# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001193125-25-296886
**Filing Date:** 2025-11
**Character Count:** 523707
**Document Hash:** 3ad0ebe5b4b86a153557f023f7321c8f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-296886.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001193125-25-296886

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Funds Trust
- **CENTRAL INDEX KEY:** 0001480207

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22378
- **FILM NUMBER:** 251520223

**BUSINESS ADDRESS:**
- **STREET 1:** 2002 N. TAMPA ST.,
- **STREET 2:** SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602
- **BUSINESS PHONE:** (813) 791-7333

**MAIL ADDRESS:**
- **STREET 1:** 2002 N. TAMPA ST.,
- **STREET 2:** SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

## Series and Classes Contracts Data

### DoubleLine Flexible Income Fund (Series ID: S000044832)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000139216 | Class I      | DFLEX           |
| C000139217 | Class N      | DLINX           |
| C000213588 | Class R6     | DFFLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DoubleLine Funds Trust

- **b. Investment Company Act file number:** 811-22378

- **c. CIK number of Registrant:** 0001480207

- **d. LEI of Registrant:** 549300MUFFXFRMY0RH66

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

  - **Street Address 1:** 2002 North Tampa Street

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

  - **Telephone number:** 813-791-7333

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

- **a. Name of Series:** DoubleLine Flexible Income Fund

- **b. EDGAR series identifier (if any):** S000044832

- **c. LEI of Series:** 5493009OEOOJK54WE413

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

- **a. Date of fiscal year-end:** 2026-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1397135290.86

**Total Liabilities:** $45638671.07

**Net Assets:** $1351496619.79

**Delayed Delivery Securities:** $7455177.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1001.000000000000 | **1-Year:** 39453.000000000000 | **5-Year:** 177549.000000000000 | **10-Year:** 72891.000000000000 | **30-Year:** 4305.000000000000

