 | PA      | $126194.96    | 0.00%             | 2041-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3137FYC87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3908670 | PA      | $3071912.63   | 0.12%             | 2051-03-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                                | Zayo Group Holdings, Inc.                                                                | CUSIP: 98919XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171539 | PA      | $162825.26    | 0.01%             | 2027-02-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                                               | Gainwell Acquisition Corp.                                                               | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185000 | PA      | $177923.75    | 0.01%             | 2027-08-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                                               | Gainwell Acquisition Corp.                                                               | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    379086 | PA      | $364586.31    | 0.01%             | 2027-08-17      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.                                                 | Travelport Finance (Luxembourg) S.a.r.l.                                                 | CUSIP: L9308UAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108892 | PA      | $83507.36     | 0.00%             | 2028-09-29      | Floating      | 15.54%                | No            |                  2 | On Loan: No      |
| Endure Digital Inc.                                                                      | Endure Digital Inc.                                                                      | CUSIP: 29279UAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    146094 | PA      | $77308.52     | 0.00%             | 2028-01-27      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings, Inc.                                                               | TricorBraun Holdings, Inc.                                                               | CUSIP: 00184NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205734 | PA      | $205408.48    | 0.01%             | 2028-01-29      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $95375.00     | 0.00%             | 2028-02-05      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Klockner-Pentaplast of America, Inc.                                                     | Klockner-Pentaplast of America, Inc.                                                     | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201312 | PA      | $184365.41    | 0.01%             | 2026-02-04      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                                           | PetSmart, Inc.                                                                           | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    355977 | PA      | $351602.32    | 0.01%             | 2028-01-29      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                            | Peraton Corp.                                                                            | CUSIP: 71360HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    312173 | PA      | $274809.10    | 0.01%             | 2028-02-22      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                                                            | RealPage, Inc                                                                            | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189018 | PA      | $187562.64    | 0.01%             | 2028-02-18      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                                                        | Arches Buyer Inc.                                                                        | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179257 | PA      | $176858.84    | 0.01%             | 2027-12-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc.                                                                         | Spin Holdco Inc.                                                                         | CUSIP: 84850XAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81643 | PA      | $71437.90     | 0.00%             | 2028-02-26      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Harsco Corporation                                                                       | Harsco Corporation                                                                       | CUSIP: 41587CAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204468 | PA      | $201962.80    | 0.01%             | 2028-03-10      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                              | DG Investment Intermediate Holdings 2, Inc.                                              | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    488295 | PA      | $487801.96    | 0.02%             | 2028-03-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                              | DG Investment Intermediate Holdings 2, Inc.                                              | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79324.80     | 0.00%             | 2029-03-18      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 72431HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190995 | PA      | $169985.41    | 0.01%             | 2028-04-12      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                          | CoreLogic, Inc.                                                                          | CUSIP: 21870FBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102893 | PA      | $101703.66    | 0.00%             | 2028-04-14      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc.                                                                 | Michaels Companies, Inc.                                                                 | CUSIP: 59408UAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $50162.40     | 0.00%             | 2028-04-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc.                                                                 | Michaels Companies, Inc.                                                                 | CUSIP: 59408UAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119295 | PA      | $99735.72     | 0.00%             | 2028-04-08      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied Universal Holdco LLC                                                              | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    418502 | PA      | $420352.16    | 0.02%             | 2028-05-04      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                                                           | GOGO Intermediate Holdings LLC                                                           | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190304 | PA      | $186456.05    | 0.01%             | 2028-04-21      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                                                         | EAB Global, Inc.                                                                         | CUSIP: 26835CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    449312 | PA      | $440326.24    | 0.02%             | 2028-08-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                                                                    | Thayer Park CLO, Ltd.                                                                    | CUSIP: 883310AU8<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000894.00   | 0.04%             | 2034-04-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Wind River 2014-2 CLO Ltd.                                                               | Wind River 2014-2 CLO Ltd.                                                               | CUSIP: 88390AAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001448.00   | 0.04%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                            | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                            | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74644 | PA      | $69041.65     | 0.00%             | 2037-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                 | W. R. Grace Holdings LLC                                                                 | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $244424.53    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12175.59     | 0.00%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                                 | Spirit AeroSystems, Inc.                                                                 | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    190000 | PA      | $209818.89    | 0.01%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Sprite 2021-1 Limited                                                                    | Sprite 2021-1 Limited                                                                    | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1394286 | PA      | $1255415.47   | 0.05%             | 2028-10-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                           | Walgreens Boots Alliance, Inc.                                                           | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76480.69     | 0.00%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                                    | Walker & Dunlop, Inc.                                                                    | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $334883.40    | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | Standard Building Solutions Inc.                                                         | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266168.98    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Wind River 2014-2 CLO Ltd.                                                               | Wind River 2014-2 CLO Ltd.                                                               | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $837821.00    | 0.03%             | 2031-01-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Wind River 2014-1 CLO Ltd.                                                               | Wind River 2014-1 CLO Ltd.                                                               | CUSIP: 88432CBE5<br>LEI: 549300AMLFWC1VCUN251 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001386.00   | 0.04%             | 2031-07-18      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates, Series 2006-AR8 Trust                           | WaMu Mortgage Pass-Through Certificates, Series 2006-AR8 Trust                           | CUSIP: 93362FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762074 | PA      | $719950.84    | 0.03%             | 2036-08-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates, Series 2007-HY7 Trust                           | WaMu Mortgage Pass-Through Certificates, Series 2007-HY7 Trust                           | CUSIP: 93364FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126779 | PA      | $118171.99    | 0.00%             | 2037-07-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                       | Wand NewCo 3, Inc.                                                                       | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    315000 | PA      | $331146.44    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Warwick Capital CLO 6 Ltd                                                                | Warwick Capital CLO 6 Ltd                                                                | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2001080.00   | 0.08%             | 2038-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Securities Corp.                                              | Washington Mutual Mortgage Securities Corp.                                              | CUSIP: 9393357P4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13698 | PA      | $13183.88     | 0.00%             | 2042-08-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Securities Corp.                                              | Washington Mutual Mortgage Securities Corp.                                              | CUSIP: 939335N84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        95 | PA      | $92.36        | 0.00%             | 2031-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Wind River 2021-4 CLO Ltd.                                                               | Wind River 2021-4 CLO Ltd.                                                               | CUSIP: 97316UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.19%             | 2035-01-22      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                                                                 | Windstream Services, LLC                                                                 | CUSIP: 97381AAA0<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $329911.96    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Workday, Inc.                                                                            | Workday, Inc.                                                                            | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1833700.80   | 0.07%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                            | Workday, Inc.                                                                            | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1055675.81   | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                                           | Wyndham Hotels & Resorts, Inc.                                                           | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    585000 | PA      | $572410.30    | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                                   | XHR LP                                                                                   | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2117580.02   | 0.08%             | 2030-05-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                                                | XPO, Inc.                                                                                | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    650000 | PA      | $678212.28    | 0.03%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production B.V.                                                          | Yinson Bergenia Production B.V.                                                          | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304165.30    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                             | Zimmer Biomet Holdings, Inc.                                                             | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1956000 | PA      | $1961331.47   | 0.07%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 133000000 | PA      | $968215.62    | 0.04%             | 2031-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Cosan Overseas Limited                                                                   | Cosan Overseas Limited                                                                   | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1412250.00   | 0.05%             | 2500-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   7700000 | PA      | $390208.10    | 0.01%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |    300000 | PA      | $297000.00    | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                  | Minerva Luxembourg S.A.                                                                  | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | US        |    200000 | PA      | $199500.00    | 0.01%             | 2028-01-19      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Cometa Energia, S.A. de C.V.                                                             | Cometa Energia, S.A. de C.V.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    745114 | PA      | $766416.81    | 0.03%             | 2035-04-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fideicomiso Patrimonio Autonomo Panamericana                                             | Fideicomiso Patrimonio Autonomo Panamericana                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    402250 | PA      | $407278.13    | 0.02%             | 2035-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                            | Adani Ports and Special Economic Zone Limited                                            | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |    400000 | PA      | $386120.00    | 0.01%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  52800000 | PA      | $360754.47    | 0.01%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A., Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | US        |    400000 | PA      | $402000.00    | 0.02%             | 2500-12-31      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   7000000 | PA      | $367232.37    | 0.01%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Adani Energy Solutions Limited                                                           | Adani Energy Solutions Limited                                                           | CUSIP: N/A<br>LEI: 549300PLH866JQ6LXE52       | Long             | DBT              | CORP              | US        |    800000 | PA      | $788000.00    | 0.03%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  94500000 | PA      | $561192.39    | 0.02%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                   | Presidencia de la Republica Dominicana                                                   | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |    500000 | PA      | $505625.00    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Orazul Energy Egenor S. Enc. Por A.                                                      | Orazul Energy Egenor S. Enc. Por A.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    265000 | PA      | $262018.75    | 0.01%             | 2027-04-28      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: N/A<br>LEI: B1V7KEBTPIMZEU4LTD58       | Long             | ABS-CBDO         | USGA              | US        |   4922400 | PA      | $3641959.06   | 0.14%             | 2048-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                             | AI Candelaria (Spain), S.L.U                                                             | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1261551.69   | 0.05%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Flame Aggregator LLC                                                                     | Flame Aggregator LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2498 | NS      | $49960.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Flame Aggregator LLC                                                                     | Flame Aggregator LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       248 | NS      | $4960.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Banco do Brasil S.A                                                                      | Banco do Brasil S.A                                                                      | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1816058.92   | 0.07%             | 2500-12-31      | Floating      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Limited                                                 | Bioceanico Sovereign Certificate Limited                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1405868 | PA      | $1118367.95   | 0.04%             | 2034-06-05      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                     | Galaxy Pipeline Assets Bidco Limited                                                     | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | US        |    618268 | PA      | $507015.00    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Limited                                                        | Lima Metro Line 2 Finance Limited                                                        | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | US        |    832849 | PA      | $782024.12    | 0.03%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Rutas 2 And 7 Finance Ltd                                                                | Rutas 2 And 7 Finance Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1171979.22   | 0.04%             | 2036-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg S.a r.l.                                                         | Acu Petroleo Luxembourg S.a r.l.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    968775 | PA      | $968619.27    | 0.04%             | 2035-07-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AASET 2024-2 Ltd                                                                         | AASET 2024-2 Ltd                                                                         | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1422575 | PA      | $1437085.33   | 0.05%             | 2031-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ABFC 2006-HE1 Trust                                                                      | ABFC 2006-HE1 Trust                                                                      | CUSIP: 00075WAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2486152 | PA      | $1354105.82   | 0.05%             | 2037-01-25      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                                           | AEP Texas Inc.                                                                           | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1236418.70   | 0.05%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES Andres B.V.                                                                          | AES Andres B.V.                                                                          | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | US        |    800000 | PA      | $767360.12    | 0.03%             | 2028-05-04      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Adani International Container Terminal Private Limited                                   | Adani International Container Terminal Private Limited                                   | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | US        |    480000 | PA      | $422000.83    | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBJ3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1514810.33   | 0.06%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1973392.19   | 0.07%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                                          | Advanced Drainage Systems, Inc.                                                          | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    508000 | PA      | $519565.98    | 0.02%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux MPC S.a r.l.                                                       | Chile Electricity Lux MPC S.a r.l.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    302250 | PA      | $313973.04    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CSN Resources S.A.                                                                       | CSN Resources S.A.                                                                       | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1150962.85   | 0.04%             | 2032-04-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEL Energy VI S.a r.l.                                                                   | FEL Energy VI S.a r.l.                                                                   | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | US        |   1014334 | PA      | $957024.17    | 0.04%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte S.a r.l.                                                                     | Guara Norte S.a r.l.                                                                     | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | US        |   1229264 | PA      | $1163475.88   | 0.04%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Aethon United BR LP                                                                      | Aethon United BR LP                                                                      | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    490000 | PA      | $513394.65    | 0.02%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                                                | Affirm Asset Securitization Trust 2025-X1                                                | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2598158.68   | 0.10%             | 2026-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                       | Millicom International Cellular SA                                                       | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | US        |    630000 | PA      | $631821.68    | 0.02%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                | Raizen Fuels Finance S.A.                                                                | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1123500.00   | 0.04%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Simpar Europe                                                                            | Simpar Europe                                                                            | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | US        |    400000 | PA      | $324045.53    | 0.01%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg SA                                                                     | Unigel Luxembourg SA                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     59871 | PA      | $47705.32     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                               | Agilent Technologies, Inc.                                                               | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2010486.54   | 0.08%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                                | Agree Limited Partnership                                                                | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $856309.35    | 0.03%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                            | Bear Stearns ARM Trust 2004-1                                                            | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28996 | PA      | $28609.28     | 0.00%             | 2034-01-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust 2006-3                                                          | Bear Stearns ALT-A Trust 2006-3                                                          | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53926 | PA      | $52227.65     | 0.00%             | 2035-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust 2006-3                                                          | Bear Stearns ALT-A Trust 2006-3                                                          | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59921 | PA      | $33647.22     | 0.00%             | 2035-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Products Inc. Trust 2007-R6                                      | Bear Stearns Structured Products Inc. Trust 2007-R6                                      | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129592 | PA      | $90991.87     | 0.00%             | 2036-01-26      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Products Inc. Trust 2007-R6                                      | Bear Stearns Structured Products Inc. Trust 2007-R6                                      | CUSIP: 07402FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108451 | PA      | $85202.68     | 0.00%             | 2046-12-26      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bell Canada inc.                                                                         | Bell Canada inc.                                                                         | CUSIP: 0778FPAP4<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1224551.48   | 0.05%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Unigel Luxembourg SA                                                                     | Unigel Luxembourg SA                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    209495 | PA      | $57644.74     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                                                                | Cyxtera DC Holdings, Inc.                                                                | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113399 | PA      | $1839.33      | 0.00%             | 2026-05-01      | Floating      | 8.33%                 | No            |                  3 | On Loan: No      |