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

- **3-Month:** 702.000000000000 | **1-Year:** 22576.000000000000 | **5-Year:** 81185.000000000000 | **10-Year:** 22050.000000000000 | **30-Year:** 1879.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000139216 | 0.36%                | 0.92%                | 0.50%                |
| Class ID C000139217 | 0.45%                | 0.90%                | 0.36%                |
| Class ID C000213588 | 0.36%                | 0.93%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $164950.06               | $-639696.00                                |
| Month 2  | $312.44                  | $7668101.49                                |
| Month 3  | $304104.73               | $-227482.72                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                            | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACRISURE LLC / FIN INC                          | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73994.03     | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $215632.96    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                         | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy  | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198982 | PA      | $215345.32    | 0.02%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156807.38    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1974822 | PA      | $37.13        | 0.00%             | 2037-09-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                          | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103280.07    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2024-2 Ltd                                                        | CUSIP: 14318VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1011639.10   | 0.07%             | 2037-04-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                              | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3507280.35   | 0.26%             | 2035-01-20      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301809.38    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                         | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $153431.87    | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                   | Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4                    | CUSIP: 251513AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148232 | PA      | $129829.42    | 0.01%             | 2036-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210025.00    | 0.02%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $188323.27    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $187904.55    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2050000 | PA      | $2023313.10   | 0.15%             | 2042-08-19      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BNSL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4414977 | PA      | $4322504.10   | 0.32%             | 2052-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HKV76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1455226 | PA      | $1458281.71   | 0.11%             | 2054-09-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31423XMH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5983820 | PA      | $474347.62    | 0.04%             | 2035-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125877.60    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | IE        |    220000 | PA      | $228692.42    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                            | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155835.00    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                               | Generate CLO 12 Ltd                                                              | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005264.00   | 0.15%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                  | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1440000 | PA      | $1446209.28   | 0.11%             | 2038-11-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255946.28    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MENLO CLO                                       | Menlo CLO I Ltd                                                                  | CUSIP: 586915AA8<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5025696.50   | 0.37%             | 2038-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                  | Merrill Lynch Mortgage Investors Trust Series 2006-AF1                           | CUSIP: 59023RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533881 | PA      | $200158.33    | 0.01%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                  | Merrill Lynch Alternative Note Asset Trust Series 2007-F1                        | CUSIP: 59023YAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257782 | PA      | $82569.11     | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                        | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89642.98     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92344.77     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                          | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $230000.00    | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                               | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193692.45    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2115880.20   | 0.16%             | 2039-10-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                        | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    335000 | PA      | $350096.78    | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-6                                                | CUSIP: 92540JAD4<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4789417.40   | 0.35%             | 2069-07-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158724.02    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                     | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124024.88    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBE4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   3395899 | PA      | $17097.67     | 0.00%             | 2049-11-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    500000 | PA      | $454785.00    | 0.03%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                         | Rutas 2 & 7 Finance Ltd                                                          | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   1173333 | PA      | $895458.50    | 0.07%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                         | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: BT4410523<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    972614 | PA      | $987905.92    | 0.07%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                            | Raizen Fuels Finance SA                                                          | CUSIP: YV7792240<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | BR        |    500000 | PA      | $460925.00    | 0.03%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    173405 | PA      | $173707.84    | 0.01%             | 2031-07-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     75831 | PA      | $76053.27     | 0.01%             | 2031-07-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| FORTREA INC                                     | Fortrea Holdings Inc                                                             | CUSIP: 34965PAD8<br>LEI: 5493000FIVFABOVCDU97 | Long             | LON              | CORP              | US        |     15332 | PA      | $14249.18     | 0.00%             | 2030-07-01      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57356 | PA      | $57188.57     | 0.00%             | 2026-08-19      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| VESTIS CORP                                     | Vestis Corp                                                                      | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    555531 | PA      | $524977.03    | 0.04%             | 2031-02-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                         | Light & Wonder International Inc                                                 | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    229165 | PA      | $230096.14    | 0.02%             | 2029-04-16      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Golden State Foods LLC                          | Golden State Foods LLC, Senior Secured First Lien Term Loan                      | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    477533 | PA      | $479307.25    | 0.04%             | 2031-12-04      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                    | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1006585 | PA      | $928574.98    | 0.07%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                 | Gen Digital Inc, Senior Secured First Lien Term Loan                             | CUSIP: 66877AAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    635000 | PA      | $633095.00    | 0.05%             | 2032-04-16      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                     | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    303438 | PA      | $307863.14    | 0.02%             | 2030-03-29      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                            | Boots Group Finco LP                                                             | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    435000 | PA      | $436720.43    | 0.03%             | 2032-08-30      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS                        | First Advantage Holdings LLC                                                     | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    396598 | PA      | $388046.89    | 0.03%             | 2031-10-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                               | Curium Bidco Sarl                                                                | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |     65545 | PA      | $65653.69     | 0.00%             | 2031-08-07      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS                      | Lummus Technology Holdings V LLC                                                 | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    446899 | PA      | $448456.07    | 0.03%             | 2029-12-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                             | Resideo Funding Inc                                                              | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    750000 | PA      | $751173.75    | 0.06%             | 2032-08-13      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| MEADE PIPELINE CO LLC                           | Meade Pipeline Co LLC                                                            | CUSIP: N/A<br>LEI: 254900UZE9CEDHUYSZ47       | Long             | LON              | CORP              | US        |    495000 | PA      | $495309.38    | 0.04%             | 2032-09-22      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                 | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1244944 | PA      | $1236799.45   | 0.09%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: BU6194684<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1350000 | PA      | $1380712.50   | 0.10%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: AN8135104<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $398000.00    | 0.03%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2024-SFR1 Trust                                                             | CUSIP: 00179CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2775000 | PA      | $2690143.00   | 0.20%             | 2041-07-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                          | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $247320.96    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                        | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $268100.53    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    280000 | PA      | $293823.80    | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    904275 | PA      | $904087.23    | 0.07%             | 2038-12-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $528190.85    | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                    | CD 2017-CD3 Mortgage Trust                                                       | CUSIP: 12515GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7846555 | PA      | $70181.16     | 0.01%             | 2050-02-10      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1765564 | PA      | $38.84        | 0.00%             | 2049-02-10      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    430000 | PA      | $318185.15    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Series 2011-12R                                                             | CUSIP: 12645VCA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148164 | PA      | $148397.15    | 0.01%             | 2036-07-27      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                  | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1908437 | PA      | $1946178.41   | 0.14%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135994.12    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage and Asset Re                  | Deutsche Mortgage & Asset Receiving Corp                                         | CUSIP: 25160HAC9<br>LEI: 529900JBPP7HAVCM8C23 | Long             | ABS-MBS          | CORP              | US        |     84244 | PA      | $71555.48     | 0.01%             | 2037-07-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                             | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79302.32     | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                 | ExteNet Issuer LLC                                                               | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1553671.20   | 0.11%             | 2054-07-25      | Fixed         | 9.05%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2017-KF30 Mortgage Trust                                                   | CUSIP: 30296EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700066 | PA      | $694662.81    | 0.05%             | 2027-03-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1907466 | PA      | $1843724.12   | 0.14%             | 2029-10-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DSWA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4325597 | PA      | $4457077.54   | 0.33%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BVLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5053895 | PA      | $5071954.98   | 0.38%             | 2055-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FTUF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1203733 | PA      | $1170213.75   | 0.09%             | 2050-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1907201 | PA      | $1988314.56   | 0.15%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5195419 | PA      | $5262679.05   | 0.39%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31423X2C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8483231 | PA      | $1508836.02   | 0.11%             | 2052-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31423YL64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15747756 | PA      | $1446205.92   | 0.11%             | 2042-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                            | GCAT 2019-NQM3 Trust                                                             | CUSIP: 36167VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $444985.05    | 0.03%             | 2059-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                           | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    445000 | PA      | $452739.44    | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                   | GoldenTree Loan Management US CLO 21 Ltd                                         | CUSIP: 38139AAN1<br>LEI: 9845004E2AE056868254 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1011140.40   | 0.07%             | 2037-07-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381L5N8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19583040 | PA      | $1447887.71   | 0.11%             | 2066-07-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381MFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20350485 | PA      | $1454086.96   | 0.11%             | 2066-03-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382HA34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12477446 | PA      | $523034.59    | 0.04%             | 2050-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WSF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4115867 | PA      | $762182.80    | 0.06%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383DRS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10525692 | PA      | $51875.87     | 0.00%             | 2051-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383DZH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7029659 | PA      | $665643.29    | 0.05%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301641.34    | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                             | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415488.04    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4802026 | PA      | $18544.94     | 0.00%             | 2049-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                               | PRPM 2025-4 LLC                                                                  | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6794597 | PA      | $6815661.24   | 0.50%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                   | RFMSI Series 2006-S8 Trust                                                       | CUSIP: 74957XAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250755 | PA      | $1807461.21   | 0.13%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS12 Trust                                                      | CUSIP: 751151AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223920 | PA      | $181922.08    | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $149837.78    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd                           | Rockland Park CLO Ltd                                                            | CUSIP: 773663AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5019500.00   | 0.37%             | 2038-07-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SSI ABS Issuer LLC                              | SSI ABS-2025-1 Issuer LLC                                                        | CUSIP: 78475CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    739140 | PA      | $749824.29    | 0.06%             | 2065-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147181.33    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270246.94    | 0.02%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                             | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339226.47    | 0.03%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STDIO Commercial Mortgage Trus                  | STDIO Commercial Mortgage Trust 2025-RLGH                                        | CUSIP: 85781AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1013000 | PA      | $1015241.57   | 0.08%             | 2038-09-15      | Variable      | 5.72%                 | No            |                  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        |   4000000 | PA      | $4014674.00   | 0.30%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                        | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $128538.24    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223081.50    | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80040.78     | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                  | Tesla Sustainable Energy Trust 2024-1                                            | CUSIP: 88164AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1514656.35   | 0.11%             | 2050-06-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                         | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69750 | PA      | $69890.11     | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                      | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24508.71     | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1400000 | PA      | $1364650.00   | 0.10%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                            | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148846.05    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                  | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144835.60    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2017-1 CLO Ltd                                             | CUSIP: 97315TAJ1<br>LEI: 254900W8N6WOFX1LSH24 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005430.60   | 0.15%             | 2036-04-18      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                         | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140049.70    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                         | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | ZA        |    700000 | PA      | $734175.49    | 0.05%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST                                 | Energuate Trust                                                                  | CUSIP: AN3844965<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $900000.00    | 0.07%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERNATIONL SA                        | Ultrapar International SA                                                        | CUSIP: QZ7451151<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $199647.87    | 0.01%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    194704 | PA      | $192468.55    | 0.01%             | 2027-03-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                        | Cornerstone OnDemand Inc                                                         | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    235429 | PA      | $227373.99    | 0.02%             | 2028-10-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                        | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    387798 | PA      | $390888.35    | 0.03%             | 2029-06-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    650085 | PA      | $650497.35    | 0.05%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                        | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    359872 | PA      | $362488.09    | 0.03%             | 2031-02-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                    | Cotiviti Inc                                                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   2443017 | PA      | $2404331.45   | 0.18%             | 2031-05-01      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                | CPI Holdco B LLC                                                                 | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    563988 | PA      | $563987.50    | 0.04%             | 2031-05-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| TAMKO BUILDING PRODUCTS INC                     | Tamko Building Products LLC                                                      | CUSIP: 87510EAD1<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |     91480 | PA      | $91851.26     | 0.01%             | 2030-09-20      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| TAMKO BUILDING PRODUCTS INC                     | Tamko Building Products LLC                                                      | CUSIP: 87510EAD1<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |     91480 | PA      | $91851.26     | 0.01%             | 2030-09-20      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| TAMKO BUILDING PRODUCTS INC                     | Tamko Building Products LLC                                                      | CUSIP: 87510EAD1<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |     45283 | PA      | $45466.37     | 0.00%             | 2030-09-20      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| TAMKO BUILDING PRODUCTS INC                     | Tamko Building Products LLC                                                      | CUSIP: 87510EAD1<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |     45740 | PA      | $45925.63     | 0.00%             | 2030-09-20      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                          | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   2900981 | PA      | $2909988.79   | 0.22%             | 2028-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                        | Clearwater Analytics LLC                                                         | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    400000 | PA      | $401500.00    | 0.03%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                  | GBT US III LLC                                                                   | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    278600 | PA      | $279533.31    | 0.02%             | 2031-07-28      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                   | GFL ES US LLC                                                                    | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    800000 | PA      | $800800.00    | 0.06%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                    | Focus Financial Partners LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   1479490 | PA      | $1481516.94   | 0.11%             | 2031-09-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                              | Tecta America Corp                                                               | CUSIP: N/A<br>LEI: 54930083ULRH07WCC129       | Long             | LON              | CORP              | US        |    520000 | PA      | $522600.00    | 0.04%             | 2032-02-18      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| WHITEWATER MATTERHORN HO                        | WhiteWater Matterhorn Holdings LLC                                               | CUSIP: N/A<br>LEI: 2138009J7G187M6C4Q91       | Long             | LON              | CORP              | US        |    160000 | PA      | $160100.00    | 0.01%             | 2032-06-16      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                          | Colossus Acquireco LLC                                                           | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1455000 | PA      | $1447725.00   | 0.11%             | 2032-07-30      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                               | Curium Bidco Sarl                                                                | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |     44150 | PA      | $44223.97     | 0.00%             | 2031-08-07      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43117LAH6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1575146 | PA      | $1576138.02   | 0.12%             | 2028-04-21      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                           | Qnity Electronics Inc                                                            | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |   1115000 | PA      | $1116393.75   | 0.08%             | 2032-08-12      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    905000 | PA      | $905045.25    | 0.07%             | 2032-08-13      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                     | Cencosud SA                                                                      | CUSIP: AO3440754<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    800000 | PA      | $801482.40    | 0.06%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FERMACA ENTERPRISES S RL                        | Fermaca Enterprises S de RL de CV                                                | CUSIP: EK2545086<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |    523010 | PA      | $530889.65    | 0.04%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ADANIREN KODSOPAR WARSOM                        | Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | CUSIP: ZR9553994<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    417500 | PA      | $355855.08    | 0.03%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                        | Adani Electricity Mumbai Ltd                                                     | CUSIP: BQ5241923<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $367550.56    | 0.03%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                         | Reliance Industries Ltd                                                          | CUSIP: AQ1070327<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $494618.36    | 0.04%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                              | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $225141.34    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                  | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137204.47    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1494172 | PA      | $1499530.60   | 0.11%             | 2030-03-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-LBA                                                                | CUSIP: 05609BAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320000 | PA      | $1318245.72   | 0.10%             | 2036-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368155 | PA      | $367673.18    | 0.03%             | 2036-09-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    785000 | PA      | $785466.29    | 0.06%             | 2039-07-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $372175.64    | 0.03%             | 2031-04-22      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    600000 | PA      | $623425.33    | 0.05%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                         | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $413300.00    | 0.03%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                        | Bear Stearns ALT-A Trust 2006-4                                                  | CUSIP: 073871AR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    619542 | PA      | $450932.62    | 0.03%             | 2036-08-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2024-C10 Mortgage Trust                                                      | CUSIP: 096920AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3457000 | PA      | $401776.34    | 0.03%             | 2057-11-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1082862 | PA      | $1088068.49   | 0.08%             | 2042-08-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67653.20     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                              | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   1150377 | PA      | $1039653.22   | 0.08%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                              | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92880.45     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                          | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    339480 | PA      | $2190.91      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAU1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2996281.50   | 0.22%             | 2031-01-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2165398 | PA      | $13133.57     | 0.00%             | 2049-07-10      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $70953.75     | 0.01%             | 2031-07-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $221833.77    | 0.02%             | 2029-10-15      | None          | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134856.44    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                        | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    693355 | PA      | $741474.02    | 0.05%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58166 | PA      | $58021.30     | 0.00%             | 2053-09-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                          | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312570.10    | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                        | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $122245.21    | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2020-B22 Mortgage Trust                                                | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5694628 | PA      | $356579.95    | 0.03%             | 2054-01-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1563329.70   | 0.12%             | 2058-08-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAU8<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004259.70   | 0.07%             | 2030-11-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO XXIII Ltd                                                       | CUSIP: 09629LAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2544222.50   | 0.19%             | 2037-07-20      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37957526 | PA      | $484349.41    | 0.04%             | 2051-08-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                           | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $196742.74    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2005-HYB9                                        | CUSIP: 126670JY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82531 | PA      | $71679.22     | 0.01%             | 2036-02-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2018-HCLV Mortgage Trust                                                    | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2228000 | PA      | $701820.00    | 0.05%             | 2033-09-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                  | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9                     | CUSIP: 2254586G8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154393 | PA      | $76077.00     | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                  | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470EW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355721 | PA      | $123908.31    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                  | Crown City CLO VI                                                                | CUSIP: 22823EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4068387.60   | 0.30%             | 2037-07-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2021-C20 Commercial Mortgage Trust                                         | CUSIP: 22945EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18269000 | PA      | $1241067.98   | 0.09%             | 2054-03-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                        | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $329343.68    | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                           | FMC GMSR Issuer Trust                                                            | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7692187.20   | 0.57%             | 2026-07-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B6QP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3713765 | PA      | $3608689.56   | 0.27%             | 2049-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BBGH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6384561 | PA      | $838486.97    | 0.06%             | 2050-08-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $753029.89    | 0.06%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                         | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    365000 | PA      | $381950.95    | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDBU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4892043 | PA      | $786412.60    | 0.06%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BF7C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7648445 | PA      | $936526.79    | 0.07%             | 2046-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BSEF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3237041 | PA      | $3258624.75   | 0.24%             | 2054-06-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FXFB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3791493 | PA      | $571781.75    | 0.04%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HHQ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2563303 | PA      | $2580813.80   | 0.19%             | 2054-12-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HKRV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11597004 | PA      | $1455838.06   | 0.11%             | 2041-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                           | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1180000 | PA      | $1172711.14   | 0.09%             | 2042-08-17      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                         | Loanpal Solar Loan 2021-1 Ltd                                                    | CUSIP: 53948PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    884260 | PA      | $602699.88    | 0.04%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31424UNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19129836 | PA      | $1007997.71   | 0.07%             | 2037-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $4351329.10   | 0.32%             | 2044-02-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381JAV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12218060 | PA      | $821021.85    | 0.06%             | 2063-05-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383UVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2824216 | PA      | $379385.38    | 0.03%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  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        |   3500000 | PA      | $3515624.35   | 0.26%             | 2034-10-17      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd                        | Marble Point CLO XIX Ltd                                                         | CUSIP: 56607KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5017598.00   | 0.37%             | 2038-10-19      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                            | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56425.33     | 0.00%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1454419.89   | 0.11%             | 2039-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                  | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2286416.93   | 0.17%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103428.78    | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HIG RCP Trust                                   | HIG RCP 2023-FL1 LLC                                                             | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1820639 | PA      | $1828206.97   | 0.14%             | 2038-09-19      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2218000 | PA      | $2211734.15   | 0.16%             | 2036-10-16      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192554.55    | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                              | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54707.94     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL16                                                                    | CUSIP: 55287EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2091484.50   | 0.15%             | 2039-11-18      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Merit                                           | MHP 2021-STOR                                                                    | CUSIP: 55293BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $670332.32    | 0.05%             | 2038-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                               | PRPM 2025-NQM4 Trust                                                             | CUSIP: 69392VAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2012860.00   | 0.15%             | 2070-07-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                           | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $176939.06    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106422.03    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2022-3                                                    | CUSIP: 57109NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759378 | PA      | $761288.94    | 0.06%             | 2032-11-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                          | Mosaic Solar Loan Trust 2025-1                                                   | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2170388 | PA      | $2154974.20   | 0.16%             | 2050-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                       | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105672.84    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     89465 | PA      | $87603.00     | 0.01%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2023-FL12 LLC                                   | CUSIP: 75575AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    980000 | PA      | $987367.64    | 0.07%             | 2038-05-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                  | Residential Mortgage Loan Trust 2020-1                                           | CUSIP: 76119CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5507656.48   | 0.41%             | 2060-01-26      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                               | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $415751.89    | 0.03%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                        | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316237.59    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                  | Structured Asset Securities Corp Mortgage Loan Trust 2007-OSI                    | CUSIP: 863619AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6496491 | PA      | $4327105.60   | 0.32%             | 2037-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162167.48    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2021-3 Ltd                                                     | CUSIP: 69688FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3013035.60   | 0.22%             | 2038-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2021-FL4 Issuer Ltd                                                         | CUSIP: 87276WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1160000 | PA      | $1161063.72   | 0.09%             | 2038-03-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                         | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $195811.72    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Parkland Corp Escrow                            | Parkland Corp Escrow                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |    125000 | PA      | $62.50        | 0.00%             | 2030-05-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PIKE CORP                                       | Pike Corp                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107399.70    | 0.01%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2014-2 CLO Ltd                                             | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1855583.00   | 0.14%             | 2031-01-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                  | Transocean International Ltd                                                     | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89943.72     | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                    | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132355.08    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                     | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684000 | PA      | $694576.21    | 0.05%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87147.86     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107447.80    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187184.67    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                        | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $32475.00     | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AE4<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $7542267.96   | 0.56%             | 2070-05-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3865623.50   | 0.29%             | 2066-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                           | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108979.10    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    720000 | PA      | $749123.07    | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                        | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $252488.43    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                      | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516000 | PA      | $539308.13    | 0.04%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                          | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $451447.54    | 0.03%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                              | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440858.78    | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2021-1 Ltd                                                              | CUSIP: 92918QAU4<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1206428.16   | 0.09%             | 2034-07-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                             | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $184225.80    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Trust                   | Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust                     | CUSIP: 9497EYAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4534286 | PA      | $3325728.75   | 0.25%             | 2037-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429171 | PA      | $4.29         | 0.00%             | 2058-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30448.96     | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69391.65     | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                              | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $208388.00    | 0.02%             | 2035-10-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                            | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135800.00    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790000 | PA      | $1798307.03   | 0.13%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2017-C38                                   | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12808694 | PA      | $136027.05    | 0.01%             | 2050-07-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXXII Ltd                                                        | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7512953.25   | 0.56%             | 2034-10-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                        | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456437.33    | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  48243827 | PA      | $1514349.62   | 0.11%             | 2058-01-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                          | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    285000 | PA      | $295641.38    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| XPO INC                                         | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225207.56    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERS                        | Ziggo Financing Partnership                                                      | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    975000 | PA      | $973610.63    | 0.07%             | 2028-04-28      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157481.40    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                              | Subway Funding LLC                                                               | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992500 | PA      | $992262.89    | 0.07%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mor                  | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $682926.92    | 0.05%             | 2039-12-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY                  | Tiaa Clo III Ltd                                                                 | CUSIP: 87272HAC4<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1500435.00   | 0.11%             | 2031-01-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    492526 | PA      | $494151.15    | 0.04%             | 2027-03-09      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                        | Virgin Media Bristol LLC                                                         | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |    610000 | PA      | $602375.00    | 0.04%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2014-3 CLO Ltd                                                        | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1505324.10   | 0.11%             | 2031-10-22      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2018-1 Clo Ltd                                             | CUSIP: 88432VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1508576.85   | 0.11%             | 2030-07-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    273909 | PA      | $271531.52    | 0.02%             | 2030-11-29      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |    792501 | PA      | $788538.18    | 0.06%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $192149.82    | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232332.75    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $114717.28    | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    869805 | PA      | $788193.32    | 0.06%             | 2049-03-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| OVG BUSINESS SERVICES                           | Ovg Business Services LLC                                                        | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    646746 | PA      | $647150.13    | 0.05%             | 2031-06-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                        | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    453761 | PA      | $454924.72    | 0.03%             | 2029-06-27      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126528.00    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                         | Warwick Capital CLO 1 Ltd                                                        | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.37%             | 2038-10-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                              | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    390801 | PA      | $389662.26    | 0.03%             | 2031-02-18      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    340852 | PA      | $340389.79    | 0.03%             | 2031-03-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW                           | Madison Safety & Flow LLC                                                        | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    194327 | PA      | $194793.26    | 0.01%             | 2031-09-26      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    126182 | PA      | $126592.54    | 0.01%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                  | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197484 | PA      | $178305.01    | 0.01%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LBC6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   1563965 | PA      | $2403.35      | 0.00%             | 2059-03-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    210000 | PA      | $208929.00    | 0.02%             | 2030-09-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PART                        | Southern Veterinary Partners LLC                                                 | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    903212 | PA      | $902557.67    | 0.07%             | 2031-12-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                        | Adani Electricity Mumbai Ltd                                                     | CUSIP: ZP9004422<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    649000 | PA      | $612378.10    | 0.05%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                             | Cosan Luxembourg SA                                                              | CUSIP: AZ7914288<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $197548.04    | 0.01%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                    | PetSmart LLC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    445000 | PA      | $438883.48    | 0.03%             | 2032-08-18      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                        | Starwood Property Mortgage LLC                                                   | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    325000 | PA      | $325914.88    | 0.02%             | 2032-09-24      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                | Guara Norte Sarl                                                                 | CUSIP: BN9870989<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |    153658 | PA      | $150623.70    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                          | Millicom International Cellular SA                                               | CUSIP: AX6986878<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   1170000 | PA      | $1181653.20   | 0.09%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS                      | Virtus Investment Partners Inc                                                   | CUSIP: N/A<br>LEI: 549300HWF93HB8BDM648       | Long             | LON              | CORP              | US        |    275000 | PA      | $275343.75    | 0.02%             | 2032-09-27      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                             | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |    854136 | PA      | $856941.64    | 0.06%             | 2029-03-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                             | Braskem Netherlands Finance BV                                                   | CUSIP: ZQ3579112<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |    500000 | PA      | $188805.00    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                              | Banco de Bogota SA                                                               | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    800000 | PA      | $810318.40    | 0.06%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                           | Minerva Luxembourg SA                                                            | CUSIP: AQ3244920<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | BR        |    250000 | PA      | $250315.00    | 0.02%             | 2028-01-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     62116 | PA      | $47829.32     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: EJ5486794<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $200835.00    | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: JK9639853<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $299250.00    | 0.02%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1197389 | PA      | $1180625.18   | 0.09%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    756428 | PA      | $718417.38    | 0.05%             | 2027-12-23      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                        | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAH2<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |     65000 | PA      | $7068.75      | 0.00%             | 2029-10-01      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                                | Sedgwick Claims Management Services Inc                                          | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    501212 | PA      | $501134.81    | 0.04%             | 2031-07-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                            | Paraguay Government International Bond                                           | CUSIP: AM9786683<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    543000 | PA      | $548391.99    | 0.04%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | LON              | CORP              | LU        |    245078 | PA      | $220754.00    | 0.02%             | 2029-11-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    387012 | PA      | $388515.84    | 0.03%             | 2029-02-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| PACIFIC DENTAL SERVICES                         | Pacific Dental Services Inc                                                      | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    439673 | PA      | $439855.07    | 0.03%             | 2031-03-17      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                          | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    721198 | PA      | $716690.53    | 0.05%             | 2030-03-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    397347 | PA      | $377811.05    | 0.03%             | 2029-09-10      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SA                     | ION Trading Technologies Sarl                                                    | CUSIP: L5582BAZ0<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | LON              | CORP              | LU        |    220460 | PA      | $220701.04    | 0.02%             | 2028-04-03      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                            | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    711300 | PA      | $711176.02    | 0.05%             | 2029-03-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                             | Allspring Buyer LLC                                                              | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    747127 | PA      | $749323.63    | 0.06%             | 2030-11-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS 2019-BWAY Mortgage Trust                                                   | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $17587.50     | 0.00%             | 2034-11-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                        | ABG Intermediate Holdings 2 LLC                                                  | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     54588 | PA      | $54549.02     | 0.00%             | 2028-12-21      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | Acrisure LLC                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   2155965 | PA      | $2154962.90   | 0.16%             | 2030-11-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS                        | Freeport LNG Investments LLLP                                                    | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    667527 | PA      | $668661.77    | 0.05%             | 2028-12-21      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                               | Phoenix Newco Inc                                                                | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    800663 | PA      | $802248.03    | 0.06%             | 2028-11-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2023-2 Ltd                                               | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2509780.00   | 0.19%             | 2038-07-18      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288000 | PA      | $288963.99    | 0.02%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                           | HUB International Ltd                                                            | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    800348 | PA      | $802421.12    | 0.06%             | 2030-06-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     53298 | PA      | $53188.83     | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR15                                                                 | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12997473 | PA      | $654589.15    | 0.05%             | 2058-07-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131142.01    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    863725 | PA      | $864165.50    | 0.06%             | 2032-02-10      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| APPLE BIDCO LLC                                 | Apple Bidco LLC                                                                  | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   1508421 | PA      | $1509967.32   | 0.11%             | 2031-09-23      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    180000 | PA      | $143810.10    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BALLY'S CORP                                    | Bally's Corp                                                                     | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    344187 | PA      | $335151.81    | 0.02%             | 2028-10-02      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                     | Opal US LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1195000 | PA      | $1199630.63   | 0.09%             | 2032-04-23      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: N/A<br>LEI: 549300TP80QLITMSBP82       | Long             | LON              | CORP              | US        |    195000 | PA      | $196194.38    | 0.01%             | 2032-06-02      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    205000 | PA      | $211374.48    | 0.02%             | 2033-05-31      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                            | Flutter Financing BV                                                             | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    405000 | PA      | $405198.45    | 0.03%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                           | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $397266.33    | 0.03%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | Acrisure LLC                                                                     | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    360000 | PA      | $360300.60    | 0.03%             | 2032-06-21      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                         | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    480000 | PA      | $479700.00    | 0.04%             | 2028-06-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                             | Medline Borrower LP                                                              | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    677183 | PA      | $677555.63    | 0.05%             | 2030-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                               | Curium Bidco Sarl                                                                | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |     19617 | PA      | $19649.85     | 0.00%             | 2031-08-07      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                           | Tiger Acquisition LLC                                                            | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    693613 | PA      | $692250.37    | 0.05%             | 2032-08-23      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: ZP6620006<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $196420.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                        | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    372360 | PA      | $368990.10    | 0.03%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                    | Peru LNG Srl                                                                     | CUSIP: AR7830417<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    600080 | PA      | $576310.11    | 0.04%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN                        | Prumo Participacoes e Investimentos S/A                                          | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1215779 | PA      | $1241459.91   | 0.09%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                           | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                       | CUSIP: BQ7344964<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    400000 | PA      | $382794.00    | 0.03%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                        | Telefonica Celular del Paraguay SA                                               | CUSIP: AX9193928<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |     95000 | PA      | $94714.05     | 0.01%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763111<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $354323.88    | 0.03%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BN7410036<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $623790.44    | 0.05%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                           | Freeport Indonesia PT                                                            | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    900000 | PA      | $906372.00    | 0.07%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                         | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51947.40     | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2025-SFR1 Trust                                                             | CUSIP: 00182MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9348937.00   | 0.69%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2006-23CB                                                 | CUSIP: 02147RAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527134 | PA      | $150796.63    | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                            | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119503.52    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                           | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $172223.37    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95090.47     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO                                   | Anthelion CLO 2025-1 Ltd                                                         | CUSIP: 03676GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004518.70   | 0.07%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Sec                  | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14889197 | PA      | $506363.73    | 0.04%             | 2053-05-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2023-C19                                                    | CUSIP: 05553RAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809000 | PA      | $829634.35    | 0.06%             | 2056-04-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1104000 | PA      | $1097852.38   | 0.08%             | 2057-09-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $509864.03    | 0.04%             | 2036-06-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1358000 | PA      | $1358184.14   | 0.10%             | 2036-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX 2021-MFM1                                                                     | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $1085181.63   | 0.08%             | 2034-01-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2025-1 Ltd                                               | CUSIP: 05686CAJ2<br>LEI: 254900S1SCKP6SJYG009 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005832.40   | 0.07%             | 2038-04-23      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR15                                                                 | CUSIP: 065924BG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $664624.03    | 0.05%             | 2058-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                           | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15051.60     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4663916 | PA      | $214925.37    | 0.02%             | 2058-06-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748956 | PA      | $753111.98    | 0.06%             | 2039-08-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $236032.28    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-14                                          | CUSIP: 12544DAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238061 | PA      | $126568.02    | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                              | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185209.98    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                              | Century Plaza Towers 2019-CPT                                                    | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $984384.18    | 0.07%             | 2039-11-13      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-75CB                                                 | CUSIP: 12668AF83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197285 | PA      | $131986.84    | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    335000 | PA      | $330170.91    | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                              | CAL Funding IV Ltd                                                               | CUSIP: 12807CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    572500 | PA      | $548360.19    | 0.04%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2014-1 Ltd                                                    | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2012499.20   | 0.15%             | 2031-01-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2012-1 R Ltd                                                  | CUSIP: 13876JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003214.40   | 0.07%             | 2030-07-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $493635.96    | 0.04%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2020-2 Ltd                                                        | CUSIP: 14315GBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $506038.85    | 0.04%             | 2035-01-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2023-3 Ltd                                                        | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.15%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5800075 | PA      | $21265.97     | 0.00%             | 2049-05-10      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                             | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $85134.93     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222394.28    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1541600.40   | 0.11%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III                  | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2527745.00   | 0.19%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                          | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $313335.00    | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1767230 | PA      | $1835719.31   | 0.14%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                     | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426089.83    | 0.03%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                          | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | ZA        |   1600000 | PA      | $1548612.08   | 0.11%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                  | Apidos Loan Fund 2024-1 Ltd                                                      | CUSIP: 037986AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5013963.50   | 0.37%             | 2038-10-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1706977.99   | 0.13%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1059195.80   | 0.08%             | 2054-11-20      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain Fuji US Clo II Ltd                                                  | CUSIP: 09629EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002875.90   | 0.07%             | 2030-10-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273309.34    | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                    | ELP Commercial Mortgage Trust 2021-ELP                                           | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1416200 | PA      | $1415022.39   | 0.10%             | 2038-11-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ABWA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5206232 | PA      | $5103644.13   | 0.38%             | 2043-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2024-R05                                     | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10054818.00  | 0.74%             | 2044-07-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2021-C20 Commercial Mortgage Trust                                         | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31600463 | PA      | $1262542.80   | 0.09%             | 2054-03-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                          | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    165105 | PA      | $7477.99      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Dividend Solar Loans LLC                        | Dividend Solar Loans 2018-1 LLC                                                  | CUSIP: 255396AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801470 | PA      | $741184.84    | 0.05%             | 2038-07-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AVRG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6600426 | PA      | $810183.12    | 0.06%             | 2047-03-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XND43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4454093 | PA      | $4655902.50   | 0.34%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-NQM3                                                                   | CUSIP: 26846YAF5<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |   1405000 | PA      | $1417283.49   | 0.10%             | 2070-08-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $231199.50    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   1013668 | PA      | $13.38        | 0.00%             | 2048-11-10      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382HGU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5739469 | PA      | $798837.63    | 0.06%             | 2050-07-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382KUK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3128796 | PA      | $536189.33    | 0.04%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38384GZ78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3595249 | PA      | $556948.96    | 0.04%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                  | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2191651.00   | 0.16%             | 2039-07-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                 | HGI CRE CLO 2021-FL1 Ltd                                                         | CUSIP: 40441LAJ5<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1403103.80   | 0.10%             | 2036-06-16      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                        | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304222.50    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1046000 | PA      | $877061.06    | 0.06%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1500000 | PA      | $1112253.00   | 0.08%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                | Eldridge CLO 2025-1 Ltd                                                          | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500000.00    | 0.04%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Jol Air                                         | JOL Air Ltd                                                                      | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | US        |    665590 | PA      | $663504.41    | 0.05%             | 2044-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101512.70    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LFT CRE LLC                                     | LFT CRE 2021-FL1 Ltd                                                             | CUSIP: 50203JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    633860 | PA      | $635345.40    | 0.05%             | 2039-06-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                        | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137688.53    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Luminace ABS-2022 Issuer, LLC                   | Luminace Abs-2024 Issuer LLC                                                     | CUSIP: 55026NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    719586 | PA      | $719993.65    | 0.05%             | 2031-10-30      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2022-1                                                    | CUSIP: 57109KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577574 | PA      | $569873.52    | 0.04%             | 2032-04-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BTSG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1864995 | PA      | $1873335.65   | 0.14%             | 2054-11-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BTWP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3917883 | PA      | $3931199.68   | 0.29%             | 2053-09-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                              | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $236692.52    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                     | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60369.17     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BVVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6313456 | PA      | $6373896.31   | 0.47%             | 2054-08-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H4TL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7617416 | PA      | $1082093.52   | 0.08%             | 2050-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                        | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $138598.38    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                          | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163791.04    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225636.75    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $410336.82    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108883.11    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                       | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174583.68    | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14180000 | PA      | $13932423.44  | 1.03%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                  | Vallourec SACA                                                                   | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $240010.88    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2019-2                                    | CUSIP: 92257NAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997839 | PA      | $837191.44    | 0.06%             | 2049-07-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2001875.72   | 0.15%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| ONGC VIDESH VANKORNEFT                          | ONGC Videsh Vankorneft Pte Ltd                                                   | CUSIP: LW9384923<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $696504.06    | 0.05%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    324999 | PA      | $330687.72    | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                           | Minerva Luxembourg SA                                                            | CUSIP: ZI7819140<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $439517.47    | 0.03%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENDURE DIGITAL INC                              | Newfold Digital Holdings Group Inc                                               | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    195538 | PA      | $102999.44    | 0.01%             | 2028-02-10      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                     | Enviri Corp                                                                      | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |    743909 | PA      | $744221.53    | 0.06%             | 2028-03-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                          | Lumen Technologies Inc                                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1217800 | PA      | $1211881.02   | 0.09%             | 2029-04-16      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    920433 | PA      | $920631.22    | 0.07%             | 2031-06-17      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                        | Graham Packaging Co Inc                                                          | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    904299 | PA      | $905316.22    | 0.07%             | 2027-08-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HKV68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3852553 | PA      | $3860642.73   | 0.29%             | 2054-09-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 31427MG96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5302464 | PA      | $5394667.40   | 0.40%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                           | Kenan Advantage Group Inc/The                                                    | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    795719 | PA      | $787014.04    | 0.06%             | 2029-01-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    838291 | PA      | $837813.24    | 0.06%             | 2031-05-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                           | Acuris Finance US Inc                                                            | CUSIP: 00510DAF1<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    555069 | PA      | $555934.73    | 0.04%             | 2028-02-16      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    323375 | PA      | $279989.39    | 0.02%             | 2031-10-07      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                  | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  22367002 | NS      | $22367002.18  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corportation Trust 2021-IP                                | CUSIP: 36262MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $373389.53    | 0.03%             | 2036-10-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                     | McAfee Corp                                                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    620172 | PA      | $594202.50    | 0.04%             | 2029-03-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                            | Ascend Learning, LLC, Senior Secured First Lien Term Loan                        | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1204194 | PA      | $1204254.25   | 0.09%             | 2028-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382KWT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31736770 | PA      | $4870334.29   | 0.36%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12592132 | PA      | $1908716.61   | 0.14%             | 2050-12-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                 | HGI CRE CLO 2021-FL2 Ltd                                                         | CUSIP: 40390JAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2030000 | PA      | $2032998.31   | 0.15%             | 2036-09-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161128.86    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    325000 | PA      | $321038.25    | 0.02%             | 2030-10-08      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC                                                                  | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    355000 | PA      | $357138.88    | 0.03%             | 2032-05-06      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2005-A15                                  | CUSIP: 45660L4H9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1488663 | PA      | $491843.88    | 0.04%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227768 | PA      | $2.66         | 0.00%             | 2048-08-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| LAVENDER US HOLDCO 1 INC                        | Lavender US HoldCo 1 Inc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    400000 | PA      | $400750.00    | 0.03%             | 2032-09-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                        | Banco Continental SAECA                                                          | CUSIP: BM9109232<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |    900000 | PA      | $897164.78    | 0.07%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                             | Banco Industrial SA/Guatemala                                                    | CUSIP: BN7034463<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |    900000 | PA      | $898650.00    | 0.07%             | 2031-01-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: AZ2756130<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204596.20    | 0.02%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157914.13    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                  | Lstar Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941271 | PA      | $357.31       | 0.00%             | 2049-03-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                   | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340575.70    | 0.03%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                         | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    635000 | PA      | $636504.95    | 0.05%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                        | Empresas Publicas de Medellin ESP                                                | CUSIP: BK4385310<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    800000 | PA      | $746954.56    | 0.06%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: AZ3417070<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $586564.86    | 0.04%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                  | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10987729 | PA      | $84953.83     | 0.01%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                  | MASTR Adjustable Rate Mortgages Trust 2006-2                                     | CUSIP: 576438AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67831 | PA      | $31406.34     | 0.00%             | 2036-04-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                               | Medco Laurel Tree Pte Ltd                                                        | CUSIP: BS2398870<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $200746.49    | 0.01%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                          | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209579.24    | 0.02%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120031.51    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                        | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $288968.35    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                         | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $226133.16    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2006-2                                        | CUSIP: 61748HVY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268564 | PA      | $149028.80    | 0.01%             | 2036-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90522.07     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Novastar Home Equity Loan                       | NovaStar Mortgage Funding Trust Series 2006-3                                    | CUSIP: 66988WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9213149 | PA      | $4260259.47   | 0.32%             | 2036-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                               | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268660.63    | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40                  | Octagon Investment Partners 40 Ltd                                               | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $489085.55    | 0.04%             | 2035-01-20      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                        | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    235000 | PA      | $233688.49    | 0.02%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5122000 | PA      | $5019593.29   | 0.37%             | 2038-10-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                  | Apidos Clo LIV                                                                   | CUSIP: 03771RAA9<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3009059.40   | 0.22%             | 2038-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                      | Opal Bidco SAS                                                                   | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $317944.06    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1095083 | PA      | $1097447.15   | 0.08%             | 2039-09-17      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                        | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117227.55    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential 2024-SFR3 Trust                                             | CUSIP: 74331VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5669173.80   | 0.42%             | 2041-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                  | Upland CLO Ltd                                                                   | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499340.90    | 0.04%             | 2031-04-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-3                                              | CUSIP: 91679LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212111 | PA      | $210948.77    | 0.02%             | 2031-07-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Selection Trust 2021-3                                            | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1015777 | PA      | $1000719.18   | 0.07%             | 2029-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                            | Peace Park CLO Ltd                                                               | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2006708.00   | 0.15%             | 2038-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106553.16    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1000000 | PA      | $997108.80    | 0.07%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1331588 | PA      | $1319834.66   | 0.10%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                  | VCAT 2025-NPL1 LLC                                                               | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6433858 | PA      | $6452454.44   | 0.48%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VASA Trust                                      | VASA Trust 2021-VASA                                                             | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $739663.01    | 0.05%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                  | VCAT 2025 NPL2 LLC                                                               | CUSIP: 92243PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6549670 | PA      | $6565662.16   | 0.49%             | 2055-01-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                            | Alpha Generation LLC                                                             | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    850807 | PA      | $850700.56    | 0.06%             | 2031-09-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                          | Arsenal AIC Parent LLC, Senior Secured First Lien Term Loan                      | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114151 | PA      | $114294.07    | 0.01%             | 2030-08-18      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                              | Pinnacle Buyer LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37097 | PA      | $37189.51     | 0.00%             | 2032-09-13      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                        | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $593754.00    | 0.04%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $412965.45    | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                        | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $95053.13     | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                        | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $515323.88    | 0.04%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                            | QTS Issuer ABS I LLC                                                             | CUSIP: 74690DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2535612.00   | 0.19%             | 2055-05-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                           | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2988756.00   | 0.22%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                        | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $31937.50     | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279743.28    | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                        | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111408.82    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180270.18    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1063198 | PA      | $1066912.55   | 0.08%             | 2038-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                    | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |    320000 | PA      | $308836.83    | 0.02%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105681.87    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    205000 | PA      | $180969.96    | 0.01%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                             | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355365.65    | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                   | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | MC        |   1792726 | PA      | $1753241.15   | 0.13%             | 2046-10-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XVIII Ltd                                                        | CUSIP: 83609TAG2<br>LEI: 549300G09B8CGBRMLL31 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498026.85    | 0.04%             | 2031-01-21      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVII Ltd                                                        | CUSIP: 83611VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4988269.50   | 0.37%             | 2034-10-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                  | Soundview Home Loan Trust 2007-OPT1                                              | CUSIP: 83612TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4005767 | PA      | $2674248.84   | 0.20%             | 2037-06-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIV                                                             | CUSIP: 83614NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $952612.60    | 0.07%             | 2034-10-25      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXXII Ltd                                                        | CUSIP: 83616AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3375000 | PA      | $3306584.36   | 0.24%             | 2034-10-25      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225463.92    | 0.02%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                             | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92406.66     | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR A D R            | STICHTING ADMINISTRATIEKANTOOR A D R                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       711 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                            | CUSIP: 871044AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1523259.75   | 0.11%             | 2054-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                            | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1034083.40   | 0.08%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1504000.50   | 0.11%             | 2039-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                         | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89152.95     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36213.59     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                    | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337591.90    | 0.02%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2325000 | PA      | $2213368.85   | 0.16%             | 2051-10-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $272141.16    | 0.02%             | 2051-10-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    650000 | PA      | $651007.50    | 0.05%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1183564.43   | 0.09%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25810000 | PA      | $1805394.01   | 0.13%             | 2058-09-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2019-III Ltd                                                        | CUSIP: 12554VBE5<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1012017.40   | 0.07%             | 2038-01-16      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13386555 | PA      | $13203965.07  | 0.98%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                      | Uniti Fiber Abs Issuer Llc                                                       | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2576155.00   | 0.19%             | 2055-04-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust Series 2025-ST6                                   | CUSIP: 91533QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000288.40   | 0.15%             | 2032-10-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2025-3                                              | CUSIP: 91684FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2643751.83   | 0.20%             | 2035-09-20      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158279 | PA      | $2.42         | 0.00%             | 2048-02-10      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2024-4                                                            | CUSIP: 142914AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $506344.40    | 0.04%             | 2037-07-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                 | VMC Finance 2019-FL3 LLC                                                         | CUSIP: 91834PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    997302 | PA      | $999142.64    | 0.07%             | 2036-09-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-1                                                | CUSIP: 92540TAD2<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |   6125000 | PA      | $6245435.88   | 0.46%             | 2070-01-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant Clo III Ltd                                                              | CUSIP: 92557UAY3<br>LEI: 54930073XIEUISQCY218 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501650.00    | 0.04%             | 2031-10-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                      | Vivint Solar Financing V LLC                                                     | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4116783 | PA      | $3947841.85   | 0.29%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                           | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    400000 | PA      | $412999.08    | 0.03%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $573761.78    | 0.04%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                  | WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust                    | CUSIP: 92927XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620872 | PA      | $545492.60    | 0.04%             | 2037-06-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust   | CUSIP: 93934FMF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412249 | PA      | $408631.75    | 0.03%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAD3<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $904876.38    | 0.07%             | 2070-06-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                     | Columbia Cent CLO 27 Ltd                                                         | CUSIP: 19736RAY7<br>LEI: 549300066YASG4MIU864 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501427.85    | 0.04%             | 2035-01-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46757.01     | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503197.95    | 0.04%             | 2049-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                        | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86951.26     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                        | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315415.99    | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-C28                                   | CUSIP: 94989JBF2<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |     23173 | PA      | $23004.98     | 0.00%             | 2048-05-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-C31                                   | CUSIP: 94989WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1349016 | PA      | $29.41        | 0.00%             | 2048-11-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24532.01     | 0.00%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                         | DataBank Issuer II LLC                                                           | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3013326.00   | 0.22%             | 2055-09-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179921.90    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                        | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $236101.21    | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2021-4 CLO Ltd                                                        | CUSIP: 97316UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000217.70   | 0.07%             | 2035-01-20      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                        | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155497.71    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $77971.37     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                   | Mexarrend SAPI de CV                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $4500.00      | 0.00%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                        | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $123191.21    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                  | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234852.98    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2022-FL11 LLC                                                                | CUSIP: 054980AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1607496.00   | 0.12%             | 2039-03-19      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $737940.00    | 0.05%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                        | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1400000 | PA      | $1377714.80   | 0.10%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2018-BNK11                                                                  | CUSIP: 06540TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  57000864 | PA      | $608261.92    | 0.05%             | 2061-03-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                   | CoreLogic Inc                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    485166 | PA      | $486076.18    | 0.04%             | 2028-06-02      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC                                                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    554340 | PA      | $555443.44    | 0.04%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2017-BNK5                                                                   | CUSIP: 06541WAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8631944 | PA      | $115771.63    | 0.01%             | 2060-06-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                           | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63532.80     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                      | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $35043.40     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2108122.80   | 0.16%             | 2036-11-16      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     78838 | PA      | $75060.94     | 0.01%             | 2027-12-17      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    902786 | PA      | $902505.69    | 0.07%             | 2029-01-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                          | AthenaHealth Group Inc                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   2119311 | PA      | $2117763.63   | 0.16%             | 2029-02-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    117519 | PA      | $117863.15    | 0.01%             | 2031-07-01      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    634194 | PA      | $631692.47    | 0.05%             | 2028-01-18      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS INC                             | WEC US Holdings Inc                                                              | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    460350 | PA      | $461019.81    | 0.03%             | 2031-01-27      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDR26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2555941 | PA      | $430766.51    | 0.03%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BPPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2894892 | PA      | $422639.23    | 0.03%             | 2050-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BTMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2339421 | PA      | $2348353.16   | 0.17%             | 2054-11-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BUGR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2743198 | PA      | $2756556.89   | 0.20%             | 2054-06-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                        | NGL Energy Operating LLC                                                         | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    545000 | PA      | $546362.50    | 0.04%             | 2031-02-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1500202.50   | 0.11%             | 2031-02-10      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    375000 | PA      | $376125.00    | 0.03%             | 2028-08-23      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    575827 | PA      | $576831.57    | 0.04%             | 2029-03-19      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                           | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152298.75    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13773000 | PA      | $2305484.51   | 0.17%             | 2062-02-15      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                               | Par Petroleum LLC                                                                | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |     83089 | PA      | $83097.72     | 0.01%             | 2030-02-28      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    145838 | PA      | $146871.68    | 0.01%             | 2031-05-01      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                         | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146041.39    | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2013-GC13                                           | CUSIP: 36198EAS4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2141150.00   | 0.16%             | 2046-07-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                  | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2440625 | PA      | $8336.69      | 0.00%             | 2058-05-10      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                              | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3517100.30   | 0.26%             | 2035-01-20      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134514.80    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2016-KF18 Mortgage Trust                                                   | CUSIP: 30294VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639609 | PA      | $637370.23    | 0.05%             | 2026-05-25      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                  | Proofpoint Inc                                                                   | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1763274 | PA      | $1772390.63   | 0.13%             | 2028-08-31      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    145000 | PA      | $144021.25    | 0.01%             | 2032-06-17      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3235471 | PA      | $521218.22    | 0.04%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1538855 | PA      | $1555961.39   | 0.12%             | 2055-06-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                        | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    891483 | PA      | $892151.84    | 0.07%             | 2031-07-09      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                              | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    293863 | PA      | $293006.32    | 0.02%             | 2031-02-18      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $881265.26    | 0.07%             | 2041-05-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $228461.92    | 0.02%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380RWA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26356395 | PA      | $1915145.25   | 0.14%             | 2062-12-16      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381HU41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23900923 | PA      | $1648960.54   | 0.12%             | 2064-08-16      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381HYW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  46273129 | PA      | $2539714.58   | 0.19%             | 2064-09-16      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381LVU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8494727 | PA      | $549746.44    | 0.04%             | 2065-10-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3142GRFM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4335400 | PA      | $4495214.53   | 0.33%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                            | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6452000 | PA      | $6334909.10   | 0.47%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-C27                                   | CUSIP: 94989DBC2<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |     99105 | PA      | $87854.41     | 0.01%             | 2048-02-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | CUSIP: 95001FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1803893 | PA      | $25223.66     | 0.00%             | 2060-01-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381MAS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9684264 | PA      | $567487.19    | 0.04%             | 2067-08-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FKL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  66584800 | PA      | $179119.77    | 0.01%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2021-3 CLO Ltd                                                        | CUSIP: 97316DAW6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1012633.50   | 0.07%             | 2038-04-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    165000 | PA      | $158319.98    | 0.01%             | 2029-01-22      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    425300 | PA      | $427131.22    | 0.03%             | 2028-08-21      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                        | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    529650 | PA      | $532014.89    | 0.04%             | 2030-05-28      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38385DG67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8840917 | PA      | $1292863.00   | 0.10%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $613329.48    | 0.05%             | 2059-10-27      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                           | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147559.68    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1049000 | PA      | $966144.74    | 0.07%             | 2032-05-05      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   3197500 | PA      | $3183680.41   | 0.24%             | 2039-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM XIV LP                                                                       | CUSIP: 50184VAU8<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | US        |   3175000 | PA      | $3240321.50   | 0.24%             | 2031-07-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                      | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  22367002 | NS      | $22367002.18  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $191259.94    | 0.01%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152448.90    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84685.04     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                  | Park Avenue Institutional Advisers CLO Ltd 2021-2                                | CUSIP: 70018QAG0<br>LEI: 529900TR2RUYEEXPKF94 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502474.90    | 0.04%             | 2034-07-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127439.04    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250996.57    | 0.02%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                               | PRPM 2025-3                                                                      | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4658365 | PA      | $4672407.17   | 0.35%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $215490.00    | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2014-2 CLO Ltd                                             | CUSIP: 88390AAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4021136.00   | 0.30%             | 2031-01-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| XHR LP                                          | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    630000 | PA      | $648095.49    | 0.05%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                          | DBS Group Holdings Ltd                                                           | CUSIP: BO3306350<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   1700000 | PA      | $1680482.44   | 0.12%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    379882 | PA      | $361750.14    | 0.03%             | 2028-04-12      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| EAB GLOBAL INC                                  | EAB Global Inc                                                                   | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |    549306 | PA      | $536602.89    | 0.04%             | 2030-08-16      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    152755 | PA      | $145436.02    | 0.01%             | 2027-12-17      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49894 | PA      | $49991.45     | 0.00%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    100412 | PA      | $100474.85    | 0.01%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    646491 | PA      | $644606.39    | 0.05%             | 2026-08-19      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                        | White Cap Supply Holdings LLC                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    948236 | PA      | $949502.39    | 0.07%             | 2029-10-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ECOVYST CATALYST TECHNOL                        | Ecovyst Catalyst Technologies LLC                                                | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    649765 | PA      | $650070.60    | 0.05%             | 2031-06-12      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| ECOVYST CATALYST TECHNOL                        | Ecovyst Catalyst Technologies LLC                                                | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    250624 | PA      | $250741.51    | 0.02%             | 2031-06-12      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                            | Pretzel Parent, Inc., Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    139650 | PA      | $139781.27    | 0.01%             | 2031-10-01      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS IN                        | Construction Partners Inc                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    477600 | PA      | $479374.28    | 0.04%             | 2031-11-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQUISITION PA                        | GIP Pilot Acquisition Partners LP                                                | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    150994 | PA      | $151088.44    | 0.01%             | 2030-10-04      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    159895 | PA      | $159566.49    | 0.01%             | 2032-02-26      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                               | Kaman Corporation, Senior Secured First Lien Delayed Draw Loan                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76293 | PA      | $76136.32     | 0.01%             | 2032-02-26      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                               | Primo Brands Corp                                                                | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1133193 | PA      | $1134280.87   | 0.08%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                          | Castle US Holding Corp                                                           | CUSIP: 14852DAJ0<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |    118394 | PA      | $55448.15     | 0.00%             | 2030-05-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS                         | Grant Thornton Advisors LLC                                                      | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    255000 | PA      | $254923.50    | 0.02%             | 2031-05-30      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                           | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    538650 | PA      | $541679.91    | 0.04%             | 2032-05-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                | Pregis TopCo LLC                                                                 | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    459982 | PA      | $463670.70    | 0.03%             | 2029-02-01      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| COMPASS POWER GENERATION                        | Compass Power Generation LLC                                                     | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |    461872 | PA      | $465625.17    | 0.03%             | 2029-04-16      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |   1210000 | PA      | $1212268.75   | 0.09%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                  | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1500000 | PA      | $1498627.50   | 0.11%             | 2032-07-16      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                  | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    587367 | PA      | $591508.27    | 0.04%             | 2028-02-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    602236 | PA      | $605192.69    | 0.04%             | 2031-03-24      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| DEEP BLUE OPERATING I LL                        | Deep Blue Operating I LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    515000 | PA      | $516287.50    | 0.04%             | 2032-09-17      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                          | Banco GNB Sudameris SA                                                           | CUSIP: BP0859119<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $299426.80    | 0.02%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZF1238137<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    900000 | PA      | $981896.40    | 0.07%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                 | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $1793816.28   | 0.13%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                               | Cometa Energia SA de CV                                                          | CUSIP: AS3189436<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    454800 | PA      | $475685.78    | 0.04%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                                 | GNL Quintero SA                                                                  | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    235400 | PA      | $235913.64    | 0.02%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                           | Intercorp Financial Services Inc                                                 | CUSIP: AP5716067<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PE        |    800000 | PA      | $796198.64    | 0.06%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                | Wipro IT Services LLC                                                            | CUSIP: BQ1012856<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $195967.29    | 0.01%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763095<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    500000 | PA      | $479639.81    | 0.04%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                            | JSW Hydro Energy Ltd                                                             | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |   1420000 | PA      | $1346287.80   | 0.10%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                       | Corpay Technologies Operating Co LLC                                             | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    868759 | PA      | $868355.41    | 0.06%             | 2028-04-28      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                      | Trident TPI Holdings, Inc., Senior Secured First Lien Term Loan                  | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    309604 | PA      | $304605.43    | 0.02%             | 2028-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                          | Amentum Holdings, Inc., Senior Secured First Lien Term Loan                      | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    412425 | PA      | $412876.61    | 0.03%             | 2031-09-29      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BCP VI SUMMIT HOLDINGS L                        | BCP VI Summit Holdings LP                                                        | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |    525000 | PA      | $528037.13    | 0.04%             | 2032-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                        | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    106929 | PA      | $107091.33    | 0.01%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                        | Zelis Payments Buyer Inc                                                         | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    747049 | PA      | $747982.43    | 0.06%             | 2031-11-26      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                             | Ascend Learning LLC                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    182767 | PA      | $182775.75    | 0.01%             | 2028-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    600000 | PA      | $600609.00    | 0.04%             | 2032-09-17      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                             | United Airlines Inc                                                              | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    360487 | PA      | $362064.24    | 0.03%             | 2031-02-24      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAC4<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     24414 | PA      | $23750.50     | 0.00%             | 2028-12-18      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                 | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $90684.46     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    500000 | PA      | $454785.00    | 0.03%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $250802.25    | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196791.78    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272012 | PA      | $159674.31    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                   | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711621 | PA      | $712150.26    | 0.05%             | 2041-03-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  56157006 | PA      | $788758.84    | 0.06%             | 2055-01-15      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1018246.20   | 0.08%             | 2054-11-20      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-HY1                                         | CUSIP: 12544EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284139 | PA      | $266267.72    | 0.02%             | 2037-04-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $465367.18    | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93450.73     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98393.97     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $321429.15    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                        | Dividend Solar Loans 2018-2 LLC                                                  | CUSIP: 255387AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550533 | PA      | $507082.81    | 0.04%             | 2038-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 68 CLO Ltd                                                                | CUSIP: 26252QAQ5<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002682.40   | 0.07%             | 2035-07-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $88803.75     | 0.01%             | 2031-07-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                      | GSCG Trust 2019-600C                                                             | CUSIP: 36260TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2377000 | PA      | $100108.54    | 0.01%             | 2034-09-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                       | GPMT 2021-FL4 Ltd                                                                | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $993650.00    | 0.07%             | 2036-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                         | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    825000 | PA      | $853370.10    | 0.06%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381LWG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7186918 | PA      | $553497.63    | 0.04%             | 2066-03-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JXM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24874050 | PA      | $426734.23    | 0.03%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38384JX58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3049606 | PA      | $562865.54    | 0.04%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143778.77    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                           | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200812.00    | 0.01%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2005-S3                                                 | CUSIP: 466247ZP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401115 | PA      | $169593.49    | 0.01%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    816878 | PA      | $799016.83    | 0.06%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money M                  | JPMorgan US Government Money Market Fund                                         | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  22367002 | NS      | $22367002.18  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF 2022-Fl3 Ltd                               | KREF 2022-FL3 Ltd                                                                | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | US        |    948410 | PA      | $949893.22    | 0.07%             | 2039-02-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159244.10    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                | Lamar Media Corp                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $313076.59    | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                     | Legacy Mortgage Asset Trust 2021-GS1                                             | CUSIP: 52474JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3721905 | PA      | $3724586.17   | 0.28%             | 2066-10-25      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2006-1                                                     | CUSIP: 52520MEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103407 | PA      | $46920.43     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98604.25     | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    195000 | PA      | $179156.25    | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2950000 | PA      | $2946111.90   | 0.22%             | 2036-10-16      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1380000 | PA      | $1389607.56   | 0.10%             | 2039-03-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                            | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181848.42    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90061.43     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                          | Nassau Cos of New York/The                                                       | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $173767.20    | 0.01%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89548.18     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999838.00    | 0.07%             | 2036-11-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000553.60   | 0.07%             | 2034-07-20      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193785.05    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                   | Starwood Mortgage Residential Trust 2019-INV1                                    | CUSIP: 85572JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1116000 | PA      | $1063111.31   | 0.08%             | 2049-09-27      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2013-2 CLO Ltd                                             | CUSIP: 88432ABE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000100.00   | 0.15%             | 2030-10-18      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283848.02    | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                           | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55281.75     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                           | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315984.72    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-2                                                | CUSIP: 92540VAG0<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |   1093000 | PA      | $1102191.91   | 0.08%             | 2070-03-25      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAE1<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |   1228000 | PA      | $1243995.81   | 0.09%             | 2070-06-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                 | Vortex Opco LLC                                                                  | CUSIP: 92905YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5040 | PA      | $4838.40      | 0.00%             | 2030-04-30      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1091747.11   | 0.08%             | 2040-07-15      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37929833 | PA      | $2081494.40   | 0.15%             | 2058-07-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |    300000 | PA      | $322348.84    | 0.02%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                        | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |   1024000 | PA      | $942888.55    | 0.07%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUX II SRL                        | Tierra Mojada Luxembourg II Sarl                                                 | CUSIP: BM6311658<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | MX        |    760751 | PA      | $749624.53    | 0.06%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                               | Nexa Resources SA                                                                | CUSIP: BK0814248<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $308410.50    | 0.02%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                    | RealPage Inc                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    293475 | PA      | $293085.14    | 0.02%             | 2028-04-24      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    418376 | PA      | $413194.72    | 0.03%             | 2028-10-04      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    100412 | PA      | $100474.85    | 0.01%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    301025 | PA      | $301918.63    | 0.02%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    935061 | PA      | $914283.80    | 0.07%             | 2031-06-06      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                 | Trans Union LLC                                                                  | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    178200 | PA      | $178256.13    | 0.01%             | 2031-06-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM MEMBER US LLC                         | CPPIB OVM Member US LLC                                                          | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238350 | PA      | $239187.48    | 0.02%             | 2031-08-20      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSBY US ACQUISITION CORP                      | Crosby US Acquisition Corp                                                       | CUSIP: 22739PAP1<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |    167706 | PA      | $168597.36    | 0.01%             | 2029-08-16      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     30000 | PA      | $30774.90     | 0.00%             | 2032-11-22      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   1098769 | PA      | $1096313.31   | 0.08%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                        | Great Outdoors Group LLC                                                         | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    399781 | PA      | $400080.69    | 0.03%             | 2032-01-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    132590 | PA      | $132317.31    | 0.01%             | 2032-02-26      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     69128 | PA      | $69184.65     | 0.01%             | 2031-04-14      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    773818 | PA      | $776336.96    | 0.06%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $119700.00    | 0.01%             | 2033-07-29      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                        | Starwood Property Mortgage LLC                                                   | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |     97981 | PA      | $98165.14     | 0.01%             | 2030-01-02      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    890000 | PA      | $894352.10    | 0.07%             | 2032-08-20      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| TKO WORLDWIDE HOLDINGS L                        | TKO Worldwide Holdings LLC                                                       | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $230607.20    | 0.02%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA ANGAMO                        | Empresa Electrica Angamos SA                                                     | CUSIP: EK6194873<br>LEI: 529900PQ7VWZL30RZ733 | Long             | DBT              | CORP              | CL        |    312750 | PA      | $284754.18    | 0.02%             | 2029-05-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |    400000 | PA      | $297340.09    | 0.02%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: BJ0501582<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $302550.38    | 0.02%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MINSUR SA                                       | Minsur SA                                                                        | CUSIP: BS1363347<br>LEI: 254900C69MVC7SXO2G61 | Long             | DBT              | CORP              | PE        |    700000 | PA      | $671606.18    | 0.05%             | 2031-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: ZL3654437<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $207594.42    | 0.02%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                        | Adani Transmission Step-One Ltd                                                  | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    556000 | PA      | $505399.16    | 0.04%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust Resecuritization 2008-1R                                  | CUSIP: 02152LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462865 | PA      | $225722.81    | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSAB Mortgage Backed Trust                      | CSAB Mortgage-Backed Trust 2006-2                                                | CUSIP: 12627HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248749 | PA      | $71202.71     | 0.01%             | 2036-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                        | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $465938.87    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | Csmc 2021-Nqm6 Trust                                                             | CUSIP: 12662KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1107301.20   | 0.08%             | 2066-07-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2007-8XS                                      | CUSIP: 61754PAA2<br>LEI: 549300NAJR4EOJG3S510 | Long             | ABS-MBS          | CORP              | US        |    404686 | PA      | $195445.09    | 0.01%             | 2037-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                             | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    396358 | PA      | $375345.24    | 0.03%             | 2028-04-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    943710 | PA      | $857596.53    | 0.06%             | 2030-02-19      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |   1163400 | PA      | $1165581.38   | 0.09%             | 2031-01-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    387012 | PA      | $388515.84    | 0.03%             | 2029-02-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| HOMESERVE USA HOLDING                           | HomeServe USA Holding Corp                                                       | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |    182688 | PA      | $182478.32    | 0.01%             | 2030-10-21      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CUBE A&D BUYER INC                              | Cube A&D Buyer Inc                                                               | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    683288 | PA      | $687130.99    | 0.05%             | 2031-10-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    673200 | PA      | $674054.96    | 0.05%             | 2031-07-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1485000 | PA      | $1491808.73   | 0.11%             | 2032-07-12      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPIN                                | InRetail Shopping Malls                                                          | CUSIP: AR9465592<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |    700000 | PA      | $702892.40    | 0.05%             | 2028-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     40895 | PA      | $35297.33     | 0.00%             | 2028-12-18      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO INVESTMENTS LLC                         | Perrigo Investments LLC                                                          | CUSIP: 71429TAF7<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |    177954 | PA      | $178101.81    | 0.01%             | 2029-04-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                    | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    189525 | PA      | $190366.49    | 0.01%             | 2028-04-24      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                 | Whatabrands LLC                                                                  | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   1003321 | PA      | $1005237.49   | 0.07%             | 2028-08-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    727918 | PA      | $729250.11    | 0.05%             | 2028-04-07      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |         0 | PA      | $0.48         | 0.00%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                | AmWINS Group Inc                                                                 | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    757450 | PA      | $757938.56    | 0.06%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     44090 | PA      | $43999.19     | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                           | Savor Acquisition Inc                                                            | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    397500 | PA      | $400326.23    | 0.03%             | 2032-02-19      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                           | Savor Acquisition Inc                                                            | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     37500 | PA      | $37766.63     | 0.00%             | 2032-02-19      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2324993 | PA      | $2426328.22   | 0.18%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| APS RESECURITIZATION TRUST                      | APS Resecuritization Trust 2015-3                                                | CUSIP: 00191XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6777905 | PA      | $6018612.16   | 0.45%             | 2046-10-27      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                            | ACE Securities Corp Home Equity Loan Trust Series 2007-HE1                       | CUSIP: 00443LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2474104 | PA      | $1499221.02   | 0.11%             | 2037-01-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                             | CNT Holdings I Corp                                                              | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    338177 | PA      | $338358.23    | 0.03%             | 2032-11-08      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC                        | Edgewater Generation LLC                                                         | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    281743 | PA      | $282777.13    | 0.02%             | 2030-08-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                | APi Group DE Inc                                                                 | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    185000 | PA      | $185076.78    | 0.01%             | 2029-01-03      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR                        | Hamilton Projects Acquiror LLC                                                   | CUSIP: N/A<br>LEI: 5493005K6XILIQ2EZY52       | Long             | LON              | CORP              | US        |    245725 | PA      | $246800.05    | 0.02%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                         | Aspire Bakeries Holdings LLC                                                     | CUSIP: N/A<br>LEI: 549300MWN7R72KAKOD18       | Long             | LON              | CORP              | US        |    393015 | PA      | $395838.89    | 0.03%             | 2030-12-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    952236 | PA      | $951464.40    | 0.07%             | 2031-12-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    440000 | PA      | $438350.00    | 0.03%             | 2032-09-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                        | Alterra Mountain Co                                                              | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    257870 | PA      | $258677.52    | 0.02%             | 2030-05-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    292100 | PA      | $293012.85    | 0.02%             | 2031-12-11      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    357011 | PA      | $358126.82    | 0.03%             | 2031-12-11      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     12685 | PA      | $12724.60     | 0.00%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     41577 | PA      | $41706.85     | 0.00%             | 2031-12-11      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS                        | Victory Capital Holdings Inc                                                     | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |    170000 | PA      | $169894.60    | 0.01%             | 2032-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                              | Pinnacle Buyer LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    192903 | PA      | $193385.49    | 0.01%             | 2032-09-13      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                         | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | VN        |    677601 | PA      | $671030.04    | 0.05%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                         | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |    262805 | PA      | $7884.15      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2273279.63   | 0.17%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Aimco                                           | AIMCO CLO 21 Ltd                                                                 | CUSIP: 00901WAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1012337.80   | 0.07%             | 2037-04-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                   | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1062564.46   | 0.08%             | 2035-06-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60228.01     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2025-3 Ltd                                               | CUSIP: 056914AJ3<br>LEI: 254900F12G9NRZWVR294 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1009531.60   | 0.07%             | 2038-07-23      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                          | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207642.00    | 0.02%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2034000 | PA      | $2020807.88   | 0.15%             | 2057-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239990.63    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                           | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $334599.87    | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23890000 | PA      | $1550128.93   | 0.11%             | 2058-09-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAW0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | US        |   3770000 | PA      | $3785703.56   | 0.28%             | 2030-10-22      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Is                  | Cloud Capital Holdco LP                                                          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1890313.72   | 0.14%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                  | BRAVO Residential Funding Trust 2025-NQM7                                        | CUSIP: 10570TAE5<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4041069.60   | 0.30%             | 2065-07-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                    | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1504744 | PA      | $1519079.52   | 0.11%             | 2039-09-15      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $283312.71    | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121164.15    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    900000 | PA      | $740453.94    | 0.05%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                         | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    321800 | PA      | $339981.70    | 0.03%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227000 | PA      | $1093533.08   | 0.08%             | 2048-02-10      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-CCRE27 Mortgage Trust                                                  | CUSIP: 12635QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232533 | PA      | $1.40         | 0.00%             | 2048-10-10      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: BY2577850<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $404300.00    | 0.03%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                        | Mexico Generadora de Energia S de rl                                             | CUSIP: EJ4659987<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |    603449 | PA      | $616675.40    | 0.05%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2006-OA6                                                  | CUSIP: 12668BD91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1664362 | PA      | $1526066.73   | 0.11%             | 2046-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2022-1 Ltd                                                    | CUSIP: 13877JAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003990.10   | 0.07%             | 2035-04-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    570000 | PA      | $584468.31    | 0.04%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305678.40    | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                          | Castle US Holding Corp                                                           | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |     36000 | PA      | $6300.00      | 0.00%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                  | Castlelake Aircraft Securitization Trust 2018-1                                  | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2468915 | PA      | $2389514.68   | 0.18%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112088.81    | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL                  | Cologix Data Centers US Issuer LLC                                               | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2196995.40   | 0.16%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1690000 | PA      | $1680001.96   | 0.12%             | 2030-01-17      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                             | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26534.18     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                     | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289637.93    | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                  | Bancolombia SA                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $216154.99    | 0.02%             | 2034-12-24      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45926000 | PA      | $2343172.08   | 0.17%             | 2058-11-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    875000 | PA      | $878186.47    | 0.06%             | 2036-12-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29949437 | PA      | $1209921.33   | 0.09%             | 2058-08-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                           | EWC Master Issuer LLC                                                            | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1935000 | PA      | $1912228.73   | 0.14%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BC5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3479645 | PA      | $538285.48    | 0.04%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BTJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3488440 | PA      | $3519697.73   | 0.26%             | 2054-12-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BTP31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6647567 | PA      | $6687119.62   | 0.49%             | 2054-12-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8092493 | PA      | $8243848.62   | 0.61%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2018-GS10                                           | CUSIP: 36250SBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553000 | PA      | $46729.61     | 0.00%             | 2033-03-10      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                          | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153736.35    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                         | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246586.45    | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding                   | Halcyon Loan Advisors Funding 2014-2 Ltd                                         | CUSIP: 40538DAA6<br>LEI: 549300U92YP85EMXX728 | Long             | ABS-CBDO         | CORP              | US        |    284266 | PA      | $45482.59     | 0.00%             | 2025-04-28      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| HPS Investment Partners                         | Highbridge Loan Management 2013-2 Ltd                                            | CUSIP: 44330DAL4<br>LEI: 549300BGJH0LJLGIUQ46 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2009058.60   | 0.15%             | 2029-10-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                        | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334740.11    | 0.02%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                 | Invesco CLO 2021-3 Ltd                                                           | CUSIP: 46151VAJ0<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $850000.00    | 0.06%             | 2034-10-22      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                       | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200731.25    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201102.72    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1311216.14   | 0.10%             | 2065-11-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6567831 | PA      | $6686243.15   | 0.49%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                          | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59457.00     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    295000 | PA      | $287993.75    | 0.02%             | 2028-02-03      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: C0787FAF9<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    181762 | PA      | $181989.70    | 0.01%             | 2028-09-29      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                               | Emrld Borrower LP                                                                | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    417025 | PA      | $415669.23    | 0.03%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco PTY Limited                | Ardonagh Group Finco PTY Limited, Senior Secured First Lien Term Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     36953 | PA      | $36844.89     | 0.00%             | 2031-02-17      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    441662 | PA      | $441945.16    | 0.03%             | 2032-01-20      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE PARENT                          | BCP Renaissance Parent LLC                                                       | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    262949 | PA      | $263662.07    | 0.02%             | 2028-10-31      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS                         | Grant Thornton Advisors LLC                                                      | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    402346 | PA      | $400417.19    | 0.03%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1 LLC                                | AASET 2022-1 LLC                                                                 | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    885452 | PA      | $903139.11    | 0.07%             | 2047-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                     | Acushnet Co                                                                      | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93429.90     | 0.01%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                        | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458408.70    | 0.03%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                         | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $250473.84    | 0.02%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                 | Allegro CLO V-S Ltd                                                              | CUSIP: 01750RAC4<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | US        |   1800000 | PA      | $1810614.42   | 0.13%             | 2037-07-24      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60505.24     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                  | Apidos Loan Fund 2024-1 Ltd                                                      | CUSIP: 037986AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $506072.80    | 0.04%             | 2038-10-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $416186.00    | 0.03%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                  | Asset Backed Securities Corp Home Equity Loan Trust Series AMQ 2007-HE2          | CUSIP: 04544TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1492745 | PA      | $1065931.14   | 0.08%             | 2037-05-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2259778.50   | 0.17%             | 2043-03-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                       | BPR Trust 2021-TY                                                                | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1297580.96   | 0.10%             | 2038-09-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $887095.53    | 0.07%             | 2034-04-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                        | BXMT 2021-FL4 Ltd                                                                | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    921232 | PA      | $919919.43    | 0.07%             | 2038-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1097531 | PA      | $1099835.88   | 0.08%             | 2035-09-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1507194.00   | 0.11%             | 2035-09-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1155415.95   | 0.09%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2021-7 Ltd                                               | CUSIP: 05682NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1266040.13   | 0.09%             | 2035-01-22      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR16                                                                 | CUSIP: 065934BD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25178002 | PA      | $1151969.14   | 0.09%             | 2063-08-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-RISE                                                               | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    859700 | PA      | $858969.03    | 0.06%             | 2036-11-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199171.85    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-14                                          | CUSIP: 12544DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4661928 | PA      | $2296598.80   | 0.17%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2015-C1 Commercial Mortgage Trust                                          | CUSIP: 126281BB9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    143490 | PA      | $0.14         | 0.00%             | 2050-04-15      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | CARLYLE US CLO 2021-8 LTD                                                        | CUSIP: 143120AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5017500.00   | 0.37%             | 2038-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                           | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103779.90    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143200.63    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                          | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301558.08    | 0.02%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164255.20    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2024-R01                                     | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200000 | PA      | $6259997.40   | 0.46%             | 2044-01-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2025-R04                                     | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7543071.75   | 0.56%             | 2045-05-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                  | DBJPM 20-C9 Mortgage Trust                                                       | CUSIP: 233063AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107205 | PA      | $107005.47    | 0.01%             | 2053-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2022-Fl4 Issuer LLC                                                    | CUSIP: 30326MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1450000 | PA      | $1453187.10   | 0.11%             | 2039-01-19      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DTTV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2836351 | PA      | $2899928.24   | 0.21%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                  | Fannie Mae-Aces                                                                  | CUSIP: 3136B4TD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19699802 | PA      | $192928.04    | 0.01%             | 2029-04-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B8P86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4358489 | PA      | $767256.57    | 0.06%             | 2050-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    412336 | PA      | $36532.54     | 0.00%             | 2041-09-15      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H2EL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9277541 | PA      | $1533997.72   | 0.11%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HKVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4588436 | PA      | $4569221.07   | 0.34%             | 2055-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HKVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3868674 | PA      | $3864493.84   | 0.29%             | 2055-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5471103 | PA      | $5515658.97   | 0.41%             | 2055-05-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QT3E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2673973 | PA      | $2770607.34   | 0.21%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QUZK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3899097 | PA      | $3990841.69   | 0.30%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XQBW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2763989 | PA      | $2855217.76   | 0.21%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31423YP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10290094 | PA      | $541261.11    | 0.04%             | 2037-06-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106836.01    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $295688.36    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                   | GoldenTree Loan Management US CLO 20 Ltd                                         | CUSIP: 38139MAJ4<br>LEI: 984500CF2B1A04F63R63 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1011142.30   | 0.07%             | 2037-07-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                          | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89317.31     | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381J3G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  42194757 | PA      | $2657801.30   | 0.20%             | 2065-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381JA72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8429261 | PA      | $782817.05    | 0.06%             | 2066-02-16      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381JZ59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  46086931 | PA      | $2688305.99   | 0.20%             | 2065-10-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382MN21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7080499 | PA      | $1031232.15   | 0.08%             | 2051-01-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FQ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8567188 | PA      | $1105059.34   | 0.08%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2007-A2                                                 | CUSIP: 46630PAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261184 | PA      | $215342.56    | 0.02%             | 2037-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C33                              | CUSIP: 46645JAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $449039.60    | 0.03%             | 2048-12-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143649.55    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LFT CRE LLC                                     | LFT CRE 2021-FL1 Ltd                                                             | CUSIP: 50203JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1890000 | PA      | $1890018.90   | 0.14%             | 2039-06-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484507.13    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $199729.71    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                  | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1236500 | PA      | $1241159.13   | 0.09%             | 2038-11-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                        | MAPS 2021-1 Trust                                                                | CUSIP: 55292RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10779 | PA      | $10646.58     | 0.00%             | 2046-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543823.63    | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                        | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $155643.26    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2489000 | PA      | $18692.39     | 0.00%             | 2036-12-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HNW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4039803 | PA      | $2133626.61   | 0.16%             | 2035-11-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HNY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67354 | PA      | $39463.72     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Trust 2024-1                                                      | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504330 | PA      | $507693.89    | 0.04%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2025-5                                              | CUSIP: 69548WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2524612.00   | 0.19%             | 2033-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                         | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37374.06     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                               | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88948.26     | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                  | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAF5<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2016230.00   | 0.15%             | 2065-08-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1655161.20   | 0.12%             | 2039-09-19      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                  | Bear Stearns ARM Trust 2006-2                                                    | CUSIP: 07388DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    789840 | PA      | $683148.74    | 0.05%             | 2036-07-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER, LLC                   | Scalelogix Abs Us Issuer LLC                                                     | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2497459.00   | 0.18%             | 2055-07-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                        | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $220619.28    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2006-6CB                                                  | CUSIP: 12668BSQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3244635 | PA      | $1200078.86   | 0.09%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126403.99    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49120.74     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                         | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189228.24    | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158087.76    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                              | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64545.09     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO IX Ltd                                                           | CUSIP: 83609GBU8<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1919573.60   | 0.14%             | 2032-07-20      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                        | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118110.29    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start Ltd/Bermuda                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | US        |    996940 | PA      | $999210.55    | 0.07%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                  | Structured Asset Securities Corp Mortgage Loan Trust Series 2007-RF1             | CUSIP: 86362CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4530358 | PA      | $3748422.02   | 0.28%             | 2037-03-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150753.00    | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    611686 | PA      | $613106.09    | 0.05%             | 2036-11-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                          | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115037.78    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                           | Termocandelaria Power SA                                                         | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $210081.49    | 0.02%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                          | Froneri Lux FinCo SARL                                                           | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $300722.81    | 0.02%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2018-GS10                                           | CUSIP: 36250SBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $40830.63     | 0.00%             | 2033-03-10      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $79878.75     | 0.01%             | 2031-07-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1509000 | PA      | $5130.60      | 0.00%             | 2035-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                        | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206730.36    | 0.02%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                 | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143625.26    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381MLU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14102969 | PA      | $808916.70    | 0.06%             | 2067-05-16      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382AER2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6704286 | PA      | $47986.60     | 0.00%             | 2049-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38384VSK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4913128 | PA      | $761726.94    | 0.06%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                               | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313003.62    | 0.02%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12400582 | PA      | $199315.79    | 0.01%             | 2051-02-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                             | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221724.84    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $79036.88     | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                          | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: BO0130373<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |    529944 | PA      | $450937.36    | 0.03%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                        | United Overseas Bank Ltd                                                         | CUSIP: ZO3818671<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $987984.44    | 0.07%             | 2031-03-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    623773 | PA      | $623636.03    | 0.05%             | 2029-04-13      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    896095 | PA      | $898335.52    | 0.07%             | 2029-02-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                    | Cotiviti Inc                                                                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    145000 | PA      | $142643.75    | 0.01%             | 2032-03-29      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                               | Chariot Buyer LLC                                                                | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    825109 | PA      | $826915.90    | 0.06%             | 2032-09-08      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $408195.60    | 0.03%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                        | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $117110.18    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136366.24    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20583.28     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96337.50     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69972.30     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                    | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    540000 | PA      | $560414.16    | 0.04%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LT                  | Octagon Investment Partners 46 Ltd                                               | CUSIP: 67577VAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002006.70   | 0.07%             | 2036-07-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     50179 | PA      | $9283.12      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                        | United Overseas Bank Ltd                                                         | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $682940.73    | 0.05%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2025-2                                              | CUSIP: 91679EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2126154.45   | 0.16%             | 2035-06-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust                                                     | CUSIP: 91684NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2888381.52   | 0.21%             | 2034-11-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BGAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7293335 | PA      | $1125105.63   | 0.08%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QTCE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3224272 | PA      | $3334115.47   | 0.25%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VAMOS EUROPE SA                                 | Vamos Europe SA                                                                  | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | BR        |    500000 | PA      | $496125.00    | 0.04%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AJ7<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002503.40   | 0.07%             | 2070-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-R1                                               | CUSIP: 92541AAD2<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2119193.16   | 0.16%             | 2065-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant CLO IV-R Ltd                                                             | CUSIP: 92558RAC7<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2008768.40   | 0.15%             | 2037-10-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3483843 | PA      | $3470358.10   | 0.26%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 26 Ltd                                                                       | CUSIP: 50200FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4995082.00   | 0.37%             | 2031-01-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                              | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230240.12    | 0.02%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                        | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121775.46    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2013-1 Ltd                                                              | CUSIP: 92917CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3900000 | PA      | $3913007.28   | 0.29%             | 2030-10-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                        | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $497239.24    | 0.04%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lodi Park CLO Ltd                               | Lodi Park CLO Ltd                                                                | CUSIP: 540364AL0<br>LEI: 391200GQ88V33AWI7H75 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $505502.45    | 0.04%             | 2037-07-21      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXIII Ltd                                                              | CUSIP: 55954NAQ2<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1759479.40   | 0.13%             | 2035-01-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    215779 | PA      | $39919.12     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    860000 | PA      | $861049.20    | 0.06%             | 2031-04-16      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| VIZIENT INC                                     | Vizient Inc                                                                      | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |    310484 | PA      | $311696.52    | 0.02%             | 2031-08-01      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                    | VT Topco Inc                                                                     | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    398269 | PA      | $386695.22    | 0.03%             | 2030-08-09      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                             | NBM US Holdings Inc                                                              | CUSIP: AZ8757330<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | BR        |    500000 | PA      | $507231.36    | 0.04%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: ZB6265712<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1000000 | PA      | $1088230.29   | 0.08%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: EK8643794<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $200174.00    | 0.01%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003721.70   | 0.07%             | 2038-07-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers Clo 44 Ltd                                        | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1006231.10   | 0.07%             | 2035-10-16      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                  | New Century Home Equity Loan Trust 2006-1                                        | CUSIP: 64352VQR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    756412 | PA      | $761377.44    | 0.06%             | 2036-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                         | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160203.09    | 0.01%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                         | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225950.12    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-2                                    | CUSIP: 92259BAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256024 | PA      | $238504.87    | 0.02%             | 2048-10-26      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160544.35    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    290000 | PA      | $304695.84    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2021-R2                                               | CUSIP: 92538DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2426639.10   | 0.18%             | 2064-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAF1<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2018384.00   | 0.15%             | 2069-11-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                        | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141291.91    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                              | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |    900000 | PA      | $904094.79    | 0.07%             | 2025-11-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                         | EQUATE Petrochemical Co KSC                                                      | CUSIP: AL0164361<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    200000 | PA      | $199644.80    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                        | Banco do Brasil SA/Cayman                                                        | CUSIP: EJ5310291<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   1800000 | PA      | $1806165.00   | 0.13%             | 2025-10-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                           | Chile Electricity Lux MPC Sarl                                                   | CUSIP: ZI3801118<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    179000 | PA      | $188312.58    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    480799 | PA      | $481638.17    | 0.04%             | 2031-07-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                            | LC Ahab US Bidco LLC                                                             | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    905958 | PA      | $906809.64    | 0.07%             | 2031-05-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                              | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183672 | PA      | $159343.45    | 0.01%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                             | Lightning Power LLC                                                              | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |    342412 | PA      | $342563.16    | 0.03%             | 2031-08-18      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTON COAT FACTORY                         | Burlington Coat Factory Warehouse Corp                                           | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |    154611 | PA      | $154997.08    | 0.01%             | 2031-09-19      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    582004 | PA      | $581215.12    | 0.04%             | 2031-03-24      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |   1471022 | PA      | $1490917.51   | 0.11%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                           | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    145884 | PA      | $145834.04    | 0.01%             | 2028-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |    490000 | PA      | $490075.95    | 0.04%             | 2031-01-31      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    625000 | PA      | $624943.75    | 0.05%             | 2032-06-28      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                     | CHG Healthcare Services Inc                                                      | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |   1953492 | PA      | $1956187.75   | 0.14%             | 2028-09-29      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                   | Life Time Inc                                                                    | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    333325 | PA      | $333446.66    | 0.02%             | 2031-11-05      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                              | Braskem Idesa SAPI                                                               | CUSIP: BR9695791<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $237767.24    | 0.02%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                           | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $213519.80    | 0.02%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1097000 | PA      | $1014323.06   | 0.08%             | 2051-02-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                   | United States Treasury Bill                                                      | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90000000 | PA      | $89848162.80  | 6.65%             | 2025-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    310000 | PA      | $320376.32    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                        | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: AZ7194543<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |    856940 | PA      | $829933.71    | 0.06%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    993618 | PA      | $963809.61    | 0.07%             | 2028-08-31      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |    183792 | PA      | $182872.92    | 0.01%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    125000 | PA      | $128281.25    | 0.01%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| MISTER CAR WASH HOLDINGS IN                     | Mister Car Wash Holdings Inc                                                     | CUSIP: 60646CAK3<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |     76369 | PA      | $76614.49     | 0.01%             | 2031-03-27      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    347903 | PA      | $316244.25    | 0.02%             | 2030-08-01      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                     | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    603273 | PA      | $600256.18    | 0.04%             | 2031-05-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     49625 | PA      | $45437.89     | 0.00%             | 2031-05-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    190000 | PA      | $190652.65    | 0.01%             | 2028-10-06      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    142326 | PA      | $143838.31    | 0.01%             | 2032-07-02      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    142088 | PA      | $141777.11    | 0.01%             | 2030-09-19      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    149141 | PA      | $141124.43    | 0.01%             | 2029-11-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1488374 | PA      | $1487674.34   | 0.11%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    132269 | PA      | $131997.54    | 0.01%             | 2032-02-26      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                        | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   1087300 | PA      | $1086577.12   | 0.08%             | 2030-12-26      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    540000 | PA      | $542621.70    | 0.04%             | 2032-05-28      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS INC                        | First Eagle Holdings Inc                                                         | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    260521 | PA      | $258334.98    | 0.02%             | 2032-08-16      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS INC                        | First Eagle Holdings Inc                                                         | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     44479 | PA      | $44106.07     | 0.00%             | 2032-08-16      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSURANCE HOLD                        | Trucordia Insurance Holdings LLC                                                 | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    655000 | PA      | $657456.25    | 0.05%             | 2032-06-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    835000 | PA      | $834565.80    | 0.06%             | 2032-06-30      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                     | Creative Artists Agency LLC                                                      | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    698121 | PA      | $699963.95    | 0.05%             | 2031-10-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| GREEN INFRASTRUCTURE                            | Green Infrastructure Partners Inc                                                | CUSIP: N/A<br>LEI: 549300W1V7LSCKWMX505       | Long             | LON              | CORP              | CA        |   1315000 | PA      | $1317879.85   | 0.10%             | 2032-09-24      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| STONEPEAK BAYOU HOLDINGS                        | Stonepeak Bayou Holdings LP                                                      | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335000 | PA      | $335000.00    | 0.02%             | 2032-09-24      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| AGROSUPER SA                                    | Agrosuper SA                                                                     | CUSIP: BT5013623<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $193800.14    | 0.01%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                               | InRetail Consumer                                                                | CUSIP: BO5432337<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |   1100000 | PA      | $1070568.07   | 0.08%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                              | Canacol Energy Ltd                                                               | CUSIP: BS4891542<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CO        |    600000 | PA      | $207750.00    | 0.02%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                        | Adani Transmission Step-One Ltd                                                  | CUSIP: QZ0784251<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $495704.86    | 0.04%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                         | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: BX0660676<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    900000 | PA      | $903518.77    | 0.07%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                           | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $221480.02    | 0.02%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                            | ACE Securities Corp Home Equity Loan Trust Series 2007-HE1                       | CUSIP: 00443LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1004222 | PA      | $608479.50    | 0.05%             | 2037-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654539 | PA      | $654081.64    | 0.05%             | 2036-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                             | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    315000 | PA      | $326690.28    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                 | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $209350.00    | 0.02%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2025-1                                                                     | CUSIP: 00258PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2870565 | PA      | $2947122.80   | 0.22%             | 2050-02-16      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec                  | Arbor Multifamily Mortgage Securities Trust 2021-MF3                             | CUSIP: 03882KAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10194000 | PA      | $619227.39    | 0.05%             | 2054-10-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                  | Chase Mortgage Finance Trust Series 2007-S4                                      | CUSIP: 161629AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1956339 | PA      | $593251.87    | 0.04%             | 2037-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186120.72    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DANA INC                                        | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99941.45     | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                    | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180000 | PA      | $2262301.10   | 0.17%             | 2040-01-13      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                          | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $434619.27    | 0.03%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                   | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136401 | PA      | $1138353.82   | 0.08%             | 2038-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                    | Morgan Stanley Resecuritization Trust 2013-R7                                    | CUSIP: 61690PAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6441844 | PA      | $6199431.94   | 0.46%             | 2046-12-26      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                       | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    892925 | PA      | $865550.89    | 0.06%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                      | CUSIP: 61763UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1078582 | PA      | $1051455.02   | 0.08%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156114.00    | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                 | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $245471.57    | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                     | OCP CLO 2021-21 Ltd                                                              | CUSIP: 671000AS6<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2261094.75   | 0.17%             | 2038-01-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2024-NQM18 Trust                                                             | CUSIP: 673913AD1<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   1375000 | PA      | $1386348.98   | 0.10%             | 2064-10-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd                                  | Octagon 75 Ltd                                                                   | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10014846.00  | 0.74%             | 2038-01-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Octagon 73 Ltd                                  | Octagon 73 Ltd                                                                   | CUSIP: 67579HAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $506830.55    | 0.04%             | 2038-10-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200333.31    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                        | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $200582.62    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                          | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $319825.14    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                         | Periama Holdings LLC/DE                                                          | CUSIP: ZO8974420<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $200783.48    | 0.01%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                           | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |    603213 | PA      | $590017.86    | 0.04%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| MX HOLDINGS US INC                              | MX Holdings US Inc                                                               | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    160000 | PA      | $160400.00    | 0.01%             | 2032-03-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                  | ICG US CLO 2023-1 I Ltd                                                          | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2513710.00   | 0.19%             | 2038-07-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $510574.26    | 0.04%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CYBORG OLDCO DC HOLDINGS                        | Cyborg Oldco DC Holdings Inc                                                     | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98874 | PA      | $0.00         | 0.00%             | 2024-05-01      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    313368 | PA      | $303966.80    | 0.02%             | 2027-04-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| GOGO INTERMEDIATE HOLDIN                        | Gogo Intermediate Holdings LLC                                                   | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    464496 | PA      | $461846.19    | 0.03%             | 2028-04-28      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     56022 | PA      | $56186.10     | 0.00%             | 2031-07-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249000 | PA      | $226174.17    | 0.02%             | 2029-03-29      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    765438 | PA      | $764641.45    | 0.06%             | 2031-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |     16805 | PA      | $16720.51     | 0.00%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                   | CQP Holdco LP                                                                    | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |    357307 | PA      | $357719.43    | 0.03%             | 2030-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                              | Hunter Douglas Inc                                                               | CUSIP: N8137FAE0<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    496795 | PA      | $498081.74    | 0.04%             | 2032-01-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                 | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    600000 | PA      | $5250.00      | 0.00%             | 2163-05-29      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21364562 | PA      | $973095.96    | 0.07%             | 2058-08-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                  | Benefit Street Partners CLO 42 Ltd                                               | CUSIP: 08187LAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $506655.35    | 0.04%             | 2038-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1627000 | PA      | $1668217.12   | 0.12%             | 2057-08-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                   | CitiMortgage Alternative Loan Trust Series 2007-A5                               | CUSIP: 12566WAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494239 | PA      | $445333.53    | 0.03%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4749922 | PA      | $6000.58      | 0.00%             | 2049-05-10      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    511184 | PA      | $6.39         | 0.00%             | 2047-09-10      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAD0<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   4410000 | PA      | $4442766.30   | 0.33%             | 2065-10-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381LVJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10422979 | PA      | $827778.40    | 0.06%             | 2065-12-16      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                      | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $243070.52    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                        | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $305703.91    | 0.02%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                        | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $141117.20    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                        | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $396439.68    | 0.03%             | 2031-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                  | LCCM 2017-LC26                                                                   | CUSIP: 50190DAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2532000 | PA      | $2347713.95   | 0.17%             | 2050-07-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM Loan Income Fund I Income Note Issuer Ltd                                    | CUSIP: 50200JAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1504302.45   | 0.11%             | 2031-07-16      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $155837.08    | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94686.19     | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                  | LoanCore 2022-CRE7 Issuer Ltd                                                    | CUSIP: 53946PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2560000 | PA      | $2552857.60   | 0.19%             | 2037-01-17      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1260000 | PA      | $1255330.44   | 0.09%             | 2040-02-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                   | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457155.59    | 0.03%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                             | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342272.15    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8100000 | PA      | $8028175.68   | 0.59%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                             | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $15600.00     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu                  | TBW Mortgage-Backed Trust Series 2006-3                                          | CUSIP: 87804AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13414977 | PA      | $934292.77    | 0.07%             | 2036-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222961.45    | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     44227 | PA      | $34054.79     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6543240 | PA      | $6649516.81   | 0.49%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    435000 | PA      | $450070.58    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-2                                    | CUSIP: 92259BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1006289 | PA      | $961083.09    | 0.07%             | 2048-10-26      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BPRL INTERNATIONAL SINGA                        | BPRL International Singapore Pte Ltd                                             | CUSIP: AM0189861<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | IN        |   1200000 | PA      | $1199786.88   | 0.09%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                            | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   1308197 | PA      | $1073048.69   | 0.08%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                        | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |    545289 | PA      | $563256.94    | 0.04%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                               | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    626091 | PA      | $604744.60    | 0.04%             | 2028-06-05      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    708052 | PA      | $709712.62    | 0.05%             | 2029-06-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                               | Clarios Global LP                                                                | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    511144 | PA      | $512023.11    | 0.04%             | 2030-05-06      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    300533 | PA      | $293490.35    | 0.02%             | 2032-07-30      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                               | Clarios Global LP                                                                | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    880000 | PA      | $881650.00    | 0.07%             | 2032-01-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    181776 | PA      | $181402.40    | 0.01%             | 2032-02-26      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     44197 | PA      | $44105.77     | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR                     | Prime Security Services Borrower LLC                                             | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    735000 | PA      | $729200.85    | 0.05%             | 2032-03-08      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED TALENT AGENCY LLC                        | United Talent Agency LLC                                                         | CUSIP: 91301QAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138600 | PA      | $139639.50    | 0.01%             | 2032-06-10      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| PROJECT AURORA US FINCO                         | Project Aurora US Finco Inc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    290000 | PA      | $290906.25    | 0.02%             | 2032-09-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                     | CHG Healthcare Services Inc                                                      | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |        37 | PA      | $37.05        | 0.00%             | 2028-09-29      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2000000 | PA      | $1305100.00   | 0.10%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $103354.83    | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DoubleLine Emerging Markets Lo                  | DoubleLine Emerging Markets Local Currency Bond Fund                             | CUSIP: 258620582<br>LEI: 549300TMOIYY7BVD4747 | Long             | EC               | RF                | US        |   4330508 | NS      | $40879997.71  | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448103.92    | 0.03%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO 2023-2 Ltd                                                           | CUSIP: 29247BAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3012377.70   | 0.22%             | 2038-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $122084.02    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding                   | Halcyon Loan Advisors Funding 2018-1 Ltd                                         | CUSIP: 40538TAC7<br>LEI: 549300240JJHXVLBXB20 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501040.15    | 0.04%             | 2031-07-21      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108618.06    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                  | Home Partners of America 2019-2 Trust                                            | CUSIP: 43732TAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6410959 | PA      | $6197272.10   | 0.46%             | 2039-10-19      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                           | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203515.67    | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                      | Impac Secured Assets Trust 2006-5                                                | CUSIP: 45257EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605882 | PA      | $559136.99    | 0.04%             | 2037-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2006-A2                                   | CUSIP: 45661EBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345157 | PA      | $124722.43    | 0.01%             | 2046-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                             | Inversiones CMPC SA                                                              | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204800.00    | 0.02%             | 2057-12-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51038.25     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                      | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1841193 | PA      | $1840049.34   | 0.14%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |    868103 | PA      | $870418.26    | 0.06%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332283.21    | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                          | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20522.75     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1487000 | PA      | $1489991.84   | 0.11%             | 2036-10-16      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772577 | PA      | $738728.36    | 0.05%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1506615.00   | 0.11%             | 2041-08-18      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46791.63     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1054279.59   | 0.08%             | 2042-06-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                          | Pertamina Persero PT                                                             | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   1200000 | PA      | $1186181.46   | 0.09%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                          | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $70352.37     | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                           | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127804.50    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers                   | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2007464.00   | 0.15%             | 2048-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                               | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $166574.34    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $148922.98    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184328.28    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                             | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290391.21    | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155162.91    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIII                                                            | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5881680.00   | 0.44%             | 2034-07-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS | STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       261 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Structured Adjustable Rate Mor                  | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579G51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    444610 | PA      | $413304.16    | 0.03%             | 2035-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                              | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    205000 | PA      | $191791.95    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAR0<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1506556.35   | 0.11%             | 2031-10-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu                  | TBW Mortgage-Backed Trust Series 2006-3                                          | CUSIP: 87804AAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13415064 | PA      | $554906.07    | 0.04%             | 2036-07-25      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                           | Tricon American Homes 2019-SFR1 Trust                                            | CUSIP: 89612LAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4965968.50   | 0.37%             | 2038-03-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                   | United States Treasury Bill                                                      | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32900000 | PA      | $31985011.85  | 2.37%             | 2026-07-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                        | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $199445.86    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                               | Wellfleet Clo 2019-1 Ltd                                                         | CUSIP: 94950NAZ5<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2021986.80   | 0.15%             | 2032-07-20      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                  | Willis Engine Structured Trust IV                                                | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167180 | PA      | $167423.85    | 0.01%             | 2043-09-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                          | Millicom International Cellular SA                                               | CUSIP: AP0969109<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |    180000 | PA      | $179527.01    | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $500520.00    | 0.04%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |   1041679 | PA      | $1042329.82   | 0.08%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| X CORP                                          | X Corp                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    780000 | PA      | $766240.80    | 0.06%             | 2029-10-29      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION                        | MITER Brands Acquisition Holdco Inc                                              | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    567891 | PA      | $570690.63    | 0.04%             | 2031-03-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| TAMKO BUILDING PRODUCTS INC                     | Tamko Building Products LLC                                                      | CUSIP: 87510EAD1<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |     43453 | PA      | $43629.35     | 0.00%             | 2030-09-20      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| TAMKO BUILDING PRODUCTS INC                     | Tamko Building Products LLC                                                      | CUSIP: 87510EAD1<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |     45740 | PA      | $45925.63     | 0.00%             | 2030-09-20      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                        | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    281121 | PA      | $281546.57    | 0.02%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     94385 | PA      | $89665.45     | 0.01%             | 2029-11-15      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                        | iHeartCommunications Inc                                                         | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    159200 | PA      | $139499.00    | 0.01%             | 2029-05-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                            | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    149062 | PA      | $132479.30    | 0.01%             | 2030-02-19      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     60592 | PA      | $60467.47     | 0.00%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                             | Hilcorp Energy I LP                                                              | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    527350 | PA      | $528887.23    | 0.04%             | 2030-02-11      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                        | Sgh2 LLC                                                                         | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    450000 | PA      | $451125.00    | 0.03%             | 2032-08-18      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                | Finastra USA Inc                                                                 | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    260000 | PA      | $259210.90    | 0.02%             | 2032-09-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| TRQ SALES LLC                                   | TRQ Sales LLC                                                                    | CUSIP: N/A<br>LEI: 254900RI25V4FBT02P38       | Long             | LON              | CORP              | US        |    200000 | PA      | $200376.00    | 0.01%             | 2032-08-13      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| INVEPAR A-1 EQUITY LINKED NOTE                  | INVEPAR A-1 EQUITY LINKED NOTE                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |     35079 | PA      | $0.00         | 0.00%             | 2028-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $147218.79    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                              | JSW Infrastructure Ltd                                                           | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $401984.90    | 0.03%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Funds Trust

**Title:** Vice President