| Belron UK Finance PLC                                                                    | Belron UK Finance PLC                                                                    | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | US        |    680000 | PA      | $684907.82    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                                        | Benchmark 2019-B13 Mortgage Trust                                                        | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $933665.20    | 0.04%             | 2029-08-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B30 Mortgage Trust                                                        | Benchmark 2021-B30 Mortgage Trust                                                        | CUSIP: 08163KBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1654000 | PA      | $1452115.90   | 0.05%             | 2031-11-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                        | Benchmark 2021-B31 Mortgage Trust                                                        | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450242 | PA      | $1271405.26   | 0.05%             | 2031-12-17      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 64072UAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263080 | PA      | $255987.11    | 0.01%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                              | Ziggo Financing Partnership                                                              | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $117136.80    | 0.00%             | 2028-04-17      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                        | Benchmark 2022-B32 Mortgage Trust                                                        | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2028798.49   | 0.08%             | 2032-01-16      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                        | Benchmark 2024-V10 Mortgage Trust                                                        | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2452365.36   | 0.09%             | 2029-09-17      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                        | Polaris Newco LLC                                                                        | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    390571 | PA      | $380208.94    | 0.01%             | 2028-06-03      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                          | Madison IAQ LLC                                                                          | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    598855 | PA      | $599010.96    | 0.02%             | 2028-06-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Energuate Trust                                                                          | Energuate Trust                                                                          | CUSIP: N/A<br>LEI: 549300RVM37LH8GY7E41       | Long             | DBT              | CORP              | US        |    600000 | PA      | $596250.00    | 0.02%             | 2027-05-03      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |  26000000 | PA      | $1371080.10   | 0.05%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                                               | ADMI Corp.                                                                               | CUSIP: 00709LAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235114 | PA      | $223652.65    | 0.01%             | 2027-12-23      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                                                                  | Aveanna Healthcare, LLC                                                                  | CUSIP: 05549DAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    552939 | PA      | $540067.04    | 0.02%             | 2028-07-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  61000000 | PA      | $420326.24    | 0.02%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Limited                                                        | Lima Metro Line 2 Finance Limited                                                        | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |   2624553 | PA      | $2674340.84   | 0.10%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78571YBF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93625 | PA      | $91819.33     | 0.00%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78571YBG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105951 | PA      | $103907.50    | 0.00%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                                                   | DirecTV Financing, LLC                                                                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66910 | PA      | $67093.18     | 0.00%             | 2027-07-22      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $185156.00    | 0.01%             | 2029-01-15      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                                                     | Ardonagh Midco 3 PLC                                                                     | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3810 | PA      | $3776.77      | 0.00%             | 2031-02-28      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                                                     | Ardonagh Midco 3 PLC                                                                     | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1400 | PA      | $1387.73      | 0.00%             | 2031-02-28      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                                | Boxer Parent Company Inc.                                                                | CUSIP: 05988HAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $101916.15    | 0.00%             | 2032-07-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                                | Boxer Parent Company Inc.                                                                | CUSIP: 05988HAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108082 | PA      | $104908.04    | 0.00%             | 2032-07-06      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                        | CPPIB Capital Inc                                                                        | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213487 | PA      | $212686.81    | 0.01%             | 2031-08-07      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                      | Lightning Power LLC                                                                      | CUSIP: 53229LAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    327525 | PA      | $327888.55    | 0.01%             | 2031-08-08      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                                                              | Kenan Advantage Group, Inc.                                                              | CUSIP: 48853UBQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    390271 | PA      | $384416.57    | 0.01%             | 2029-01-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                                                                     | Pretzel Parent, Inc.                                                                     | CUSIP: 74142YAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69825 | PA      | $69004.56     | 0.00%             | 2031-08-14      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                                   | LifePoint Health, Inc.                                                                   | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    435496 | PA      | $430392.00    | 0.02%             | 2031-05-16      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                                                      | Bally's Corporation                                                                      | CUSIP: 05875CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    302158 | PA      | $266276.59    | 0.01%             | 2028-08-05      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| W.R. Grace & Co.-Conn.                                                                   | W.R. Grace & Co.-Conn.                                                                   | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    209457 | PA      | $209545.33    | 0.01%             | 2028-08-11      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                                                               | Pretium PKG Holdings, Inc.                                                               | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $12440.00     | 0.00%             | 2029-09-22      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand, Inc.                                                               | Cornerstone OnDemand, Inc.                                                               | CUSIP: 86803YAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118059 | PA      | $110496.60    | 0.00%             | 2026-09-08      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency, LLC                                                             | Creative Artists Agency, LLC                                                             | CUSIP: 22526WAS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $10024.90     | 0.00%             | 2031-09-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency, LLC                                                             | Creative Artists Agency, LLC                                                             | CUSIP: 22526WAS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34825 | PA      | $34911.71     | 0.00%             | 2031-09-12      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center, Inc.                                                                      | Rent-A-Center, Inc.                                                                      | CUSIP: 76009WAW0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    273221 | PA      | $273903.79    | 0.01%             | 2028-02-04      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc.                                                                        | DexKo Global Inc.                                                                        | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224563 | PA      | $214354.83    | 0.01%             | 2028-09-24      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                                                    | Chamberlain Group Inc                                                                    | CUSIP: 15963CAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    407557 | PA      | $407973.12    | 0.02%             | 2028-10-22      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                                                                  | Astra Acquisition Corp.                                                                  | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219933 | PA      | $642.20       | 0.00%             | 2029-10-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                                                    | Gray Television, Inc.                                                                    | CUSIP: 389376AZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194478 | PA      | $187848.28    | 0.01%             | 2028-10-27      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                     | Ascend Learning, LLC                                                                     | CUSIP: 04349HAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72827 | PA      | $72808.62     | 0.00%             | 2029-11-18      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                             | AI Candelaria (Spain), S.L.U                                                             | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $841034.46    | 0.03%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 10 Ltd                                                                         | AIMCO CLO 10 Ltd                                                                         | CUSIP: 00901AAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2004082.00   | 0.08%             | 2037-07-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                                                                  | Aveanna Healthcare, LLC                                                                  | CUSIP: 05355JAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103702 | PA      | $101213.55    | 0.00%             | 2029-12-08      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                                                              | Fertitta Entertainment, LLC                                                              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    691685 | PA      | $690474.15    | 0.03%             | 2029-01-13      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                                               | Team Health Holdings, Inc.                                                               | CUSIP: 87817JAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216383 | PA      | $214996.16    | 0.01%             | 2027-03-02      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    392686 | PA      | $388676.74    | 0.01%             | 2029-03-17      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                        | Aircastle Limited                                                                        | CUSIP: 00929JAB2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1957747.92   | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Americold Realty Operating Partnership, L.P.                                             | Americold Realty Operating Partnership, L.P.                                             | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    855000 | PA      | $858770.21    | 0.03%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2832000 | PA      | $2754551.03   | 0.10%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                     | Amphenol Corporation                                                                     | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1006682.26   | 0.04%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37620 | PA      | $37236.17     | 0.00%             | 2029-03-17      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                               | Trident TPI Holdings, Inc.                                                               | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    421308 | PA      | $413357.57    | 0.02%             | 2028-09-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR5 Trust                                                                     | AMSR 2020-SFR5 Trust                                                                     | CUSIP: 03217JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7911367.20   | 0.30%             | 2025-11-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR5 Trust                                                                     | AMSR 2020-SFR5 Trust                                                                     | CUSIP: 03217JAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9893771.00   | 0.37%             | 2025-11-19      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                                                                    | Life Time Fitness Inc                                                                    | CUSIP: 50218KAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248750 | PA      | $249247.50    | 0.01%             | 2031-10-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                                         | CPI Holdco B LLC                                                                         | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180000 | PA      | $179775.00    | 0.01%             | 2031-05-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                           | AngloGold Ashanti Holdings PLC                                                           | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | US        |    700000 | PA      | $668412.57    | 0.03%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                    | Elevance Health, Inc.                                                                    | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    593000 | PA      | $484972.18    | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Apa Corp.                                                                                | Apa Corp.                                                                                | CUSIP: 03743QAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1078806.03   | 0.04%             | 2035-02-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corporation                                                                     | AppLovin Corporation                                                                     | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    991000 | PA      | $1008119.43   | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                            | Dynasty Acquisition Co., Inc.                                                            | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    209038 | PA      | $209067.72    | 0.01%             | 2031-10-24      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                            | Dynasty Acquisition Co., Inc.                                                            | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79512 | PA      | $79522.68     | 0.00%             | 2031-10-24      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                            | ArcelorMittal                                                                            | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1137356.54   | 0.04%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Archrock Partners, L.P.                                                                  | Archrock Partners, L.P.                                                                  | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    510000 | PA      | $519861.33    | 0.02%             | 2032-09-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Construction Partners Inc                                                                | Construction Partners Inc                                                                | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353225 | PA      | $354108.06    | 0.01%             | 2031-10-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                                   | Crown Finance US, Inc.                                                                   | CUSIP: 22834KAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    343375 | PA      | $342945.53    | 0.01%             | 2031-10-31      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                               | Zelis Payments Buyer, Inc.                                                               | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    354112 | PA      | $351849.72    | 0.01%             | 2031-10-24      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    338387 | PA      | $338888.09    | 0.01%             | 2031-03-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                             | Arcosa, Inc.                                                                             | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212468.39    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                      | Ardonagh Finco Ltd.                                                                      | CUSIP: 039853AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $543440.18    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                         | AutoNation, Inc.                                                                         | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1692252.72   | 0.06%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                                                    | CMG Media Corporation                                                                    | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55366 | PA      | $53504.88     | 0.00%             | 2029-06-18      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| UFC Holdings, LLC                                                                        | UFC Holdings, LLC                                                                        | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    288550 | PA      | $289496.44    | 0.01%             | 2031-11-13      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268404 | PA      | $269410.75    | 0.01%             | 2031-11-21      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219603 | PA      | $220426.98    | 0.01%             | 2031-11-21      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                           | AutoZone, Inc.                                                                           | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1950068.49   | 0.07%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corporation                                                               | Avery Dennison Corporation                                                               | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1006514.88   | 0.04%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                                       | Avient Corporation                                                                       | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100790.89    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                               | Aviation Capital Group LLC                                                               | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1532195.31   | 0.06%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1843536.65   | 0.07%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |   2149000 | PA      | $2212879.67   | 0.08%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Argent Securities Inc.                                                                   | Argent Securities Inc.                                                                   | CUSIP: 040104RW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10451744 | PA      | $5623830.76   | 0.21%             | 2036-03-25      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Argent Securities Trust 2006-M1                                                          | Argent Securities Trust 2006-M1                                                          | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12989204 | PA      | $3214605.79   | 0.12%             | 2036-07-25      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Limited                                                                   | Azorra Finance Limited                                                                   | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286371.90    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Limited                                                                   | Azorra Finance Limited                                                                   | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |    385000 | PA      | $392656.36    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Air Comm Corporation, LLC                                                                | Air Comm Corporation, LLC                                                                | CUSIP: 82670NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40769 | PA      | $40922.11     | 0.00%             | 2031-11-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                                  | Ellucian Holdings, Inc.                                                                  | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $25500.00     | 0.00%             | 2032-11-14      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C9                                                             | BBCMS Mortgage Trust 2021-C9                                                             | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2916000 | PA      | $2597489.99   | 0.10%             | 2031-02-18      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C17                                                            | BBCMS Mortgage Trust 2022-C17                                                            | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3037000 | PA      | $2952111.90   | 0.11%             | 2032-08-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust 2007-NC1                                      | HSI Asset Securitization Corporation Trust 2007-NC1                                      | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    335402 | PA      | $219842.17    | 0.01%             | 2037-04-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Harborview Mortgage Loan Trust                                                           | Harborview Mortgage Loan Trust                                                           | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24940 | PA      | $23775.48     | 0.00%             | 2035-05-19      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                               | Itau Unibanco Holding S.A.                                                               | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395449.86    | 0.01%             | 2031-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                                       | ITC Holdings Corp.                                                                       | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1162537.25   | 0.04%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| BDS 2022-FL11 LLC                                                                        | BDS 2022-FL11 LLC                                                                        | CUSIP: 054980AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2230000 | PA      | $2231546.95   | 0.08%             | 2039-03-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2016-ISQR                                     | BAMLL Commercial Mortgage Securities Trust 2016-ISQR                                     | CUSIP: 05523GAJ0<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-MBS          | CORP              | US        |   3125000 | PA      | $1516322.19   | 0.06%             | 2026-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                                  | Ellucian Holdings, Inc.                                                                  | CUSIP: 28917XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    526754 | PA      | $527743.91    | 0.02%             | 2029-10-29      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                                                       | Dun & Bradstreet Corporation (The)                                                       | CUSIP: 26483NAW0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279364 | PA      | $279123.50    | 0.01%             | 2029-01-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                                               | BCP Renaissance Parent LLC                                                               | CUSIP: 05549PAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328671 | PA      | $329594.31    | 0.01%             | 2028-10-31      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                                                   | Cengage Learning, Inc.                                                                   | CUSIP: 15131YAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    146942 | PA      | $147170.82    | 0.01%             | 2031-03-22      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                                       | ITC Holdings Corp.                                                                       | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758746.28    | 0.03%             | 2033-06-01      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Food Company                                                                     | JBS USA Food Company                                                                     | CUSIP: 46590XAM8<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1467377.21   | 0.06%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                                | B.A.T Capital Corporation                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1443961.05   | 0.05%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                                | B.A.T Capital Corporation                                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $2006407.06   | 0.08%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                                                   | Cengage Learning, Inc.                                                                   | CUSIP: 15131YAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85714 | PA      | $85848.00     | 0.00%             | 2031-03-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162514 | PA      | $161782.72    | 0.01%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2005-A1                                                       | J.P. Morgan Mortgage Trust 2005-A1                                                       | CUSIP: 466247N90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6144 | PA      | $5904.68      | 0.00%             | 2036-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2005-A1                                                       | J.P. Morgan Mortgage Trust 2005-A1                                                       | CUSIP: 466247ZP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52093 | PA      | $23749.09     | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust 2007-AA2                                                                  | BCAP LLC Trust 2007-AA2                                                                  | CUSIP: 05530NAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1128017 | PA      | $1179524.88   | 0.04%             | 2047-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BCAP LLC 2010-RR11-II Trust                                                              | BCAP LLC 2010-RR11-II Trust                                                              | CUSIP: 05533JBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3761480 | PA      | $3155345.35   | 0.12%             | 2047-03-27      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                          | Sabre GLBL Inc.                                                                          | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70783 | PA      | $66801.74     | 0.00%             | 2029-11-15      | Floating      | 10.43%                | No            |                  3 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.                                           | MedAssets Software Intermediate Holdings, Inc.                                           | CUSIP: 31810YAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27169 | PA      | $26368.66     | 0.00%             | 2028-12-17      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| BCAP LLC 2011-RR4-II Trust                                                               | BCAP LLC 2011-RR4-II Trust                                                               | CUSIP: 05533XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466536 | PA      | $180247.91    | 0.01%             | 2036-02-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust 2011-RR5                                                                  | BCAP LLC Trust 2011-RR5                                                                  | CUSIP: 05534AAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2978156 | PA      | $1363519.66   | 0.05%             | 2037-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust 2011-RR5                                                                  | BCAP LLC Trust 2011-RR5                                                                  | CUSIP: 05534AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33585 | PA      | $32527.12     | 0.00%             | 2037-03-26      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2019-C3                                                             | BBCMS Mortgage Trust 2019-C3                                                             | CUSIP: 05550MAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2216137.30   | 0.08%             | 2029-05-17      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                             | BBCMS Mortgage Trust 2020-C8                                                             | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1104678.36   | 0.04%             | 2030-10-18      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C12                                                            | BBCMS Mortgage Trust 2021-C12                                                            | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3157000 | PA      | $2782040.58   | 0.10%             | 2031-11-18      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GDM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |   1622172 | PA      | $1534299.04   | 0.06%             | 2035-05-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1379648.19   | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                         | JNL Government Money Market Fund                                                         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  60400341 | NS      | $60400341.26  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust 2007-CH1                                          | J.P. Morgan Mortgage Acquisition Trust 2007-CH1                                          | CUSIP: 46630LBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    267166 | PA      | $365534.97    | 0.01%             | 2036-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.                                           | MedAssets Software Intermediate Holdings, Inc.                                           | CUSIP: 31810YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45509 | PA      | $40912.87     | 0.00%             | 2028-12-17      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                                                          | LaserShip, Inc.                                                                          | CUSIP: 51809EAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53907 | PA      | $15542.94     | 0.00%             | 2029-08-10      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1619790.79   | 0.06%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1754722.32   | 0.07%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                                       | JPMDB Commercial Mortgage Securities Trust 2017-C7                                       | CUSIP: 46648KAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  77297234 | PA      | $1060162.48   | 0.04%             | 2050-10-17      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP                         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP                         | CUSIP: 46651WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2547000 | PA      | $395775.53    | 0.01%             | 2026-12-07      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1094940.00   | 0.04%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                                                 | Bank of New York Mellon Corporation, The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1804396.13   | 0.07%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Limited                                                                 | JSW Hydro Energy Limited                                                                 | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | US        |    355000 | PA      | $325013.90    | 0.01%             | 2031-05-18      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc.                                                            | Jacobs Engineering Group Inc.                                                            | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1473428.48   | 0.06%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank 2022-BNK39                                                                          | Bank 2022-BNK39                                                                          | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2280000 | PA      | $2020435.68   | 0.08%             | 2032-01-16      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bank 2022-BNK39                                                                          | Bank 2022-BNK39                                                                          | CUSIP: 06539VBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $584141.49    | 0.02%             | 2032-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank 2021-BNK38                                                                          | Bank 2021-BNK38                                                                          | CUSIP: 06540EAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3295058.66   | 0.12%             | 2031-12-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Bank 2020-BNK26                                                                          | Bank 2020-BNK26                                                                          | CUSIP: 06540JBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1827043.20   | 0.07%             | 2030-01-17      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Bank 2021-BNK37                                                                          | Bank 2021-BNK37                                                                          | CUSIP: 06540LBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2121000 | PA      | $1650910.68   | 0.06%             | 2031-11-18      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK23                                                                          | Bank 2019-BNK23                                                                          | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2331000 | PA      | $2166182.68   | 0.08%             | 2029-11-16      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                                 | AI Aqua Merger Sub, Inc.                                                                 | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    651448 | PA      | $650099.64    | 0.02%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies S.a.r.l.                                                        | ION Trading Technologies S.a.r.l.                                                        | CUSIP: L5582BAZ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143149 | PA      | $143056.90    | 0.01%             | 2028-04-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                                    | BANK5 Trust 2024-5YR6                                                                    | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1969000 | PA      | $2069251.83   | 0.08%             | 2029-04-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5YR10                                                                         | Bank5 2024-5YR10                                                                         | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2368000 | PA      | $2439627.26   | 0.09%             | 2029-10-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                              | JetBlue Airways Corporation                                                              | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189827.96    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Katayma CLO I, Ltd.                                                                      | Katayma CLO I, Ltd.                                                                      | CUSIP: 48585JAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1010121.00   | 0.04%             | 2036-10-20      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5YR9                                                                          | Bank5 2024-5YR9                                                                          | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2363000 | PA      | $2443369.41   | 0.09%             | 2029-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                                                | Bausch + Lomb Corporation                                                                | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |    650000 | PA      | $679079.63    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $116553.70    | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    290000 | PA      | $243733.51    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26200.61     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C34                                                           | BBCMS Mortgage Trust 2025-5C34                                                           | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1593000 | PA      | $1655596.78   | 0.06%             | 2030-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                                    | Keurig Dr Pepper Inc.                                                                    | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1998146.40   | 0.08%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners, L.P.                                                      | Kinder Morgan Energy Partners, L.P.                                                      | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2954200.98   | 0.11%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco, LLC                                                             | Beach Acquisition Bidco, LLC                                                             | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208020.11    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                            | Bear Stearns ARM Trust 2004-1                                                            | CUSIP: 07384M2E1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92814 | PA      | $82031.11     | 0.00%             | 2034-11-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                            | Bear Stearns ARM Trust 2004-1                                                            | CUSIP: 07384MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       213 | PA      | $204.26       | 0.00%             | 2030-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF1 Mortgage Trust                                                               | CF 2019-CF1 Mortgage Trust                                                               | CUSIP: 12529MDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2737000 | PA      | $273700.00    | 0.01%             | 2052-05-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 Mortgage Trust                                                             | CFCRE 2016-C6 Mortgage Trust                                                             | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2887393 | PA      | $2845676.48   | 0.11%             | 2026-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    360000 | PA      | $347344.98    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Springs Windows Fashions, LLC                                                            | Springs Windows Fashions, LLC                                                            | CUSIP: 78489HAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123881 | PA      | $94407.49     | 0.00%             | 2028-10-06      | Floating      | 8.44%                 | No            |                  3 | On Loan: No      |
| Hunter Douglas Inc.                                                                      | Hunter Douglas Inc.                                                                      | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249125 | PA      | $247984.32    | 0.01%             | 2032-01-14      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    180000 | PA      | $143503.81    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                           | Community Health Systems, Inc.                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    330000 | PA      | $283241.87    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                      | Kinetik Holdings LP                                                                      | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1007831.99   | 0.04%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services, LLC                                                                 | Kodiak Gas Services, LLC                                                                 | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    520000 | PA      | $538299.23    | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2019-III Ltd                                                                | CIFC Funding 2019-III Ltd                                                                | CUSIP: 12554VBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501428.00    | 0.02%             | 2038-01-16      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-V Ltd                                                                  | CIFC Funding 2021-V Ltd                                                                  | CUSIP: 12565EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501159.00    | 0.02%             | 2038-01-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                                       | CLI Funding IX LLC                                                                       | CUSIP: 12571WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1511795.73   | 0.06%             | 2037-06-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE22 Mortgage Trust                                                          | COMM 2015-CCRE22 Mortgage Trust                                                          | CUSIP: 12592XBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10924258 | PA      | $3320.97      | 0.00%             | 2048-03-12      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                                   | Kyndryl Holdings, Inc.                                                                   | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   3737000 | PA      | $2974710.67   | 0.11%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LCM XV LP                                                                                | LCM XV LP                                                                                | CUSIP: 50184NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2749813.00   | 0.10%             | 2030-07-22      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 Mortgage Trust                                                             | COMM 2015-DC1 Mortgage Trust                                                             | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $180838.56    | 0.01%             | 2048-02-12      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    795000 | PA      | $646063.25    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2016-C6 Commercial Mortgage Trust                                                  | CSAIL 2016-C6 Commercial Mortgage Trust                                                  | CUSIP: 12636MAK4<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   1097000 | PA      | $1047637.19   | 0.04%             | 2026-04-17      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                          | CSX Corporation                                                                          | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   4989000 | PA      | $3887031.18   | 0.15%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSMC Trust 2017-CALI                                                                     | CSMC Trust 2017-CALI                                                                     | CUSIP: 12652FAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $515119.80    | 0.02%             | 2032-11-12      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                | CNX Resources Corporation                                                                | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331249.36    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                                | CNX Midstream Partners LP                                                                | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $444782.05    | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bip-V Chinook                                                                            | Bip-V Chinook                                                                            | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $533313.69    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-B33                                                                            | CSMC 2021-B33                                                                            | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2810000 | PA      | $2474205.56   | 0.09%             | 2031-10-10      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL4 Trust                                                                     | CSMC 2022-RPL4 Trust                                                                     | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6830366 | PA      | $6597088.03   | 0.25%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| LCM XIV Limited Partnership                                                              | LCM XIV Limited Partnership                                                              | CUSIP: 50184VAU8<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001018.00   | 0.08%             | 2031-07-21      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| LCM 28 Ltd                                                                               | LCM 28 Ltd                                                                               | CUSIP: 50200WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $982162.00    | 0.04%             | 2030-10-21      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                                              | CWABS, Inc.                                                                              | CUSIP: 126670JY5<br>LEI: 549300I38TM1UFUB6822 | Long             | ABS-MBS          | CORP              | US        |      9193 | PA      | $8632.18      | 0.00%             | 2036-02-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                                              | CWABS, Inc.                                                                              | CUSIP: 1266714T0<br>LEI: 549300I38TM1UFUB6822 | Long             | ABS-CBDO         | CORP              | US        |     14287 | PA      | $14233.35     | 0.00%             | 2034-06-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2004-24CB                                                         | Alternative Loan Trust 2004-24CB                                                         | CUSIP: 12667F5J0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2886525 | PA      | $2486746.51   | 0.09%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-43                                                           | Alternative Loan Trust 2005-43                                                           | CUSIP: 12667GC84<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |   4421882 | PA      | $2274894.72   | 0.09%             | 2035-08-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-43                                                           | Alternative Loan Trust 2005-43                                                           | CUSIP: 12667GL84<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    157014 | PA      | $149565.42    | 0.01%             | 2035-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2007-Oa7                                                          | Alternative Loan Trust 2007-Oa7                                                          | CUSIP: 126680AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129108 | PA      | $118144.02    | 0.00%             | 2047-05-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-45                                                           | Alternative Loan Trust 2005-45                                                           | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2530250 | PA      | $2368133.31   | 0.09%             | 2035-11-20      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-45                                                           | Alternative Loan Trust 2005-45                                                           | CUSIP: 12668ASY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5508388 | PA      | $2745466.03   | 0.10%             | 2035-11-25      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments, LLLP                                                           | Freeport LNG Investments, LLLP                                                           | CUSIP: 35670CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    332269 | PA      | $332062.84    | 0.01%             | 2028-12-21      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                                        | GIP Pilot Acquisition Partners LP                                                        | CUSIP: 31773HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186037 | PA      | $186191.29    | 0.01%             | 2030-10-04      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-45                                                           | Alternative Loan Trust 2005-45                                                           | CUSIP: 12668AZV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2324546 | PA      | $2108287.48   | 0.08%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-9T1                                                          | Alternative Loan Trust 2006-9T1                                                          | CUSIP: 12668BSJ3<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |   5107877 | PA      | $1876979.43   | 0.07%             | 2036-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                                       | Wand NewCo 3, Inc.                                                                       | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192495 | PA      | $191509.84    | 0.01%             | 2031-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30018.90     | 0.00%             | 2032-01-14      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OA17                                                         | Alternative Loan Trust 2006-OA17                                                         | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2909157 | PA      | $2636783.70   | 0.10%             | 2046-12-20      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 126694MX3<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |   2780802 | PA      | $1642292.72   | 0.06%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                                                   | HighTower Holdings LLC                                                                   | CUSIP: 43117LAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    741925 | PA      | $739454.39    | 0.03%             | 2032-01-16      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                                                        | Mavis Tire Express Services Corp.                                                        | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79800 | PA      | $79711.42     | 0.00%             | 2028-05-04      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 126694TD0<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |    859828 | PA      | $401418.50    | 0.02%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 12669F4G5<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |    989594 | PA      | $980099.51    | 0.04%             | 2034-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 12669F6Z1<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |     71478 | PA      | $66371.96     | 0.00%             | 2034-11-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 12669GBA8<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |    187794 | PA      | $180888.54    | 0.01%             | 2034-11-21      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                                | Great Outdoors Group, LLC                                                                | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193529 | PA      | $192984.80    | 0.01%             | 2032-01-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics, LLC                                                                | Clearwater Analytics, LLC                                                                | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $199750.00    | 0.01%             | 2032-02-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| LFS Topco LLC                                                                            | LFS Topco LLC                                                                            | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $340531.72    | 0.01%             | 2026-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LFS Topco LLC                                                                            | LFS Topco LLC                                                                            | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $132697.00    | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CWMBS, Inc.                                                                              | CWMBS, Inc.                                                                              | CUSIP: 12669GHG9<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |     12725 | PA      | $12617.04     | 0.00%             | 2035-02-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance Designated Activity Company                                              | CRH SMW Finance Designated Activity Company                                              | CUSIP: 12704PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2388558.26   | 0.09%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Caci International Inc.                                                                  | Caci International Inc.                                                                  | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180776.22    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                             | Cadence Design Systems, Inc.                                                             | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    991000 | PA      | $979187.38    | 0.04%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                              | Caesars Entertainment, Inc.                                                              | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    790000 | PA      | $774284.62    | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| CaixaBank, S.A.                                                                          | CaixaBank, S.A.                                                                          | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $2040150.95   | 0.08%             | 2035-06-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                       | AmWINS Group, Inc.                                                                       | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    348250 | PA      | $348312.69    | 0.01%             | 2032-01-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Townsquare Media, Inc.                                                                   | Townsquare Media, Inc.                                                                   | CUSIP: 89223EAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94406 | PA      | $84021.56     | 0.00%             | 2031-01-17      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Campbell's Company, The                                                                  | Campbell's Company, The                                                                  | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1047518.27   | 0.04%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cap S.A.                                                                                 | Cap S.A.                                                                                 | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | US        |    600000 | PA      | $484395.82    | 0.02%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                    | Cardinal Health, Inc.                                                                    | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1977000 | PA      | $1704150.67   | 0.06%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                    | Cardinal Health, Inc.                                                                    | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    291000 | PA      | $244724.19    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                                  | OneDigital Borrower LLC                                                                  | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    408994 | PA      | $407844.68    | 0.02%             | 2031-07-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                                | Boxer Parent Company Inc.                                                                | CUSIP: 05988HAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    882788 | PA      | $876660.95    | 0.03%             | 2031-07-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                                     | Ascend Learning, LLC                                                                     | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    552069 | PA      | $551726.31    | 0.02%             | 2028-12-11      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    267284 | PA      | $266867.53    | 0.01%             | 2032-01-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc.                                                                    | Labcorp Holdings Inc.                                                                    | CUSIP: 50540RBB7<br>LEI: 549300CDU4WF6Q2YMS76 | Long             | DBT              | CORP              | US        |   4846000 | PA      | $4743550.71   | 0.18%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                                       | Vital Energy, Inc.                                                                       | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196425.75    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| CARLYLE US CLO 2018-4 LTD                                                                | CARLYLE US CLO 2018-4 LTD                                                                | CUSIP: 14315RAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501215.00    | 0.02%             | 2037-10-19      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-4 LTD                                                                | CARLYLE US CLO 2019-4 LTD                                                                | CUSIP: 14317VAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000320.00   | 0.04%             | 2035-04-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    713000 | PA      | $728846.06    | 0.03%             | 2033-02-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    171883 | PA      | $176381.10    | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                                                              | Carvana Co.                                                                              | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    285000 | PA      | $299713.08    | 0.01%             | 2030-06-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P3                                                   | Carvana Auto Receivables Trust 2024-P3                                                   | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1495963.80   | 0.06%             | 2029-05-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                                                            | Castle US Holding Corporation                                                            | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |     82000 | PA      | $35954.55     | 0.00%             | 2031-06-30      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2021-1                                              | Castlelake Aircraft Structured Trust 2021-1                                              | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    816151 | PA      | $793217.24    | 0.03%             | 2028-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    267284 | PA      | $266867.52    | 0.01%             | 2032-01-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                        | Kaman Corporation                                                                        | CUSIP: 48354VAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50431 | PA      | $50352.36     | 0.00%             | 2032-01-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake VIII, Ltd.                                                                | Cathedral Lake VIII, Ltd.                                                                | CUSIP: 14919GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001818.00   | 0.04%             | 2035-01-22      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake VIII, Ltd.                                                                | Cathedral Lake VIII, Ltd.                                                                | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000759.00   | 0.04%             | 2035-01-22      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation                                                            | Magnum Management Corporation                                                            | CUSIP: 150190AE6<br>LEI: 549300WXKIIZD0LII428 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274246.01    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250654.27    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                 | Celanese US Holdings LLC                                                                 | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247515.49    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CEMEX S.A.B. de C.V.                                                                     | CEMEX S.A.B. de C.V.                                                                     | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202334.20    | 0.01%             | 2500-12-31      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3312000 | PA      | $2850964.96   | 0.11%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc.                                                                      | Central Parent Inc.                                                                      | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $95183.53     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                             | Chase Mortgage Finance Trust                                                             | CUSIP: 16162WPB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28140 | PA      | $27256.12     | 0.00%             | 2035-12-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust Series 2007-3                                                            | ChaseFlex Trust Series 2007-3                                                            | CUSIP: 16165AAA2<br>LEI: 549300U1F9IQTDPULK34 | Long             | ABS-MBS          | CORP              | US        |    335640 | PA      | $110488.71    | 0.00%             | 2037-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust 2006-3                                                             | Lehman Mortgage Trust 2006-3                                                             | CUSIP: 52520NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11482020 | PA      | $2943718.94   | 0.11%             | 2036-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust Series 2006-12N                                                          | Lehman XS Trust Series 2006-12N                                                          | CUSIP: 525226AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2129647 | PA      | $2122597.98   | 0.08%             | 2046-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                           | Cheniere Energy Partners, L.P.                                                           | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2107000 | PA      | $1979372.69   | 0.07%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                    | Cheniere Energy, Inc.                                                                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   2002000 | PA      | $1999289.89   | 0.08%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corporation                                                            | Diageo Investment Corporation                                                            | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1645185.64   | 0.06%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Incorporated                                                            | Diebold Nixdorf, Incorporated                                                            | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    160000 | PA      | $170257.18    | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Lehman XS Trust, Series 2007-2N                                                          | Lehman XS Trust, Series 2007-2N                                                          | CUSIP: 52524LAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250200 | PA      | $2723321.38   | 0.10%             | 2037-02-25      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164675.03    | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316790.32    | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                  | Level 3 Financing, Inc.                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    485000 | PA      | $493463.30    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                                   | DIRECTV Financing, LLC                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $448461.10    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                     | DISH DBS Corporation                                                                     | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $189936.73    | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                     | DISH DBS Corporation                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $467912.52    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Tangerine Pomelo Group, S.A.P.I. De C.V.                                                 | Tangerine Pomelo Group, S.A.P.I. De C.V.                                                 | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $4140.56      | 0.00%             | 2025-07-24      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                                                         | Garda World Security Corporation                                                         | CUSIP: C4000KAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129589 | PA      | $129660.76    | 0.00%             | 2029-02-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                   | Arsenal AIC Parent LLC                                                                   | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94251 | PA      | $94039.31     | 0.00%             | 2030-08-19      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                    | Dominion Energy, Inc.                                                                    | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4278816.45   | 0.16%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Subordinated Incorporated                                            | Dornoch Debt Merger Subordinated Incorporated                                            | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $162576.53    | 0.01%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: —       |
| Dryden 43 Senior Loan Fund LLC                                                           | Dryden 43 Senior Loan Fund LLC                                                           | CUSIP: 26245CBL6<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003250.00   | 0.04%             | 2034-04-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Dryden 60 CLO, Ltd.                                                                      | Dryden 60 CLO, Ltd.                                                                      | CUSIP: 26251NAE0<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004828.00   | 0.08%             | 2031-07-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $2457256.15   | 0.09%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025-CRE8 Issuer LLC                                                            | LoanCore 2025-CRE8 Issuer LLC                                                            | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2290000 | PA      | $2282838.25   | 0.09%             | 2029-11-01      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                                                       | Eagle Parent Corp.                                                                       | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37620 | PA      | $37236.17     | 0.00%             | 2029-03-17      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                                       | Element Materials Technology Group US Holdings Inc                                       | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    407264 | PA      | $407602.24    | 0.02%             | 2029-04-12      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer Ltd.                                                           | LoanCore 2021-CRE5 Issuer Ltd.                                                           | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1984910.20   | 0.07%             | 2036-07-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust                               | WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust                               | CUSIP: 542514HB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23988 | PA      | $23977.78     | 0.00%             | 2034-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Sauer Brands Inc                                                                         | Sauer Brands Inc                                                                         | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269569 | PA      | $271000.38    | 0.01%             | 2032-02-04      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Sauer Brands Inc                                                                         | Sauer Brands Inc                                                                         | CUSIP: 80536AAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25431 | PA      | $25566.07     | 0.00%             | 2032-02-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment, Inc.                                                                 | PENN Entertainment, Inc.                                                                 | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    590258 | PA      | $590594.93    | 0.02%             | 2029-04-13      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                                | Zayo Group Holdings, Inc.                                                                | CUSIP: 98919XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $143781.00    | 0.01%             | 2027-03-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                                  | Brown Group Holding LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125000 | PA      | $125127.50    | 0.00%             | 2029-06-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                            | Univision Communications Inc.                                                            | CUSIP: 914908BD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297463 | PA      | $294984.71    | 0.01%             | 2029-06-10      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Long Point Park CLO, Ltd.                                                                | Long Point Park CLO, Ltd.                                                                | CUSIP: 542798AJ2<br>LEI: 549300639DPKTBUSCC77 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001495.00   | 0.04%             | 2030-01-17      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                   | Lowe`s Companies, Inc.                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1127721.36   | 0.04%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSC Holdings, LLC                                                                        | CUSIP: 64072UAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $152676.55    | 0.01%             | 2028-01-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                                                                       | Altice France S.A.                                                                       | CUSIP: F6628DAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    422474 | PA      | $381751.55    | 0.01%             | 2028-08-31      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                                     | INEOS US Finance LLC                                                                     | CUSIP: G4768PAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    699646 | PA      | $669414.52    | 0.03%             | 2030-02-09      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $98839.00     | 0.00%             | 2028-08-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Luminace Abs-2024 Issuer LLC                                                             | Luminace Abs-2024 Issuer LLC                                                             | CUSIP: 55026NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    961899 | PA      | $966374.71    | 0.04%             | 2031-10-30      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust 2006-2                                                  | MASTR Asset Securitization Trust 2006-2                                                  | CUSIP: 55274QAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1057297 | PA      | $633957.14    | 0.02%             | 2036-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                              | Asurion LLC                                                                              | CUSIP: 04649VBC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117964 | PA      | $116594.68    | 0.00%             | 2028-08-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                                | Sedgwick Claims Management Services, Inc.                                                | CUSIP: 81527CAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497500 | PA      | $499057.18    | 0.02%             | 2028-02-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.                                                        | Vantage Specialty Chemicals, Inc.                                                        | CUSIP: 92210XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    360965 | PA      | $348136.17    | 0.01%             | 2026-10-26      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| I-Logic Technologies Bidco Limited                                                       | I-Logic Technologies Bidco Limited                                                       | CUSIP: 00510DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    312348 | PA      | $312425.60    | 0.01%             | 2028-02-16      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust 2006-2                                                  | MASTR Asset Securitization Trust 2006-2                                                  | CUSIP: 55274QAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1242716 | PA      | $745060.44    | 0.03%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mastr Asset Backed Securities Trust 2007-WMC1                                            | Mastr Asset Backed Securities Trust 2007-WMC1                                            | CUSIP: 55275TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    265237 | PA      | $65105.60     | 0.00%             | 2037-01-25      | Floating      | 1.06%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    349125 | PA      | $348514.03    | 0.01%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                                                            | Focus Financial Partners, LLC                                                            | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    520829 | PA      | $519594.52    | 0.02%             | 2031-09-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 Ltd.                                                                        | MF1 2021-FL7 Ltd.                                                                        | CUSIP: 55284AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1847675.52   | 0.07%             | 2036-10-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 Trust                                                                      | MFA 2023-NQM3 Trust                                                                      | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3725628 | PA      | $3757588.45   | 0.14%             | 2068-07-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL17 LLC                                                                        | MF1 2025-FL17 LLC                                                                        | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2290000 | PA      | $2285706.02   | 0.09%             | 2040-02-21      | Floating      | 5.63%                 | No            |                  3 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                                    | MSWF Commercial Mortgage Trust 2023-2                                                    | CUSIP: 55361AAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88101 | PA      | $89658.79     | 0.00%             | 2028-01-18      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                                       | APi Group DE, Inc.                                                                       | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $119994.00    | 0.00%             | 2029-01-03      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74839XAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74065 | PA      | $73900.89     | 0.00%             | 2031-04-14      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd.                                                                     | WEC US Holdings Ltd.                                                                     | CUSIP: 92943LAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    526025 | PA      | $525982.92    | 0.02%             | 2031-01-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                                                   | DirecTV Financing, LLC                                                                   | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135536 | PA      | $134241.74    | 0.01%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                                                               | EIDP, Inc.                                                                               | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1341508.95   | 0.05%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                  | Duke Energy Corporation                                                                  | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4898976.00   | 0.18%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                                                | Corpay Technologies Operating Company LLC                                                | CUSIP: 33903RAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $79583.28     | 0.00%             | 2028-04-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                                            | INEOS Quattro Holdings UK Ltd                                                            | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    244388 | PA      | $222392.63    | 0.01%             | 2031-10-01      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                                                      | Tecta America Corp.                                                                      | CUSIP: 87876GAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340000 | PA      | $340319.60    | 0.01%             | 2032-02-12      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                                     | Prime Security Services Borrower LLC                                                     | CUSIP: 03765VAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350000 | PA      | $346647.00    | 0.01%             | 2032-03-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                  | Duke Energy Corporation                                                                  | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $1930661.74   | 0.07%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                  | Duke Energy Corporation                                                                  | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    703000 | PA      | $616192.29    | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                           | Helios Software Holdings, Inc.                                                           | CUSIP: 42328DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345077 | PA      | $345225.49    | 0.01%             | 2030-07-18      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Golden State Food LLC                                                                    | Golden State Food LLC                                                                    | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    243169 | PA      | $244075.61    | 0.01%             | 2031-10-07      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                                  | Duke Energy Corporation                                                                  | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1424068.97   | 0.05%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation, The                                                        | Dun & Bradstreet Corporation, The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    570000 | PA      | $583217.90    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cube Industrials Buyer Inc                                                               | Cube Industrials Buyer Inc                                                               | CUSIP: 22971EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    395000 | PA      | $396603.70    | 0.01%             | 2031-10-09      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                                         | Eastern Energy Gas Holdings, LLC                                                         | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2009655.27   | 0.08%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                                     | EchoStar Corporation                                                                     | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    435000 | PA      | $447218.66    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $172152.19    | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | Ecopetrol S.A.                                                                           | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $1908828.81   | 0.07%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                           | Element Fleet Management Corp.                                                           | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1994797.66   | 0.08%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                           | Element Fleet Management Corp.                                                           | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1964608.86   | 0.07%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                     | Cotiviti Corporation                                                                     | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350000 | PA      | $347959.50    | 0.01%             | 2032-02-16      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Minimax Viking GmbH                                                                      | Minimax Viking GmbH                                                                      | CUSIP: 55404TAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105393.75    | 0.00%             | 2032-02-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco, LLC                                                                     | KKR Apple Bidco, LLC                                                                     | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    681024 | PA      | $679266.47    | 0.03%             | 2031-09-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                         | Gen Digital Inc.                                                                         | CUSIP: 66877AAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    420000 | PA      | $419055.00    | 0.02%             | 2032-02-13      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings, LLC                                                              | LSF9 Atlantis Holdings, LLC                                                              | CUSIP: 50226BAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238144 | PA      | $237846.06    | 0.01%             | 2029-03-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                               | BCPE Empire Holdings, Inc.                                                               | CUSIP: 05550HAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1065891 | PA      | $1058695.98   | 0.04%             | 2030-12-26      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                                                        | Motion Finco Sarl                                                                        | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    223571 | PA      | $212254.19    | 0.01%             | 2029-11-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                               | Caesars Entertainment Inc.                                                               | CUSIP: 12768EAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    359091 | PA      | $358419.41    | 0.01%             | 2031-01-24      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc.                                                                   | Ellucian Holdings Inc.                                                                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $511669.26    | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                                 | Lumen Technologies, Inc.                                                                 | CUSIP: 29078EAA3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    115000 | PA      | $52603.79     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3128MJZ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7893430 | PA      | $7012707.35   | 0.26%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8135141 | PA      | $7240159.98   | 0.27%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132AEA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1785488 | PA      | $1587010.29   | 0.06%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DMX42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  17036231 | PA      | $13843605.63  | 0.52%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQ4P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10663063 | PA      | $10942126.23  | 0.41%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12162682 | PA      | $12037178.98  | 0.45%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQJN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11905928 | PA      | $10057593.05  | 0.38%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3132DQZT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24521214 | PA      | $24727949.86  | 0.93%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DS3E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8660138 | PA      | $8881369.75   | 0.34%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSM74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    484431 | PA      | $500326.21    | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dell Inc.                                                                                | Dell Inc.                                                                                | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | DE        |    940000 | PA      | $1005201.50   | 0.04%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RAMP1                         | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RAMP1                         | CUSIP: 25150RAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4576922 | PA      | $3974409.26   | 0.15%             | 2037-02-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1032817 | PA      | $1057909.87   | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DTGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11249025 | PA      | $11379017.36  | 0.43%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12644323 | PA      | $11041191.28  | 0.42%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  24332795 | PA      | $21384591.80  | 0.81%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11004071 | PA      | $11155304.71  | 0.42%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14821225 | PA      | $14737764.01  | 0.56%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                 | Devon Energy Corporation                                                                 | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    910000 | PA      | $819506.05    | 0.03%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3136BTXB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4945525 | PA      | $4959560.36   | 0.19%             | 2054-12-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2621911 | PA      | $2659584.15   | 0.10%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DVMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10537417 | PA      | $10672358.54  | 0.40%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The   | Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The   | CUSIP: 3136BWKS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6495000 | PA      | $6512474.15   | 0.25%             | 2055-06-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X9WX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20910713 | PA      | $16861309.31  | 0.64%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7986816 | PA      | $6360284.03   | 0.24%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132E0D25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8755814 | PA      | $8679146.51   | 0.33%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13897916 | PA      | $14362614.72  | 0.54%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132XTTT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8376232 | PA      | $7705339.47   | 0.29%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31335BZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1672821 | PA      | $1580890.58   | 0.06%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11554821 | PA      | $10510877.17  | 0.40%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XLUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1585978 | PA      | $1578534.09   | 0.06%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8602769 | PA      | $7229596.14   | 0.27%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XMQ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19408312 | PA      | $16292164.21  | 0.61%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                                                | Titan Acquisition Limited                                                                | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    499950 | PA      | $500929.90    | 0.02%             | 2029-02-01      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                                                       | WestJet Loyalty LP                                                                       | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170908 | PA      | $170822.46    | 0.01%             | 2031-02-01      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XNAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2349517 | PA      | $2428811.17   | 0.09%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XPR68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4506680 | PA      | $4106557.10   | 0.15%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                             | Camelot U.S. Acquisition LLC                                                             | CUSIP: L2000AAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90349 | PA      | $89304.37     | 0.00%             | 2031-01-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                             | Camelot U.S. Acquisition LLC                                                             | CUSIP: L2000AAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8261 | PA      | $8165.45      | 0.00%             | 2031-01-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                             | Camelot U.S. Acquisition LLC                                                             | CUSIP: L2000AAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    389579 | PA      | $385075.65    | 0.01%             | 2031-01-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                                                       | Vestis Corporation                                                                       | CUSIP: 92550HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    273000 | PA      | $261056.25    | 0.01%             | 2031-02-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                                    | Applied Systems, Inc.                                                                    | CUSIP: 03827FBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $143255.00    | 0.01%             | 2032-02-07      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group LLC                                                                | Eisner Advisory Group LLC                                                                | CUSIP: 28259HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    384474 | PA      | $385915.55    | 0.01%             | 2031-02-24      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XQBW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5484998 | PA      | $5611405.36   | 0.21%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XQTS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2009610 | PA      | $2030949.14   | 0.08%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                     | Cotiviti Corporation                                                                     | CUSIP: 22164MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220296 | PA      | $219058.08    | 0.01%             | 2031-02-21      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                   | Radiology Partners Inc                                                                   | CUSIP: 75041EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    430552 | PA      | $429716.67    | 0.02%             | 2029-01-31      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140XTDM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3735286 | PA      | $3503129.33   | 0.13%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31410LHX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       669 | PA      | $666.88       | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31411JCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19958 | PA      | $19772.25     | 0.00%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31411JDN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    170605 | PA      | $169023.85    | 0.01%             | 2038-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31411JE51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30939 | PA      | $30639.99     | 0.00%             | 2038-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31411JER3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111882 | PA      | $110847.87    | 0.00%             | 2038-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418YCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15590 | PA      | $15771.71     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                   | Radiology Partners Inc                                                                   | CUSIP: 75041EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4428 | PA      | $4419.54      | 0.00%             | 2029-01-31      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                                  | PUG LLC                                                                                  | CUSIP: 74530DAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    390164 | PA      | $377807.77    | 0.01%             | 2030-03-12      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors, LLC                                                                | MI Windows and Doors, LLC                                                                | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    273597 | PA      | $273922.18    | 0.01%             | 2031-03-21      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings, Inc.                                                           | Mister Car Wash Holdings, Inc.                                                           | CUSIP: 60646CAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87613 | PA      | $87704.13     | 0.00%             | 2031-03-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419A2Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        98 | PA      | $97.63        | 0.00%             | 2025-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419AHL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        15 | PA      | $15.31        | 0.00%             | 2025-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419AM95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        60 | PA      | $59.62        | 0.00%             | 2025-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419AMZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        11 | PA      | $11.15        | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $14988.45     | 0.00%             | 2029-03-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                        | Clarios Global LP                                                                        | CUSIP: C8000CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    645133 | PA      | $642713.87    | 0.02%             | 2030-05-06      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31412PMN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21759 | PA      | $21572.15     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31412PPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45476 | PA      | $45077.44     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC                                                      | Waterbridge Midstream Operating LLC                                                      | CUSIP: 94120XAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353025 | PA      | $350691.56    | 0.01%             | 2029-06-22      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                        | EMRLD Borrower LP                                                                        | CUSIP: 26872NAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    223886 | PA      | $223368.88    | 0.01%             | 2031-06-18      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419ANT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1397 | PA      | $1392.03      | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419AVZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14912 | PA      | $14754.89     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apro, LLC                                                                                | Apro, LLC                                                                                | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    372188 | PA      | $370482.88    | 0.01%             | 2031-06-26      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                                         | Kronos Acquisition Holdings Inc.                                                         | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74115 | PA      | $66128.95     | 0.00%             | 2031-06-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419B4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       568 | PA      | $565.89       | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419BWX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1022 | PA      | $1018.48      | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419CMX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    275695 | PA      | $273479.54    | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419CRJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       620 | PA      | $618.19       | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31412PQB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15018 | PA      | $15189.71     | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31412REL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4424 | PA      | $4474.81      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group FinCo Pty Ltd                                                             | Ardonagh Group FinCo Pty Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    140000 | PA      | $138775.00    | 0.01%             | 2031-02-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                                                     | Ardonagh Midco 3 PLC                                                                     | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68627 | PA      | $68026.52     | 0.00%             | 2031-02-28      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                                                     | Ardonagh Midco 3 PLC                                                                     | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68424 | PA      | $67825.20     | 0.00%             | 2031-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                                                     | Ardonagh Midco 3 PLC                                                                     | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28669 | PA      | $28418.13     | 0.00%             | 2031-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                                                     | Ardonagh Midco 3 PLC                                                                     | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12851 | PA      | $12738.07     | 0.00%             | 2031-02-28      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                                                     | Ardonagh Midco 3 PLC                                                                     | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10288 | PA      | $10197.49     | 0.00%             | 2031-02-28      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties, LP                                                                 | RHP Hotel Properties, LP                                                                 | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    420000 | PA      | $432414.81    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RFNA, LP                                                                                 | RFNA, LP                                                                                 | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665099.32    | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Radiate HoldCo, LLC                                                                      | Radiate HoldCo, LLC                                                                      | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72835.55     | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Radiology Partners, Inc.                                                                 | Radiology Partners, Inc.                                                                 | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    147858 | PA      | $145791.88    | 0.01%             | 2030-02-15      | Variable      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                                                     | Ardonagh Midco 3 PLC                                                                     | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6012 | PA      | $5959.03      | 0.00%             | 2031-02-28      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                                                       | Whitewater Matterhorn Holdings LLC                                                       | CUSIP: 96618PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79883.20     | 0.00%             | 2032-05-12      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419DJY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       186 | PA      | $185.36       | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419FSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1620 | PA      | $1609.10      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419H2W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4754 | PA      | $4734.71      | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419HCW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       516 | PA      | $513.42       | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265000 | PA      | $266457.50    | 0.01%             | 2032-05-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                        | Herc Holdings Inc                                                                        | CUSIP: 42705FAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $95277.40     | 0.00%             | 2032-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1915207.18   | 0.07%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201500.00    | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                       | Royalty Pharma PLC                                                                       | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   1918000 | PA      | $1942518.56   | 0.07%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust 2016-C5                                          | SG Commercial Mortgage Securities Trust 2016-C5                                          | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-CBDO         | CORP              | US        |  25853417 | PA      | $298226.92    | 0.01%             | 2048-10-13      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                             | Camelot U.S. Acquisition LLC                                                             | CUSIP: L2000AAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240000 | PA      | $240000.00    | 0.01%             | 2031-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust 2016-C5                                          | SG Commercial Mortgage Securities Trust 2016-C5                                          | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   2391000 | PA      | $2287178.00   | 0.09%             | 2026-06-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust 2006-FRE2                                                   | SG Mortgage Securities Trust 2006-FRE2                                                   | CUSIP: 784208AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15803422 | PA      | $2965098.17   | 0.11%             | 2036-07-25      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31412UHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5414 | PA      | $5474.00      | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2018-1 CLO Ltd.                                                    | THL Credit Wind River 2018-1 CLO Ltd.                                                    | CUSIP: 88432VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500900.00   | 0.06%             | 2030-07-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419J3Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8460 | PA      | $8387.42      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419JTV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       183 | PA      | $182.62       | 0.00%             | 2025-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419KTS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36163 | PA      | $35901.73     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419LK69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71049 | PA      | $70371.94     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2021-1                                                     | SG Residential Mortgage Trust 2021-1                                                     | CUSIP: 784212AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3258000 | PA      | $2149403.60   | 0.08%             | 2061-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2018-1 CLO Ltd.                                                    | THL Credit Wind River 2018-1 CLO Ltd.                                                    | CUSIP: 88432WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501553.50    | 0.02%             | 2030-07-15      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                               | Cloud Software Group, Inc.                                                               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327955.65    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                     | TierPoint Issuer LLC                                                                     | CUSIP: 88651CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    833333 | PA      | $833375.76    | 0.03%             | 2026-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAVE 2019-1 LLC                                                                          | WAVE 2019-1 LLC                                                                          | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1540045 | PA      | $1464737.21   | 0.06%             | 2027-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                              | Wayfair LLC                                                                              | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250872.85    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International Ltd                                                            | Weatherford International Ltd                                                            | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149381.86    | 0.01%             | 2030-04-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2007-15 Trust                                     | Wells Fargo Mortgage Backed Securities 2007-15 Trust                                     | CUSIP: 949797AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1385190 | PA      | $1292746.31   | 0.05%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan 2007-PA6 Trust                                              | Wells Fargo Alternative Loan 2007-PA6 Trust                                              | CUSIP: 94985KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335284 | PA      | $309644.56    | 0.01%             | 2037-12-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C4                                           | Wells Fargo Commercial Mortgage Trust 2025-5C4                                           | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $2027235.02   | 0.08%             | 2030-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2907000 | PA      | $3177605.94   | 0.12%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3998000 | PA      | $4093354.30   | 0.15%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                                           | Wells Fargo Commercial Mortgage Trust 2017-C41                                           | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1643000 | PA      | $1565328.65   | 0.06%             | 2027-11-17      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                           | Wells Fargo Commercial Mortgage Trust 2018-C43                                           | CUSIP: 95001LAV4<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-CBDO         | CORP              | US        |  58800357 | PA      | $785831.49    | 0.03%             | 2051-03-17      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                                           | Wells Fargo Commercial Mortgage Trust 2019-C50                                           | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $1910629.16   | 0.07%             | 2029-04-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31419LYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5942 | PA      | $5885.29      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Limited                                                     | Horizon Aircraft Finance III Limited                                                     | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1156698 | PA      | $1052826.36   | 0.04%             | 2026-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation                                                     | HSI Asset Securitization Corporation                                                     | CUSIP: 44328AAA8<br>LEI: 2138004J9K5ER1VNP306 | Long             | ABS-CBDO         | CORP              | US        |   5248559 | PA      | $1475653.95   | 0.06%             | 2036-10-25      | Floating      | 1.41%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                                | HUB International Limited                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    260000 | PA      | $271753.98    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                       | Huntington Bancshares Incorporated                                                       | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    984000 | PA      | $1006649.91   | 0.04%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                       | Huntington Bancshares Incorporated                                                       | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1241832.29   | 0.05%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                                     | Husky Injection Molding Systems Ltd.                                                     | CUSIP: 44805RAA3<br>LEI: 5493003ZDHRVP2N4C109 | Long             | DBT              | CORP              | US        |    750000 | PA      | $784029.91    | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                                  | Hyundai Capital America                                                                  | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3947999.94   | 0.15%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                           | Wells Fargo Commercial Mortgage Trust 2020-C55                                           | CUSIP: 95002EBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1034000 | PA      | $925112.15    | 0.03%             | 2030-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                                           | Wells Fargo Commercial Mortgage Trust 2020-C58                                           | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2775751 | PA      | $2468855.74   | 0.09%             | 2030-09-17      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C60                                           | Wells Fargo Commercial Mortgage Trust 2021-C60                                           | CUSIP: 95003DBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1611000 | PA      | $1432991.27   | 0.05%             | 2031-04-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C61                                           | Wells Fargo Commercial Mortgage Trust 2021-C61                                           | CUSIP: 95003QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $889888.40    | 0.03%             | 2031-10-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                 | Wesco Distribution, Inc.                                                                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175667.41    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                          | Westinghouse Air Brake Technologies Corporation                                          | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1957000 | PA      | $1982060.75   | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                                    | Hyundai Auto Receivables Trust 2024-C                                                    | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1149654.31   | 0.04%             | 2028-10-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2023-1 I Ltd                                                                  | ICG US CLO 2023-1 I Ltd                                                                  | CUSIP: 449278AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.04%             | 2038-07-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                        | INEOS Finance PLC                                                                        | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255740.34    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                   | Icahn Enterprises L.P.                                                                   | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251979.35    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six Designated Activity Company                                         | Icon Investments Six Designated Activity Company                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1244393.16   | 0.05%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six Designated Activity Company                                         | Icon Investments Six Designated Activity Company                                         | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1225147.80   | 0.05%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                                    | Whirlpool Corporation                                                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250781.59    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                         | Willis Engine Structured Trust V                                                         | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3641702 | PA      | $3397708.40   | 0.13%             | 2028-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC                                                                     | Illuminate Buyer LLC                                                                     | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $487122.00    | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM4                                                   | Imperial Fund Mortgage Trust 2021-NQM4                                                   | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2306067.00   | 0.09%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Wind River 2021-1 CLO Ltd                                                                | Wind River 2021-1 CLO Ltd                                                                | CUSIP: 97314HAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $505101.50    | 0.02%             | 2037-07-20      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| IndyMac MBS, Inc.                                                                        | IndyMac MBS, Inc.                                                                        | CUSIP: 45660LQH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688833 | PA      | $527610.60    | 0.02%             | 2035-08-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| IndyMac MBS, Inc.                                                                        | IndyMac MBS, Inc.                                                                        | CUSIP: 45660LV97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137205 | PA      | $122866.36    | 0.00%             | 2036-01-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| IndyMac Bancorp, Inc.                                                                    | IndyMac Bancorp, Inc.                                                                    | CUSIP: 45660UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        59 | PA      | $56.56        | 0.00%             | 2032-01-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                                        | Installed Building Products, Inc.                                                        | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424259.99    | 0.02%             | 2028-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Meritage Homes Corporation                                                               | Meritage Homes Corporation                                                               | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1202290.32   | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group U.S. Holdings Inc.                                           | Merlin Entertainments Group U.S. Holdings Inc.                                           | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    845000 | PA      | $754560.23    | 0.03%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Capital Inc.                                                      | Merrill Lynch Mortgage Capital Inc.                                                      | CUSIP: 59020UL78<br>LEI: L6ZLCV6SY6K01EC4P845 | Long             | ABS-MBS          | CORP              | US        |     12542 | PA      | $11974.84     | 0.00%             | 2035-11-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Metis Merger Subordinated LLC                                                            | Metis Merger Subordinated LLC                                                            | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $157280.76    | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                                            | MetLife, Inc.                                                                            | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1743000 | PA      | $1790758.20   | 0.07%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower, LLC                                                             | Midwest Gaming Borrower, LLC                                                             | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |    405000 | PA      | $390092.12    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2017-1                                                     | Mill City Mortgage Loan Trust 2017-1                                                     | CUSIP: 59981HAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8210000 | PA      | $7392145.25   | 0.28%             | 2030-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                  | Minerva Luxembourg S.A.                                                                  | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216072.47    | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Minerva Merger Sub Inc                                                                   | Minerva Merger Sub Inc                                                                   | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $408313.28    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                                    | Miter Brands Acquisition Holdco, Inc.                                                    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $538684.42    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                     | Mitsubishi UFJ Financial Group, Inc.                                                     | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |   1986000 | PA      | $2040175.50   | 0.08%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                       | Molex Electronic Technologies, LLC                                                       | CUSIP: 60856BAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1947286.96   | 0.07%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-NUGS                                                 | Morgan Stanley Capital I Trust 2019-NUGS                                                 | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3663000 | PA      | $18315.00     | 0.00%             | 2036-12-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-HR8                                                  | Morgan Stanley Capital I Trust 2020-HR8                                                  | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1339054 | PA      | $1164890.88   | 0.04%             | 2030-03-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1028341.73   | 0.04%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1977249.70   | 0.07%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2007-2AX                                              | Morgan Stanley Mortgage Loan Trust 2007-2AX                                              | CUSIP: 61751TAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9630291 | PA      | $3319736.63   | 0.13%             | 2036-12-25      | Floating      | 1.07%                 | No            |                  2 | On Loan: No      |
| MortgageIT Mortgage Loan Trust 2006-1                                                    | MortgageIT Mortgage Loan Trust 2006-1                                                    | CUSIP: 61915RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497330 | PA      | $486541.03    | 0.02%             | 2035-12-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2019-2                                                           | Mosaic Solar Loan Trust 2019-2                                                           | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    474620 | PA      | $429364.70    | 0.02%             | 2032-05-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2018-1                                                           | Mosaic Solar Loan Trust 2018-1                                                           | CUSIP: 61946FAA3<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-CBDO         | CORP              | US        |    605315 | PA      | $575960.92    | 0.02%             | 2030-08-20      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                           | Mosaic Solar Loan Trust 2020-1                                                           | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    867765 | PA      | $758786.04    | 0.03%             | 2032-11-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-2                                                           | Mosaic Solar Loan Trust 2020-2                                                           | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    788771 | PA      | $644301.66    | 0.02%             | 2033-05-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418RXL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16194 | PA      | $16055.13     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418U4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2601 | PA      | $2577.04      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418UWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5595 | PA      | $5542.52      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418UWC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23471 | PA      | $23743.04     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418VFW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       113 | PA      | $112.91       | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418VSQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        29 | PA      | $28.70        | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 31418WCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         6 | PA      | $5.75         | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                               | Fertitta Entertainment LLC                                                               | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106207.54    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR1                                       | First Horizon Mortgage Pass-Through Trust 2006-AR1                                       | CUSIP: 32051GJ89<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |     38113 | PA      | $35747.28     | 0.00%             | 2036-02-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR1                                       | First Horizon Mortgage Pass-Through Trust 2006-AR1                                       | CUSIP: 32051GTX3<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |    187890 | PA      | $169169.40    | 0.01%             | 2035-10-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust 2007-FA4                             | First Horizon Alternative Mortgage Securities Trust 2007-FA4                             | CUSIP: 32052WAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7827097 | PA      | $2565806.14   | 0.10%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Industrial, L.P.                                                                   | First Industrial, L.P.                                                                   | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |   2501000 | PA      | $2531217.33   | 0.10%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                             | Fiserv, Inc.                                                                             | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1921243.71   | 0.07%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Company, LLC                                                    | Florida Gas Transmission Company, LLC                                                    | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    859000 | PA      | $879346.45    | 0.03%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                                      | Flowers Foods, Inc.                                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $2063642.21   | 0.08%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                 | Fortress Transportation And Infrastructure Investors LLC                                 | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251673.13    | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                    | Foundry JV Holdco LLC                                                                    | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017184.70   | 0.04%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Harborview Mortgage Loan Trust                                                           | Harborview Mortgage Loan Trust                                                           | CUSIP: 41161PMX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115500 | PA      | $86008.87     | 0.00%             | 2035-07-19      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC                                                                     | Hardee's Funding LLC                                                                     | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4662500 | PA      | $4613901.83   | 0.17%             | 2028-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I, L.P.                                                                | Harvest Midstream I, L.P.                                                                | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    495000 | PA      | $522864.90    | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                           | Helios Software Holdings, Inc.                                                           | CUSIP: 42329HAA6<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425911.70    | 0.02%             | 2028-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                                       | Herc Holdings Inc.                                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282689.14    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                          | Hess Infrastructure Partners LP                                                          | CUSIP: 428102AF4<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1425763.50   | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                          | Hess Infrastructure Partners LP                                                          | CUSIP: 428102AH0<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1044268.36   | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                                       | Hewlett Packard Enterprise Company                                                       | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4841000 | PA      | $4699182.42   | 0.18%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hexcel Corporation                                                                       | Hexcel Corporation                                                                       | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1183190.98   | 0.04%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hightower Holdings LLC                                                                   | Hightower Holdings LLC                                                                   | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $313947.35    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                                   | Hilcorp Energy I, L.P.                                                                   | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205678.53    | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                                    | Holcim Finance US LLC                                                                    | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    877000 | PA      | $888646.12    | 0.03%             | 2030-04-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| HOMES Trust                                                                              | HOMES Trust                                                                              | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4340280 | PA      | $4358493.15   | 0.16%             | 2068-02-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Limited                                                     | Horizon Aircraft Finance III Limited                                                     | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1925000 | PA      | $1914220.00   | 0.07%             | 2031-09-15      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| Motorola Solutions, Inc.                                                                 | Motorola Solutions, Inc.                                                                 | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1666167.68   | 0.06%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Movida Europe S.A.                                                                       | Movida Europe S.A.                                                                       | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460447.93    | 0.02%             | 2029-04-11      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: —       |
| Bear Stearns ARM Trust 2004-1                                                            | Bear Stearns ARM Trust 2004-1                                                            | CUSIP: 07384MSH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        42 | PA      | $40.96        | 0.00%             | 2033-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2004-1                                                            | Bear Stearns ARM Trust 2004-1                                                            | CUSIP: 07384MTN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2074 | PA      | $2019.26      | 0.00%             | 2033-04-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| C-BASS 2007-CB1 Trust                                                                    | C-BASS 2007-CB1 Trust                                                                    | CUSIP: 1248MGAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2486640 | PA      | $694781.21    | 0.03%             | 2037-01-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc.                                                                      | CCL Industries Inc.                                                                      | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | US        |   2149000 | PA      | $1992613.83   | 0.08%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank Of Commerce                                                       | Canadian Imperial Bank Of Commerce                                                       | CUSIP: 13607PVQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2027000 | PA      | $2071804.81   | 0.08%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2021-3, Ltd.                                                                  | Canyon CLO 2021-3, Ltd.                                                                  | CUSIP: 13875MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000598.00   | 0.04%             | 2034-07-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2021-4 Ltd                                                                    | Canyon CLO 2021-4 Ltd                                                                    | CUSIP: 13877QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000425.00   | 0.04%             | 2034-10-16      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO 2019-2 Ltd                                                            | Canyon Capital CLO 2019-2 Ltd                                                            | CUSIP: 13887WAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998382.00    | 0.04%             | 2034-10-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                    | Cheniere Energy, Inc.                                                                    | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022670.50   | 0.04%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                                    | Chile Electricity Lux MPC II S.a r.l.                                                    | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $603738.00    | 0.02%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity PEC SpA                                                                | Chile Electricity PEC SpA                                                                | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1704794 | PA      | $1494423.80   | 0.06%             | 2028-01-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    842000 | PA      | $823361.82    | 0.03%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1761573.63   | 0.07%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                       | Citigroup Mortgage Loan Trust Inc.                                                       | CUSIP: 17307GE61<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    739193 | PA      | $768406.16    | 0.03%             | 2035-11-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                       | Citigroup Mortgage Loan Trust Inc.                                                       | CUSIP: 17307GW79<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      5912 | PA      | $6017.97      | 0.00%             | 2035-10-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust, Series 2007-2                                        | Citicorp Mortgage Securities Trust, Series 2007-2                                        | CUSIP: 173107AC7<br>LEI: 549300ISEJNGWSXAKR30 | Long             | ABS-MBS          | CORP              | US        |    567171 | PA      | $519045.24    | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Series 2007 AHL3                                           | Citigroup Mortgage Loan Trust Series 2007 AHL3                                           | CUSIP: 17312GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    206844 | PA      | $143074.25    | 0.01%             | 2045-07-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2007-FS1                                                   | Citigroup Mortgage Loan Trust 2007-FS1                                                   | CUSIP: 17313EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1475720 | PA      | $1423005.35   | 0.05%             | 2037-10-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2018-RP1                                                   | Citigroup Mortgage Loan Trust 2018-RP1                                                   | CUSIP: 17326QAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1268084.10   | 0.05%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    976000 | PA      | $1021004.43   | 0.04%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                       | CyrusOne Data Centers Issuer I LLC                                                       | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2921967.00   | 0.11%             | 2029-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCLI Bidco LLC                                                                           | DCLI Bidco LLC                                                                           | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263297.54    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Company                                                                       | DTE Energy Company                                                                       | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $3164401.71   | 0.12%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                                       | DT Midstream, Inc.                                                                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1022866.92   | 0.04%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Dana Incorporated                                                                        | Dana Incorporated                                                                        | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120081.34    | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dana Incorporated                                                                        | Dana Incorporated                                                                        | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310775.00    | 0.01%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Dealer Tire, LLC                                                                         | Dealer Tire, LLC                                                                         | CUSIP: 24229JAA1<br>LEI: 549300XTS06OMOCRSE50 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250491.37    | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                              | Mozart Debt Merger Sub Inc.                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    540000 | PA      | $535841.54    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NBC Funding LLC                                                                          | NBC Funding LLC                                                                          | CUSIP: 62878YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3930000 | PA      | $3813258.96   | 0.14%             | 2026-07-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26037.02     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85689.43     | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                     | NCL Corporation Ltd.                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194093.62    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                                 | NGL Energy Operating LLC                                                                 | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151495.31    | 0.01%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                          | NGPL PipeCo LLC                                                                          | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2051036.37   | 0.08%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                         | NRG Energy, Inc.                                                                         | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303011.78    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NP SPE II LLC                                                                            | NP SPE II LLC                                                                            | CUSIP: 62946AAC8<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-CBDO         | CORP              | US        |   1526195 | PA      | $1439211.88   | 0.05%             | 2047-10-20      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                  | Nabors Industries, Inc.                                                                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315934.84    | 0.01%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Banque Nationale Du Canada                                                               | Banque Nationale Du Canada                                                               | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | US        |    715000 | PA      | $713763.77    | 0.03%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Company                                                                | National Fuel Gas Company                                                                | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    834000 | PA      | $853150.73    | 0.03%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |   2416000 | PA      | $2451234.94   | 0.09%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149181.33    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                      | Navient Corporation                                                                      | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156053.29    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital Corporation                                                       | Outfront Media Capital Corporation                                                       | CUSIP: 69007TAG9<br>LEI: 549300CVY0FI9ZKE7W77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211804.30    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                              | Oversea-Chinese Banking Corporation Limited                                              | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1392134.10   | 0.05%             | 2030-09-10      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| PSEG Power LLC                                                                           | PSEG Power LLC                                                                           | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $695543.98    | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                   | PT Pertamina (Persero)                                                                   | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980280.10    | 0.04%             | 2026-02-09      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| PRET 2024-NPL6, LLC                                                                      | PRET 2024-NPL6, LLC                                                                      | CUSIP: 69381QAA4<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-MBS          | CORP              | US        |  11601752 | PA      | $11559167.52  | 0.44%             | 2054-09-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                           | Pagaya AI Debt Selection Trust                                                           | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    197280 | PA      | $195561.63    | 0.01%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                                | Panther Escrow Issuer LLC                                                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $441629.31    | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                           | Park Intermediate Holdings LLC                                                           | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    730000 | PA      | $750468.94    | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Park Place Securities, Inc.                                                              | Park Place Securities, Inc.                                                              | CUSIP: 70069FLK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4213864.50   | 0.16%             | 2035-07-25      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                                     | Parkland Corporation                                                                     | CUSIP: 70137WAL2<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | US        |    290000 | PA      | $277749.78    | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Parkland Corporation                                                                     | Parkland Corporation                                                                     | CUSIP: N/A<br>LEI: 549300Q72GWZCL8MQC95       | Long             | DBT              | CORP              | US        |    290000 | PA      | $145.00       | 0.00%             | 2030-05-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Paychex, Inc.                                                                            | Paychex, Inc.                                                                            | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3812000 | PA      | $3911397.90   | 0.15%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment, Inc.                                                                 | PENN Entertainment, Inc.                                                                 | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $185361.65    | 0.01%             | 2029-07-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: —       |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    280000 | PA      | $268718.94    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    310000 | PA      | $329567.85    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                        | PennyMac Financial Services, Inc.                                                        | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189341.54    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                           | Penske Truck Leasing Co., L.P.                                                           | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   2011000 | PA      | $2057917.03   | 0.08%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                         | Permian Resources Operating, LLC                                                         | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    530000 | PA      | $549372.98    | 0.02%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                         | Permian Resources Operating, LLC                                                         | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1261479.04   | 0.05%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PT. Perusahaan Listrik Negara                                                            | PT. Perusahaan Listrik Negara                                                            | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396100.20    | 0.01%             | 2027-05-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $217005.00    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PetSmart, LLC                                                                            | PetSmart, LLC                                                                            | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $809010.89    | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PetSmart, LLC                                                                            | PetSmart, LLC                                                                            | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $486954.48    | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | Philip Morris International Inc.                                                         | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1976499.27   | 0.07%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | Philip Morris International Inc.                                                         | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1807323.23   | 0.07%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                             | Phillips Edison Grocery Center Operating Partnership I, L.P.                             | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   1524000 | PA      | $1566520.06   | 0.06%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                                                         | Pike Corporation                                                                         | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    255000 | PA      | $277539.88    | 0.01%             | 2031-01-31      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                      | Post Holdings, Inc.                                                                      | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    405000 | PA      | $408807.77    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Premier Entertainment Sub, LLC                                                           | Premier Entertainment Sub, LLC                                                           | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |    145000 | PA      | $82678.34     | 0.00%             | 2029-09-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Prime Mortgage Trust 2005-4                                                              | Prime Mortgage Trust 2005-4                                                              | CUSIP: 74160MDL3<br>LEI: 549300FSD8T39P5Q0O47 | Long             | ABS-MBS          | CORP              | US        |      2010 | PA      | $1913.00      | 0.00%             | 2034-02-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                    | Prime Security Services Borrower, LLC                                                    | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225515.18    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Primrose Funding LLC                                                                     | Primrose Funding LLC                                                                     | CUSIP: 74166YAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1519244.55   | 0.06%             | 2032-07-30      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings Inc.                                                                | Primo Water Holdings Inc.                                                                | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317347.40    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR2 Trust                                                     | Progress Residential 2024-SFR2 Trust                                                     | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5858473 | PA      | $5603480.21   | 0.21%             | 2029-04-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR6 Trust                                                     | Progress Residential 2021-SFR6 Trust                                                     | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1123219.95   | 0.04%             | 2026-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR6 Trust                                                     | Progress Residential 2021-SFR6 Trust                                                     | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1965149.20   | 0.07%             | 2026-07-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3 Trust                                                     | Progress Residential 2021-SFR3 Trust                                                     | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11764722.00  | 0.44%             | 2026-05-19      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                                              | Qorvo, Inc.                                                                              | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1083098.52   | 0.04%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                    | Quanta Services, Inc.                                                                    | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1967910.81   | 0.07%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Queen Mergerco, Inc.                                                                     | Queen Mergerco, Inc.                                                                     | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $196160.80    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                           | Quest Diagnostics Incorporated                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1968000 | PA      | $1959453.57   | 0.07%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                                  | Quikrete Holdings, Inc.                                                                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    430000 | PA      | $443557.59    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RALI Series 2007-QS7 Trust                                                               | RALI Series 2007-QS7 Trust                                                               | CUSIP: 74923WAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2216842 | PA      | $1859351.78   | 0.07%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RASC Series 2006-EMX9 Trust                                                              | RASC Series 2006-EMX9 Trust                                                              | CUSIP: 74924VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    728554 | PA      | $678307.91    | 0.03%             | 2036-09-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                                 | Radiology Partners, Inc.                                                                 | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    455000 | PA      | $456136.89    | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                                           | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65636.51     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Anywhere Real Estate Group LLC                                                           | Anywhere Real Estate Group LLC                                                           | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    235000 | PA      | $219435.68    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Realty Income Corporation                                                                | Realty Income Corporation                                                                | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1190638.56   | 0.04%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                | Regal Rexnord Corporation                                                                | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    799000 | PA      | $805648.48    | 0.03%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                | Regal Rexnord Corporation                                                                | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1190744.50   | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2006-3                                                | Renaissance Home Equity Loan Trust 2006-3                                                | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1983120 | PA      | $727296.99    | 0.03%             | 2036-08-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                          | Renesas Electronics Corporation                                                          | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | US        |   3813000 | PA      | $3688880.37   | 0.14%             | 2026-11-25      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Renew 20172                                                                              | Renew 20172                                                                              | CUSIP: 75973KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2503396 | PA      | $2276618.59   | 0.09%             | 2053-09-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2006-1                                                | Renaissance Home Equity Loan Trust 2006-1                                                | CUSIP: 759950GX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3373845 | PA      | $1498288.73   | 0.06%             | 2036-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Upbound Group, Inc.                                                                      | Upbound Group, Inc.                                                                      | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168197.80    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                           | Rentokil Terminix Funding, LLC                                                           | CUSIP: 760130AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1991000 | PA      | $2005978.69   | 0.08%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                  | Republic Services, Inc.                                                                  | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   3842000 | PA      | $3917321.64   | 0.15%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Trust 2025-3                                                | Research-Driven Pagaya Motor Trust 2025-3                                                | CUSIP: 76090QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2010531.20   | 0.08%             | 2027-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                         | Residential Accredit Loans, Inc.                                                         | CUSIP: 761118SD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3316025 | PA      | $2575660.83   | 0.10%             | 2036-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                         | Residential Accredit Loans, Inc.                                                         | CUSIP: 761118TB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3048735 | PA      | $2241932.36   | 0.08%             | 2036-01-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                                 | Retained Vantage Data Centers Issuer LLC                                                 | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3959083.60   | 0.15%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                                 | Retained Vantage Data Centers Issuer LLC                                                 | CUSIP: 76134KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2945538.90   | 0.11%             | 2028-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                              | Rio Tinto Finance (USA) plc                                                              | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1203550.44   | 0.05%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower, LLC                                                          | Rivers Enterprise Borrower, LLC                                                          | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $756554.86    | 0.03%             | 2033-02-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                                   | Rocket Companies, Inc.                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $254768.09    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies, Inc.                                                                   | Rocket Companies, Inc.                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $255849.87    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rollins, Inc.                                                                            | Rollins, Inc.                                                                            | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    883000 | PA      | $885963.71    | 0.03%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                              | Oversea-Chinese Banking Corporation Limited                                              | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1093819.65   | 0.04%             | 2030-09-10      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Owens Corning                                                                            | Owens Corning                                                                            | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1001658.90   | 0.04%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                  | PBF Holding Company LLC                                                                  | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105201.04    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRPM, LLC                                                                                | PRPM, LLC                                                                                | CUSIP: 69359XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2474550 | PA      | $2475272.67   | 0.09%             | 2025-10-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Frigorifico Concepcion S.A.                                                              | Frigorifico Concepcion S.A.                                                              | CUSIP: N/A<br>LEI: 529900Q6VZVL47QJCQ91       | Long             | DBT              | CORP              | US        |    400000 | PA      | $314530.55    | 0.01%             | 2028-07-21      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: —       |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |    800000 | PA      | $793000.00    | 0.03%             | 2026-05-03      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $197000.00    | 0.01%             | 2027-06-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica de Guatemala                                                    | Gobierno de la Republica de Guatemala                                                    | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | US        |    700000 | PA      | $694750.00    | 0.03%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1646356.11   | 0.06%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                    | Athene Global Funding                                                                    | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2348341.94   | 0.09%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                       | Athene Holding Ltd                                                                       | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1501454.33   | 0.06%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                                    | Atlassian Corporation                                                                    | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1658314.30   | 0.06%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                                         | AMC Entertainment Holdings, Inc.                                                         | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    135000 | PA      | $106393.70    | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| AMSR Trust                                                                               | AMSR Trust                                                                               | CUSIP: 00179VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2900022.60   | 0.11%             | 2026-08-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                               | AMSR Trust                                                                               | CUSIP: 00179VAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2415375.00   | 0.09%             | 2026-08-19      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                               | AMSR Trust                                                                               | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2909669.40   | 0.11%             | 2026-08-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                               | AMSR Trust                                                                               | CUSIP: 00179VAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1944345.20   | 0.07%             | 2026-08-19      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| APH Somerset Inv 2 LLC                                                                   | APH Somerset Inv 2 LLC                                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $163681.88    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AREIT 2024-CRE9 Ltd                                                                      | AREIT 2024-CRE9 Ltd                                                                      | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1820000 | PA      | $1813185.37   | 0.07%             | 2029-02-20      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                     | AREIT 2025-CRE10 LTD                                                                     | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2290000 | PA      | $2284991.77   | 0.09%             | 2038-07-19      | Floating      | 5.70%                 | No            |                  3 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3625215.20   | 0.14%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                                | AT&T Inc.                                                                                | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5738000 | PA      | $3888193.89   | 0.15%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer, LLC                                                                   | AAR Escrow Issuer, LLC                                                                   | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $321148.60    | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AASET 2024-1                                                                             | AASET 2024-1                                                                             | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2126967 | PA      | $2172058.86   | 0.08%             | 2031-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1                                                                             | AASET 2024-1                                                                             | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4785811 | PA      | $4771453.72   | 0.18%             | 2031-05-16      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| AASET 2021-2 Trust                                                                       | AASET 2021-2 Trust                                                                       | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1018644 | PA      | $931957.40    | 0.04%             | 2028-12-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2103000 | PA      | $1884527.95   | 0.07%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1140507.41   | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Academy, Ltd.                                                                            | Academy, Ltd.                                                                            | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    420000 | PA      | $420964.98    | 0.02%             | 2027-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165737.52    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Acrisure, LLC                                                                            | Acrisure, LLC                                                                            | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    415000 | PA      | $420848.66    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Company                                                                         | Acushnet Company                                                                         | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276366.24    | 0.01%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                                                  | Acuris Finance US, Inc.                                                                  | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $452796.25    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                          | AdaptHealth LLC                                                                          | CUSIP: 00653VAE1<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156891.86    | 0.01%             | 2030-03-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-V9 Mortgage Trust                                                         | Benchmark 2024-V9 Mortgage Trust                                                         | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2361000 | PA      | $2438351.55   | 0.09%             | 2029-08-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V11 Mortgage Trust                                                        | Benchmark 2024-V11 Mortgage Trust                                                        | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1964000 | PA      | $2055958.21   | 0.08%             | 2029-10-17      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                       | Berry Global, Inc.                                                                       | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1251514.86   | 0.05%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Berry Global Escrow Corporation                                                          | Berry Global Escrow Corporation                                                          | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $744092.70    | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Biogen Inc.                                                                              | Biogen Inc.                                                                              | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1917000 | PA      | $1950829.11   | 0.07%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                                  | Black Hills Corporation                                                                  | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1938374.10   | 0.07%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream, LLC                                                                | Blue Racer Midstream, LLC                                                                | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $551073.58    | 0.02%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXIII Ltd                                                               | BlueMountain CLO XXIII Ltd                                                               | CUSIP: 09629LAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000350.00   | 0.08%             | 2037-07-20      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C7 Mortgage Trust                                                              | BMO 2024-5C7 Mortgage Trust                                                              | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1563000 | PA      | $1611983.64   | 0.06%             | 2057-11-19      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Boston Gas Company                                                                       | Boston Gas Company                                                                       | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4869169.50   | 0.18%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                                          | Brand Industrial Services, Inc.                                                          | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96798.04     | 0.00%             | 2030-08-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2023-NQM5                                                | BRAVO Residential Funding Trust 2023-NQM5                                                | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6741112 | PA      | $6785917.93   | 0.26%             | 2063-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                              | Brighthouse Financial, Inc.                                                              | CUSIP: 10921U2E7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1079207.49   | 0.04%             | 2028-06-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $3976868.60   | 0.15%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Financial, Inc.                                                               | Brookfield Financial, Inc.                                                               | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | US        |   2072000 | PA      | $2022832.06   | 0.08%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                                      | Brown & Brown, Inc.                                                                      | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    833000 | PA      | $858959.11    | 0.03%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners, L.P.                                                                   | Buckeye Partners, L.P.                                                                   | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    730000 | PA      | $756062.69    | 0.03%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holding S A De C V                                                 | Buffalo Energy Mexico Holding S A De C V                                                 | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $618750.00    | 0.02%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320893.94    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                               | Builders FirstSource, Inc.                                                               | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278014.23    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                              | Bunge Limited Finance Corp.                                                              | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $2347997.25   | 0.09%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                                                        | Burlington Northern Santa Fe, LLC                                                        | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1335479.33   | 0.05%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                        | CCO Holdings, LLC                                                                        | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $548121.17    | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| COLT 2020-RPL1 Trust                                                                     | COLT 2020-RPL1 Trust                                                                     | CUSIP: 19687YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4257000 | PA      | $3166044.99   | 0.12%             | 2065-01-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Campbellsville Independent School District                                               | Campbellsville Independent School District                                               | CUSIP: 19736RAY7<br>LEI: 549300066YASG4MIU864 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2444537.50   | 0.09%             | 2035-01-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                                    | Comerica Incorporated                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1036725.79   | 0.04%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Comision Federal De Electricidad, E.P.E.                                                 | Comision Federal De Electricidad, E.P.E.                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393440.00    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                              | Commonwealth Edison Company                                                              | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $2014089.51   | 0.08%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CommScope, LLC.                                                                          | CommScope, LLC.                                                                          | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119099.39    | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Commscope Technologies LLC                                                               | Commscope Technologies LLC                                                               | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180274.59    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CommScope, LLC.                                                                          | CommScope, LLC.                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209303.73    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                             | Connecticut Avenue Securities Trust 2022-R04                                             | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $6180724.80   | 0.23%             | 2042-03-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R03                                             | Connecticut Avenue Securities Trust 2024-R03                                             | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6855314 | PA      | $6861034.25   | 0.26%             | 2027-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                                                        | Consolidated Communications, Inc.                                                        | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    430000 | PA      | $434811.21    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Company                                                                 | Consumers Energy Company                                                                 | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1193763.73   | 0.05%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coreweave, Inc.                                                                          | Coreweave, Inc.                                                                          | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $199363.49    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47498.88     | 0.00%             | 2029-01-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                        | Cornerstone Building Brands, Inc.                                                        | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    265000 | PA      | $244182.97    | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                                | Cougar JV Subsidiary, LLC                                                                | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $277248.02    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                                       | Credit Agricole SA                                                                       | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |   2188000 | PA      | $2260074.91   | 0.09%             | 2036-01-09      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                                     | Credit Suisse First Boston Mortgage Securities Corp.                                     | CUSIP: 22540VK43<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Long             | ABS-MBS          | CORP              | US        |      9954 | PA      | $9361.81      | 0.00%             | 2032-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                        | Crown Castle Inc.                                                                        | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4912787.50   | 0.19%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust 2006-6                                                        | CSMC Mortgage-Backed Trust 2006-6                                                        | CUSIP: 22942JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1264171 | PA      | $587500.96    | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSMC Series 2010-18R                                                                     | CSMC Series 2010-18R                                                                     | CUSIP: 22944JDG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194425 | PA      | $190535.87    | 0.01%             | 2038-04-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OA12                                                         | Alternative Loan Trust 2006-OA12                                                         | CUSIP: 23243AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497765 | PA      | $537234.26    | 0.02%             | 2046-09-20      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OA21                                                         | Alternative Loan Trust 2006-OA21                                                         | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929087 | PA      | $1726247.26   | 0.07%             | 2047-03-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ABBC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11953 | PA      | $11898.18     | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ABP45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3810 | PA      | $3791.32      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ABSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23054 | PA      | $22778.78     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ADFM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       369 | PA      | $367.88       | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ADPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       931 | PA      | $926.48       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138ADS48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       339 | PA      | $337.80       | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AFCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4290 | PA      | $4244.88      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AFKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2530 | PA      | $2517.53      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AFL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24086 | PA      | $23970.10     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AFXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1504 | PA      | $1496.84      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AFYC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1417 | PA      | $1410.15      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AGCP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1384 | PA      | $1377.20      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AGFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18796 | PA      | $18615.19     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AGKR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1075 | PA      | $1068.94      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AGNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52246 | PA      | $51673.95     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AGY93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       548 | PA      | $545.52       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AGZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17680 | PA      | $17592.01     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AJAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3959 | PA      | $3942.76      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | DE        |    700000 | PA      | $937602.09    | 0.04%             | 2036-03-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Stichting Administratiekantoor Unigel Creditors                                          | Stichting Administratiekantoor Unigel Creditors                                          | CUSIP: 860570100<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       261 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Stichting Administratiekantoor Unigel Creditors                                          | Stichting Administratiekantoor Unigel Creditors                                          | CUSIP: 860570118<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       711 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AJMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4741 | PA      | $4716.86      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AKAD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        56 | PA      | $55.95        | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AKS67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1562 | PA      | $1553.79      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AKXQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40003 | PA      | $39576.78     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AMA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6408 | PA      | $6373.43      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138AP3G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1006 | PA      | $1000.56      | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EG5C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1324 | PA      | $1317.35      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EGH72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        25 | PA      | $24.61        | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EGUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        66 | PA      | $65.60        | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EJ2M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11085 | PA      | $11026.28     | 0.00%             | 2026-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EJE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       191 | PA      | $190.02       | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EJKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6014 | PA      | $5985.01      | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138EJYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         5 | PA      | $4.91         | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jackson National Asset Management, LLC                                                   | JNL Government Money Market Fund - Class SL                                              | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5346358 | NS      | $5346357.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | BR        |   3200000 | PA      | $11301.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -300 | NC      | $-464728.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      7500 | NC      | $6806260.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       600 | NC      | $2733336.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |     -1100 | NC      | $-3157750.20  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -70 | NC      | $-386723.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer